How to get historical Bid and Ask price with python-binance

Question

I am using

client.get_historical_klines('BTCUSDT', '15m', '1 Dec, 2019', '25 Apr, 2021', limit=500 )

to get historical price (mid point). But is there a way to get historical bid and ask price, rather than mid price, with python-binance api?

Answer 1

According to the Binance API documentation , there is no option to get historical data on the order book. Therefore there should be no option in python-binance either.

In the documentation, I see the following (nearest) endpoints:

• Order Book : Current order book for a selected symbol.
• Old Trade Lookup : If you want to collect all historical trades (but without the bid/ask prices).
• Symbol Order Book Ticker : Best (current) price/qty on the order book for a symbol or symbols.