BNB Historical Level 2 Orderbook Data

BNB-USDT·Hyperliquid DEX·5-Minute Bars·10-Level Depth

Examine BNB's orderbook microstructure influenced by Binance ecosystem events, token burns, and launchpad activities. BNB perpetual futures depth data reveals how exchange-native token dynamics create unique liquidity concentration patterns across multiple price levels.

📅Data Range
Mar 1, 2025 → Feb 28, 2026
📊Rows (5m)
~96,000
💾Size
~9 MB
🔢Columns
47

Quick Start

import pandas as pd
# Load the institutional BNB orderbook depth dataset
df = pd.read_parquet('bnb_l2_depth_5m.parquet')
print(df[['timestamp', 'bid_volume_level_1', 'ask_volume_level_1']].head())

What Your Data Looks Like

BNB Sample Data Preview
timestampclose_pricebid_volume_level_1ask_volume_level_1bid_distance_level_1
2025-06-15 12:00:00685.2085.40078.2001.8
2025-06-15 12:05:00686.1090.10075.5001.7
2025-06-15 12:10:00685.6082.30082.8001.9
2025-06-15 12:15:00687.4095.00070.1001.5
2025-06-15 12:20:00686.8087.60076.9001.6

Dataset Schema

ColumnTypeDescription
timestamp_utcDateTimeISO 8601 UTC timestamp of bar open
instrument_symbolStringTrading pair (e.g., BTC-USDT)
open_priceFloatMid-price at bar open
high_priceFloatHighest mid-price in bar
low_priceFloatLowest mid-price in bar
close_priceFloatMid-price at bar close
interval_traded_volumeFloatTaker flow volume proxy
View full 47-column schema →
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Frequently Asked Questions

What is the BNB (BNB) orderbook dataset?+
The BNB dataset contains historical Level 2 orderbook depth data for the BNB-USDT perpetual futures market on Hyperliquid DEX. It includes 96,000 rows of 5-minute bars with 47 columns capturing bid/ask volumes and distances at 10 depth levels — providing institutional-grade microstructure intelligence for BNB. Examine BNB's orderbook microstructure influenced by Binance ecosystem events, token burns, and launchpad activities. BNB perpetual futures depth data reveals how exchange-native token dynamics create unique liquidity concentration patterns across multiple price levels.
How large is the BNB dataset?+
The BNB 5-minute dataset contains approximately 96,000 rows and is approximately 9 MB in compressed CSV format. Each row has 47 columns including OHLCV prices, cumulative bid and ask volumes at 10 depth levels, and bid/ask distances measured in basis points from mid-price.
What time period does the BNB data cover?+
The BNB dataset covers the period from Mar 1, 2025 to Feb 28, 2026 — approximately 12 months of continuous 5-minute bars sourced from Hyperliquid DEX perpetual futures. This provides a full market cycle of BNB orderbook microstructure data for backtesting and quantitative research.