make minute data with spread

API Spot/Margin API
1

To conduct backtesting I need minute quotes with spread = ask-bid.

Here I see that you can download quotes, but I don’t see the headers (what each column means).
I’m interested in spot. This is usually done based on tick history.
The first closest ask and bid in a minute is taken. I can do it programmatically in Python, but I don’t know where to get it from aggTrades, klines or trades. Keep in mind that I’m recently looking at the binance API)

2

Hey,
You can find more information about the different data fields here: GitHub - binance/binance-public-data: Details on how to get Binance public data

Since the ask and bid fields are not available, you can use the GET /api/v3/ticker/bookTicker and GET /api/v3/depth endpoints to retrieve them instead.

3

Hi!

I saw that. Yes, there is ask and bid. As far as I understand, in:

GET /api/v3/depth,
GET /api/v3/ticker/24hr
GET /api/v3/ticker/bookTicker

I can’t request historical data?

I will explain why this is necessary: ​​
let’s say in backtesting I make a purchase, but there is no ask, I make it by bid (using minute data), which is not correct. To approximate reliability in tests, buy by ask, sell by bid. Metatrader 5 has a spread for this, it works out this in testing.

4

Unfortunately, there doesn’t seem to be any historical data available for bid or ask on Spot…