Download historical trading data from Binance in .csv format
npm install binance-historical-dataA CLI utility to easily download large amounts of historical trading data from Binance. Each file is verified with the checksum.
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 such as 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.
Install globally:
``shell`
npm i -g binance-historical-data
Run:
`shell`
binance-fetch --help
Or install locally:
`shell`
npm i binance-historical-data
And run:
`shell`
npx binance-fetch --help
Download daily klines data for spot market:
`shell`
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.
`shell`
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 (-p)
- spot
- usd-m
- coin-m
- option
##### --data-type (-t) (spot)
- klines
- aggTrades
- trades
##### --data-type (-t) (usd-m/coin-m monthly)
- aggTrades
- bookTicker
- fundingRate
- indexPriceKlines
- klines
- markPriceKlines
- premiumIndexKlines
- trades
##### --data-type (-t) (usd-m/coin-m daily)
- aggTrades
- bookDepth
- bookTicker
- indexPriceKlines
- klines
- liquidationSnapshot
- markPriceKlines
- metrics
- premiumIndexKlines
- trades
##### --data-type (-t) (option)
- BVOLIndex
- EOHSummary
##### --intervals (-i)
1s 1m 3m 5m 15m 30m 1h 2h 4h 6h 8h 12h 1d 3d 1w 1mo.
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: .
By default 5 files are downloaded at a time. Use -P to change the number (pass -P 1 to download each file sequentially).
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`.
MIT