Lazy108/binance-polymarket-orderflow

Binance Spot Orderbook & Trade-Flow Dataset (1s cadence)

Gated research dataset. Request access with a short description of your use case.

Contents

Directory	Source	Cadence	Levels	Symbols	Coverage
binance_depth/	Binance spot L2 depth (WS snapshot)	1 s	20	BTC/ETH/SOL	2026-08-07 onward
binance_trades/	Binance spot aggTrade tape	tick	-	BTC/ETH/SOL	2026-08-07 onward

File layout

{stream}/{SYMBOL}/{YYYY-MM-DD}.parquet — one file per stream, symbol, UTC day.

Notes

• Files contain all three symbols interleaved (filter by symbol column); the SYMBOL in the path is the day's rotation anchor.
• event_time_ms may be null on depth rows; timestamp (ISO, UTC) is the local receive time and always populated.
• All timestamps UTC.

Citation

Please cite as: Lazy108, Binance Spot Orderbook & Trade-Flow Dataset, Hugging Face, 2026.