Binance COIN-M Futures historical trade data

Binance COIN-M Futures historical trade data since 2020-08-01, available through SQL or REST in one unified schema and checked every day against Binance's own data.

Koinju provides Binance COIN-M Futures trades and OHLCV candles for all markets since 2020-08-01, under the exchange ID binance-coinm-future. This page explains what that gives you compared with Binance's own API, how we collect the data, and how we verify that no trades are missed.

How far back you can query depends on your plan: see Pricing. Every exchange and its start date is listed on Coverage.

Why use Koinju for Binance data

• Full history in one place. Binance's REST trade history API for COIN-M Futures, which our volume check uses to add missing trades, only reaches back one month, returns up to 500 trades per call and requires an API key (Binance docs). Koinju provides it as one continuous history since 2020-08-01, aligned to UTC days and queryable for any period through SQL or REST.

• One schema across exchanges. Unified symbols and columns across every exchange we cover, Binance included, so the same query works on all of them.

• Checked against Binance's own data. Every day, each market's volume is compared with Binance's own daily candle and any missing trades are added.

• Faithful to Binance. Binance's own trade IDs and trade times, with prices and quantities exactly as Binance publishes them.

At a glance

Property	Value
Exchange ID	binance-coinm-future
Historical data since	2020-08-01
Data types	Public trades, OHLCV
Collected from	Binance's real-time WebSocket, trade stream (<symbol>@trade)
Volume check	Every day, against Binance's UTC daily candles

How we collect Binance trades

• Every trade, individually. We subscribe to Binance's trade stream (<symbol>@trade) for every listed COIN-M Futures market, not the aggregate trade stream (@aggTrade), which combines trades with the same price and taking side. Each row is one trade and keeps Binance's own trade ID.

• New listings picked up automatically. The market list is refreshed every minute, and new markets are subscribed without a restart.

• Active redundancy. Every market is collected twice, by two collectors running in parallel. If one connection drops, it reconnects and resubscribes automatically while the other keeps collecting trades. Both copies of a trade share one key (exchange, market and trade ID), so the second copy is dropped before storage, and anything missed is recovered by the checks below.

• Binance's timestamps. A trade's timestamp is the trade time reported by Binance, not the time we received it.

• Exact values. Prices and quantities are stored exactly as Binance publishes them, as high-precision decimals with no rounding.

From Binance's message to your data

Each trade Binance publishes is stored as one row, with Binance's fields mapped to the same columns used for every exchange:

Binance field	Koinju column	Notes
s	market	Koinju's universal symbol, for example BTC-USD-PERP-INV
t	trade_id	Binance's own trade ID
p	price	Exact decimal, no rounding
q	quantity	Exact decimal, as Binance publishes it
m	side	buy when Binance's m flag ("Is the buyer the market maker?") is true, otherwise sell
T	timestamp	Binance's trade time, in milliseconds

How we verify that no Binance trades are missed

Volume check against Binance's own candles

The reference is Binance's own daily candle for each UTC day. A daily candle is only final once the day has closed, so each day is checked the morning after, against Binance's final figures for that day. The daily rhythm follows the reference data rather than an arbitrary time window.

1. Compare. Each market's volume for the UTC day is compared with Binance's daily candle. Markets where our volume is lower than Binance's go to step 2.

2. Add. For those markets, the comparison is repeated hour by hour. The trades of the hours that differ are fetched from Binance's REST API, and only trades we do not already hold are added.

3. Re-check. The whole comparison runs again on the updated data, and any difference that remains is flagged for review.

A day is marked as checked only after all three steps complete. If any step fails, the day stays open and is retried on the next run.

Binance-specific details

• UTC daily candles. Binance's COIN-M Futures daily candles (interval=1d) start at 00:00 UTC, the same day boundaries as our daily total.

• The exact figure compared. The volume check compares the daily candle's Volume field with the sum of the trade quantities we hold for that day.

Access Binance data

• Public trades: every trade, through SQL (api.trade) or REST, with exchange = 'binance-coinm-future'.

• OHLCV: candles for every market.

• Market list: all binance-coinm-future markets and their symbols.

• How to connect: SQL, REST and client setup.

FAQ

Which timestamp does Koinju store?

The trade time reported by Binance.

Which Binance COIN-M Futures markets are included?

Every COIN-M Futures market Binance lists as trading. The market list is refreshed every minute, so a new listing is subscribed within a minute of appearing in Binance's market list.