How to get historical delta for each price in bar?

API Futures API
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1

Hello everyone!
How can I get historical delta for each price in bar?

For example I have ATOMUSDT with 1m period and I want to get data for this instrument for current day.
I took screenshot from Volfix and want to get with API something like this.

Снимок экрана 2023-05-09 в 17.24.05
Снимок экрана 2023-05-09 в 17.24.051702×1128 67 KB

Thanks for any help!

2

Hi,

You can take a look on https://data.binance.vision/
You can download any type of data from all pairs across Spot and Futures on that site.

1 Like
3

I found solution.
Step by step:

  1. Download data from (for example) https://data.binance.vision/?prefix=data/futures/um/daily/aggTrades/ATOMUSDT/
  2. In this file there are “qty” and “is_buyer_maker”.
    If “is_buyer_maker == false” → qty is buyer market volume else it is seller market volume.
  3. Delta = “buyer market volume” - “seller market volume”;