AJ-Gonzalez/solres-solana-binance

Solana SOL/USDT: Binance Vision 1m + 1s, deduplicated and gap-audited

A single, replay-ready extract of Binance's public SPOT and USDT-M perpetual history for SOL, plus BTC/ETH spot context and a derived 1-second order-flow imbalance table. Everything is downloaded from data.binance.vision (no key, no account), normalized to one schema, deduplicated on timestamp, and documented with the same coverage/gap audit used in the accompanying research.

Non-commercial only. See License and attribution.

Contents

config	table	rows	granularity	history
spot_1m	Binance spot SOLUSDT klines	3,264,064	1m OHLCV	2020-08-11 → 2026-10-26
spot_1s	Binance spot SOLUSDT klines	195,835,725	1s OHLCV	2020-08-11 → 2026-10-26
um_1m	Binance UM perp SOLUSDT klines	3,216,471	1m OHLCV	2020-09-14 → 2026-10-26
um_mark_1m	UM markPriceKlines	3,217,584	1m	2020-09-13 → 2026-10-26
um_index_1m	UM indexPriceKlines	3,235,590	1m	2020-09-01 → 2026-10-26
funding	UM fundingRate	6,778	8h	2020-09-13 → 2026-10-26
btc_1m	Binance spot BTCUSDT klines	3,585,229	1m OHLCV	2020-01-01 → 2026-10-26
eth_1m	Binance spot ETHUSDT klines	3,585,231	1m OHLCV	2020-01-01 → 2026-10-26
ofi_1m	order-flow imbalance, derived from spot_1s	3,264,068	1m	2020-08-11 → 2026-10-26

Row counts and exact timestamp bounds are in metadata/coverage.json. File hashes are in MANIFEST.sha256; per-file rows/bytes/schema in MANIFEST.json.

Schema

Kline tables (spot, perp, mark, index, BTC, ETH):

column	type	notes
ts	TIMESTAMP (naive)	bar open time, UTC
open, high, low, close	DOUBLE	quote currency (USDT)
volume	DOUBLE	base units (SOL, BTC, ETH)
quote_volume	DOUBLE	quote units (USDT)
trades	BIGINT	trade count in the bar
taker_buy_volume, taker_buy_quote_volume	DOUBLE	aggressive-buy share

funding: ts TIMESTAMP, interval_hours INTEGER, rate DOUBLE (rate is the fraction charged per interval; 0.0001 = 1 bp).

ofi_1m: ts TIMESTAMP, ofi_active_secs BIGINT, ofi_last10 DOUBLE, ofi_min DOUBLE, ofi_range_bps DOUBLE, ofi_vwap DOUBLE, ofi_open DOUBLE, ofi_close DOUBLE — computed causally from spot_1s within each minute.

Processing

• Source archives are downloaded per month/day, checksum-verified, parsed, and merged with a delete-then-insert range replacement, so re-running the ingestion is idempotent and resumable. metadata/ingest_log.parquet records every archive read (dataset, source key, SHA-256, rows, timestamp range).
• Duplicates are removed on ts; the audit found zero duplicates in every table.
• Bulk files are inconsistently headered and mix millisecond and microsecond timestamps; the parser detects both per file. The published files are uniformly microsecond-resolution TIMESTAMP.
• ofi_1m is derived from spot_1s only; no external data enters it.

Known quirks

• Timestamps are naive UTC. Do not call .timestamp() on them in a non-UTC process; compare after attaching UTC.
• spot_1s is 39.6% zero-volume seconds. That is normal, not missing data.
• Exchange outages remain: spot has no klines between 2021-04-25 04:01 and 08:44 UTC (confirmed against the REST API). The monthly archive is also occasionally truncated; holes were re-probed via REST and only genuinely unpublished ranges remain.
• Perp/mark/index tables start at their contract listing dates, not at the spot start.
• funding is an 8h series; joining it to bars requires a forward/as-of join.

Loading

from datasets import load_dataset

spot_1m = load_dataset("AJ-Gonzalez/solres-solana-binance", "spot_1m", split="train")

import duckdb

con = duckdb.connect()
con.sql("""
    SELECT ts, close
    FROM read_parquet('data/raw/spot_1m.parquet')
    ORDER BY ts LIMIT 5
""")

For spot_1s, read the yearly shards together: read_parquet('data/raw/spot_1s/*.parquet').

License and attribution

This dataset is distributed under Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0). It contains data from Binance Vision (data.binance.vision), used under the Binance Vision Dataset Terms v1.0 (2026-08-26), which license the datasets under CC BY-NC-SA 4.0. See NOTICE and LICENSE.

You must:

• attribute Binance Vision and this dataset;
• use it for non-commercial purposes only;
• license any redistributed derivative under the same CC BY-NC-SA 4.0 terms.

It may not be used for live proprietary trading execution, automated commercial order generation, or paid signal distribution. Binance does not sponsor, endorse, or approve this dataset.

Excluded data

This release intentionally contains only Binance Vision data. Series from Coinbase, GeckoTerminal, DefiLlama and Bybit were used in the accompanying research but are not redistributed here because their terms do not permit it.