binance_agg_trade.py

# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")

async def replay():
  
  messages = tardis_client.replay(
    exchange="binance-futures",
    from_date="2020-10-01",
    to_date="2020-10-02",
    filters=[Channel(name="aggTrade", symbols=["btcusdt"])]
  )

  # messages as provided by Binance USDT Futures real-time stream
  async for local_timestamp, message in messages:
    # for the sake of example, just print the message
    # you can add the code here to map the message to different shape and save it
    print(message)


asyncio.run(replay())