Crypto history download and bid × ask rebuild from trade archives
On Binance Spot and USD-M perpetual charts, history is built in three steps: candles are imported, the real bid × ask per price is rebuilt from public trade archives, then the chart bars are prepared from the local cache. A loading cover shows the step, an estimate of the time left and a way to show what is already available.
Senzoukria · Documentation · Updated September 2026
Where to find it
- Where
- Any Binance Spot or Binance Perp chart (Sz menu → Crypto footprint); the depth of history is set in Settings → "Crypto history and profiles"
- Steps
- 1/3 candles · 2/3 bid × ask rebuilt from Binance trades · 3/3 chart bars prepared — the cover reads "{n}/3 steps complete"
- Deep history
- 1 week, 1 month, 3 months or 6 months; default 6 months (180 days). The chart window is capped at 190 days
- Data
- Public Binance feeds and archives, no account or key. Analysis only: no order is ever sent on crypto
What it does
A crypto chart first imports candles (klines) for the larger of the chart's History range and the deep-history setting. Candles alone draw six months of bars but carry no levels, so a second step downloads Binance trade archives day by day and rebuilds the bid × ask per price at the chart's step. The cover message for that step reads "Rebuilding real bid × ask history from trade archives — this takes a while." Each archive day passes through download, reading trades and writing, and the progress fraction weights those stages 10 %, 55 % and 92 %.
The deep import runs as a queue persisted in the browser storage key senzoukria.cryptoDeepHistory.v1, anchored on the current UTC day, and it retains big trades only for the days inside the History range. At startup, the six most recent buckets are re-fetched first so the last bars are exact, then a background backfill covers the last 24 hours in one-hour ranges (36 hours at most).
The third step reads the cache back in pages of 125 bars, newest first, until the history limit is reached. For Binance that limit is the number of bars in the window plus two, capped at 10,082 for minute timeframes; for Bybit and Databento the standard per-timeframe cap applies. Bars whose source is aggregated trades and whose bucket is closed are marked complete and are not touched by live data.
Settings
| Setting | Default | What it changes |
|---|---|---|
| Crypto history and profiles (Settings) | 6 months | Days of candles and volume at price imported and kept on disk: 1 week, 1 month, 3 months, 6 months. Choosing a value different from the performance preset switches the mode to manual |
| History range (chart settings) | 24 hours (today) | Days for which big trades are retained and the minimum candle depth; the field "History (days)" was removed from the chart bar because it duplicated this setting |
| Step (auto) | From the pair | Price step used to rebuild bid × ask; a pair without a known step skips the archive step |
| Show available data | Button on the cover | Displays the chart before the import completes; the history may be incomplete |
How to use it
- Open the pair and wait for "History prepared. Displaying chart."; the cover shows "about {time} left" once at least 1.5 seconds and 2 % have elapsed.
- Use 30m or higher to display six months; smaller chart grains are capped by the bar limit.
- If a step fails, the cover shows "Incomplete history · {source}" with the error and a "Retry loading" button.
- For TPO on crypto, choose a bracket at least as long as the chart timeframe (hint of the deep history setting).
Limits and pitfalls
- The first 3–6 month import may take time; the archive step is the slow one and depends on Binance's public archive availability.
- Candle-only bars carry no delta and no levels: a strategy reading delta would see zero on them ("crypto.histNoDelta").
- Bybit pairs use the cache path without the archive rebuild; Databento CME charts show "Session history" and "Replay complete" instead of the three steps.
- The order book is not part of history; only trades are rebuilt. Depth history is a separate feature.
- Crypto data is for analysis only; no order routing exists on these feeds.
Related pages
This page in other languages
Frequently asked questions
- Why does the cover stay on step 2 for so long?
- Step 2 downloads and reads one day of Binance trades at a time for the whole deep-history window. Six months of a major pair is a large number of trades; the cover shows the day being processed and an estimate.
- Can I use the chart before the import ends?
- Yes: "Show available data (history may be incomplete)" removes the cover. Bars that were only candles show no bid × ask until their archive day is written.
- Where is the imported history stored?
- In the local bars cache on disk, keyed by pair, timeframe and step; the queue state itself is in browser storage so an interrupted import resumes.