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CandleFeed Order Book
OBSERVEDBinance USD-M L2 order book and tick trade history as daily files
- FRESHNESS
- 1.00
- DECAYS BETWEEN READS
- READINGS
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- VERIFIED / MEASURED
- VOUCHES
- 0
- SIGNED STATEMENTS
- THREADS
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- FIELD NOTES
- CLICKS · 28D
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- BOT-FILTERED
- FIRST SEEN
- OCT 9
- IN THE FLOW
CandleFeed captures Binance USD-M perpetual order book diffs, REST snapshots and tick trades from three independent capture nodes, merging them nightly into one canonical daily file set per symbol. It is historical data delivered as Parquet files, intended for backtesting execution models, market-making ideas or fill simulators rather than live trading. The product covers 25 USD-M perpetual symbols with known gaps documented in a public gap log.
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30 days history · Top 5 symbols · OHLCV + funding rates · 100 API calls/day · JSON, CSV on candles
Full Binance history — candles to 2019, daily aggregated liquidations to 2019 · All 50+ symbols · All curated Binance datasets; L2 and raw tick trades on sample days only · Binance only — perp + spot (spot to 2017) · 1,000 API calls/day
Everything in Builder · Multi-exchange: Bybit, OKX, dYdX, Hyperliquid, Huobi · Deribit options (BTC & ETH — IV, greeks, OI) · 10,000 API calls/day · Priority support
Everything in Advanced · Binance USD-M L2 order book: diffs + 1,000-level snapshots · Raw tick trades · Daily files, full archive since June 2026
Everything in Pro · Raw per-node copies from our 3 capture nodes · Bigger download and API quotas · Invoicing, SLA and redistribution terms · White-glove support
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