I want to implement Bulk Volume Classification method with Binance in a smaller time frame (e.g. 1 min). For this, I need to have tick data with bid and ask price and volume. I am not sure if I can access this historical data on Binance. Overall, it would be great to hear it from someone who already tested the similar thing. I would have few questions regarding this:

  • Can I get histrical data from binance to backtest and run it lively?
  • Is it worth to try it in smaller time frames (e.g. 1 min) taking binance fees into account?
  • Does this method have chances to succeed with this setup?

Thans in advance :)