Binance crypto price scraper: OHLCV candles, live tickers, order book

Pull crypto market data straight from Binance's public REST API. Live 24 hour ticker stats for any pair, full historical OHLCV candle history going back years, and order book depth snapshots. No API key, no account, no captcha.

Binance is the largest crypto exchange by volume, so its order book is where price discovery actually happens. This actor turns that public feed into a clean dataset you can drop into a spreadsheet, a backtest, or a dashboard.

What you get

Three modes, one actor.

Live 24h tickers. One row per trading pair: last price, 24 hour change and percent change, open, high, low, weighted average price, best bid and ask with sizes, spread, base and quote volume, trade count, and the day's range as a percentage. Run it against five pairs or against all 460 USDT pairs at once.

Historical OHLCV candles. One row per candle: open time, open, high, low, close, volume, quote volume, trade count, taker buy volumes, and the candle's own change and change percent. Fifteen intervals from one minute to one month. Give it a start and end date and it pages through Binance 1,000 candles at a time until the window is filled, so multi-year minute history works.

Order book snapshot. One row per pair: best bid and ask with sizes, spread and spread percent, mid price, cumulative bid and ask depth in both base and quote terms, plus the full ladder of levels as arrays. Up to 5,000 levels a side.

Spot and USD-M perpetual futures are both supported. Switch with one field.

Example input

Live tickers for the top pairs:

{
  "mode": "tickers",
  "market": "spot",
  "symbols": ["BTCUSDT", "ETHUSDT", "SOLUSDT"]
}

Two years of daily bitcoin candles:

{
  "mode": "klines",
  "symbols": ["BTCUSDT"],
  "interval": "1d",
  "startDate": "2024-01-01",
  "endDate": "2025-12-31",
  "maxCandlesPerSymbol": 0
}

Every liquid USDT pair, ranked by volume:

{
  "mode": "tickers",
  "allSymbols": true,
  "quoteAsset": "USDT",
  "minQuoteVolume": 1000000
}

Example output

A ticker row:

{
  "symbol": "BTCUSDT",
  "market": "spot",
  "baseAsset": "BTC",
  "quoteAsset": "USDT",
  "lastPrice": 64203.89,
  "priceChange": -517.6,
  "priceChangePercent": -0.8,
  "openPrice": 64721.49,
  "highPrice": 65107.99,
  "lowPrice": 64082.49,
  "bidPrice": 64203.89,
  "askPrice": 64203.9,
  "spread": 0.01,
  "volume": 9513.44218,
  "quoteVolume": 614446041.19,
  "tradeCount": 2089469,
  "dayRangePercent": 1.6003,
  "closeTime": "2026-07-20T06:16:13Z"
}

A candle row:

{
  "symbol": "BTCUSDT",
  "interval": "1h",
  "openTime": "2026-07-15T00:00:00Z",
  "open": 65043.99,
  "high": 65065.01,
  "low": 64765.12,
  "close": 64824.58,
  "volume": 352.45343,
  "quoteVolume": 22876740.13,
  "tradeCount": 89993,
  "takerBuyBaseVolume": 145.01703,
  "changePercent": -0.337326
}

Input fields

Field	What it does
mode	tickers, klines, or orderBook
market	spot or futures
symbols	Pairs to scrape. BTCUSDT, BTC/USDT and BTC-USDT all work
allSymbols	Scrape every trading pair instead of the list
quoteAsset	Keep only pairs quoted in this asset when allSymbols is on
minQuoteVolume	Drop pairs below this 24h quote volume
maxSymbols	Stop after this many symbols
interval	Candle size, 1m through 1M
startDate, endDate	Candle window, ISO dates or epoch milliseconds
maxCandlesPerSymbol	Per-symbol candle cap, 0 for the full range
orderBookDepth	Levels per side, 5 to 5000
maxItems	Hard cap on rows for the run
proxyConfiguration	Apify Proxy settings

Notes

Binance publishes this data openly and allows roughly 6,000 request weight per minute per IP. The actor retries with exponential backoff on 429 and 418 responses and routes through Apify Proxy so large runs spread across IPs.

Candle history depth varies by pair. Bitcoin goes back to 2017, a pair listed last month only goes back to its listing date. Ask for more and you get what exists.

Futures mode covers perpetual contracts only. Quarterly and delivery contracts are filtered out.

This is market data, not advice. Nothing here is a recommendation to trade.