Crypto Lob Stream: Binance BTC/ETH/SOL Order Book and Trades

Binance provides continuous Level-2 order book diffs, trades, and full-book snapshots for the BTCUSDT, ETHUSDT, and SOLUSDT trading pairs. The data is captured from Binance's public WebSocket feeds and published monthly as a contribution to open market-microstructure research. Author Goooddy last updated this dataset on 2026-07-06.

Use Cases

• Modeling order book dynamics based on continuous depth diffs and trades.
• Analyzing trade execution and liquidity based on Level-2 order book data.
• Backtesting trading strategies based on high-frequency order book snapshots and trade feeds.
• Researching market impact and price formation based on full-depth-of-book data.

Strengths

• Includes data for three major cryptocurrency pairs: BTCUSDT, ETHUSDT, and SOLUSDT.
• Provides multiple data types: continuous Level-2 order book diffs, trades, and periodic full-book snapshots.
• Sourced directly from Binance's public WebSocket feeds, a primary exchange data source.

Limitations

• Description metadata is limited; actual data quality requires manual inspection after download.
• Column-level documentation is absent; field semantics must be inferred after download.
• Row count is unknown, which may limit suitability assessment.

Provenance

Source

Binance public WebSocket feeds.

Collection Method

Captured with the crypto-lob-stream tool and published monthly.

Freshness

Last updated 2026-07-06 00:00:19; freshness should be verified.