Real-time crypto market data — the Binance feed, bought by the day
Every message the venue publishes for Binance USDT-M and Binance Spot — the full Level-2 order book, every trade and the derivatives topics, nothing sampled — over a plain WebSocket in JSON or SBE, captured at the venue in Tokyo and delivered at our London, Frankfurt, Ashburn or Ohio endpoints over dedicated lines. You buy whole UTC calendar days, self-serve, and connect with one API key.
Where you connect
The data is captured at the venue; you connect at the endpoint nearest to you. Every market listens on the same port at every endpoint, and access is bought per endpoint and market.
| Endpoint | Site | Line | Latency |
|---|---|---|---|
| London | LD4 / AWS London | Binance (Tokyo) → London, dedicated fiber | ~70.4 ms one-way |
| Frankfurt | AWS eu-central-1 | Binance (Tokyo) → Frankfurt, dedicated fiber | ~69.3 ms one-way |
| Ashburn | AWS us-east-1 | Binance (Tokyo) → Ashburn, dedicated fiber | ~68.5 ms one-way |
| Ohio | AWS us-east-2 | Binance (Tokyo) → Ohio, dedicated fiber | ~65.0 ms one-way |
Latency is one-way, end to end from the venue to your client — including Binance exchange latency and the AWS on-ramp behind the endpoint; measured against the Binance transaction timestamp "T", not the event timestamp "E".
What the feed carries
Every topic below is the same stream our own systems consume — the historical files in the shop are recordings of it, so a backtest maps 1:1 onto production.
| Topic | What you receive | Binance USDT-M port 14004 | Binance Spot port 14003 |
|---|---|---|---|
| Order book | Full-depth snapshot on subscribe, then changed levels only; every event chained by prevEventId/eventId, matching-engine timestamps. | ✓ | ✓ |
| Top of book | Best bid and ask as its own stream; optional coalescing for slow consumers. | ✓ | ✓ |
| Trades | Every public trade: aggressor side, price, quantity, trade id, matching-engine timestamp. | ✓ | ✓ |
| Mark price | The venue's mark price as it is republished. | ✓ | — |
| Index price | The underlying index price. | ✓ | — |
| Funding rate | Current rate, next settlement time and the venue's predicted next rate. | ✓ | — |
| Liquidations · opt-in | Liquidation orders as the venue publishes them: side, price, quantity, exchange timestamp — off by default, opt in per subscribe. | ✓ | — |
Mark price, Index price, Funding rate, Liquidations do not exist on Binance Spot — the venue never publishes them there.
- Market-data streams only — a dedicated route, not general-purpose bandwidth
- Every instrument of the market: full order-book depth and trades, plus a separate realtime top-of-book stream
- Derivatives markets add mark price, index price, funding rate and liquidations
- WebSocket, JSON or SBE — the port selects the market, one API key per account
How access works
One day or thirty — paid days start at the next 00:00 UTC and the rest of the purchase day is included free, so access begins the moment the order clears. Longer runs cost less per day. Extend any time from your account, invoice on checkout.
A market day unlocks every instrument of that market; an instrument day unlocks exactly the instruments you pick. €39.20 per instrument-day or €79.20 per market-day (public-beta price, 20 % off the list price of €49 / €99 for every day bought during the beta); longer runs cost less per day: −3 % from 7 days, −5 % from 14, −10 % from 30.
The key is created with your first purchase and shown in your account together with the endpoints. It authenticates the feed and the master-data export, and you can rotate it whenever you want. 10 parallel connections per key and endpoint included (one connection can subscribe to every instrument); +5 more for €10 per day, up to 35, added from your account.
WebSocket in JSON or SBE, the same protocol and subscribe flow as our documented market-data API: Binance USDT-M (port 14004) and Binance Spot (port 14003). Instrument master data is a free export from the shop.
PricePublic beta −20 %
€39.20 list price €49 / instrument · day · €79.20 list price €99 / market · day
Public beta: every day bought while the beta runs is 20 % below the list price (€49 / €99 per day). The feed and the protocol are our production platform; the self-serve path is new — tell us what you need.
Captured at the venue in Tokyo and delivered at our London, Frankfurt, Ashburn or Ohio endpoints over dedicated lines — that low-latency path is what the per-day price pays for. London, Frankfurt, Ashburn and Ohio are the self-serve locations today; more will follow, and enterprise subscriptions already cover further locations and venues. See the enterprise tiers for order entry, T+1 history and monthly API swaps.
Questions about realtime access
Where is the data captured, and where do I connect?
Captured at the venue in Tokyo and delivered at our London, Frankfurt, Ashburn or Ohio endpoints over dedicated lines. London, Frankfurt, Ashburn and Ohio are the self-serve locations today; more will follow, and enterprise subscriptions already cover further locations and venues — see the enterprise tiers.
When does my access start and end?
Access runs over whole UTC calendar days. Paid days start at the next 00:00 UTC, and the remainder of the day you buy on is included free — there is no start date to pick. Your account lists every run and lets you extend it.
What does realtime access cost?
€39.20 per instrument-day or €79.20 per market-day (public-beta price, 20 % off the list price of €49 / €99 for every day bought during the beta). A market day covers every instrument of that market, an instrument day only the ones you select. Longer runs cost less per day: −3 % from 7 days, −5 % from 14, −10 % from 30 — €71.28 per market-day on a 30-day run. 10 parallel connections per key and endpoint included (one connection can subscribe to every instrument); +5 more for €10 per day, up to 35, added from your account.
Which streams does each market serve?
Binance USDT-M serves all 7 topics: Order book, Top of book, Trades, Mark price, Index price, Funding rate, Liquidations. Binance Spot serves Order book, Top of book, Trades; Mark price, Index price, Funding rate, Liquidations do not exist on a spot market and never emit.
Is this the full feed or a subset?
The full feed: every topic the venue publishes for the market you bought and, on a market day, every instrument of that market — no throttling, no sampling, no top-N. It is the same stream our own trading systems consume, and the historical files in the shop are recordings of it.
Can a coding agent implement the connection for me?
Yes — hand it the machine-readable spec: login, subscribe, message types and reconnect rules in one markdown document. Give the agent the key through the CRYPTOSTRUCT_REALTIME_API_KEY environment variable, never inside the prompt.