Trade Data API¶

Overview¶

get_trade() queries Binance UM futures trade records from DolphinDB. It follows the same style as get_kline() and supports:

single or multiple symbols
date-range filtering
field projection (fields)
pagination (limit + offset)

API¶

`get_trade()`¶

client.get_trade(
    symbol: str | list[str],
    start_date: str,
    end_date: str,
    fields: str = "*",
    limit: int = 2_000_000,
    offset: int = 0,
) -> pd.DataFrame

Equivalent service call:

client.trade.get_trade(...)

Parameters¶

Parameter	Type	Default	Description
`symbol`	`str \| list[str]`	required	Contract code(s), e.g. `"BTCUSDT"` or `["BTCUSDT","ETHUSDT"]`
`start_date`	`str`	required	Inclusive start date in `YYYY-MM-DD`
`end_date`	`str`	required	Inclusive end date in `YYYY-MM-DD`
`fields`	`str`	`"*"`	Columns to return, comma-separated
`limit`	`int`	`2_000_000`	Max rows to return
`offset`	`int`	`0`	Pagination offset

Returned Data¶

Returns a pd.DataFrame. Typical columns in the trade table:

trade_date
symbol
trade_id
price
qty
quote_qty
trade_time
is_buyer_maker
update_time

If no data matches, an empty DataFrame is returned.

Examples¶

Single symbol¶

import zer0data as zd

client = zd.Client()
df = client.get_trade(
    symbol="BTCUSDT",
    start_date="2026-03-01",
    end_date="2026-03-01",
)
print(df.head())

Multiple symbols and selected fields¶

df = client.get_trade(
    symbol=["BTCUSDT", "ETHUSDT"],
    start_date="2026-03-01",
    end_date="2026-03-02",
    fields="symbol,trade_date,trade_id,price,qty,trade_time",
    limit=5000,
    offset=0,
)

Use service directly¶

svc = zd.TradeService()
df = svc.get_trade(
    symbol="ETHUSDT",
    start_date="2026-03-01",
    end_date="2026-03-01",
)

Notes¶

Date format must be YYYY-MM-DD.
Query scope is market="crypto" only.
For large ranges, prefer explicit fields and smaller page sizes.