Binance Historical Data Collector

A CLI utility to easily download large amounts of historical trading data from Binance. Each file is verified with the checksum.

Why

Binance offers two methods to access the historical data: through their API in JSON format or this webpage in CSV format. It's impossible to quickly get historical data for data types like trades and aggTrades with the first method, and it would still require some manual labor to fetch a lot of files with the second method.

This library allows to collect data in CSV format for any date range, any number of symbols and intervals (if present) with a single command.

Installation

Install globally:

npm i -g binance-historical-data

Run:

binance-fetch --help

Or install locally:

npm i binance-historical-data

And run:

npx binance-fetch --help

Usage

Trading data params

Download daily klines data for spot market:

binance-fetch -d 2020-01-01 -p spot -t klines -s btcusdt -i 1h

YYYY-MM-DD date format is used for daily data. Use YYYY-MM for monthly data.

To get data for a range of dates, provide two date strings separated by a space. Multiple symbols and intervals can also be provided separated by a space.

binance-fetch -d 2021-01 2023-12 -p spot -t klines -s btcusdt ethusdt -i 1s 1m 3m 5m 15m 30m 1h 2h 4h 6h 8h 12h 1d 3d 1w 1mo

This command downloads monthly data for two symbols and all intervals from 2021-01 to 2023-12 (3 years), which will result in 1152 downloaded files.

Possible values

product

spot
usd-m
coin-m
option

data-type (spot)

klines
aggTrades
trades

data-type (usd-m/coin-m monthly)

aggTrades
bookTicker
fundingRate
indexPriceKlines
klines
markPriceKlines
premiumIndexKlines
trades

data-type (usd-m/coin-m daily)

aggTrades
bookDepth
bookTicker
indexPriceKlines
klines
liquidationSnapshot
markPriceKlines
metrics
premiumIndexKlines
trades

data-type (option)

BVOLIndex
EOHSummary

interval

For all the intervals see example above.

Output directory

By default the data is saved in the current directory. Pass -o or --output followed by a relative or absolute path to change that.

Data is loaded with a stream. Until the file is fully downloaded and verified, it will look like this: <symbol>...UNVERIFIED.zip.

Concurrency

By default 5 files are downloaded at a time. Use -P to change the number (pass -P 1 to download each file sequentially).

Debug

If you get (no data) for a file, it's likely that Binance does not have the data for the chosen market/data-type/date/symbol/interval. You can verify what data is available here. Product usd-m corresponds to futures/um, coin-m corresponds to futures/cm.

License

MIT