Name: Derivative Price
Creator: Aperiodic
License: https://aperiodic.io/terms-of-service

Derivative Price

Snapshot of mark, index, and last trade prices with interval percentage changes and pairwise divergence ratios.

Code API Docs Try It

mark_price

Mark Price

Mark Price is the exchange reference price used for risk, liquidation, and many internal controls.

It often matters more than the last traded print when you care about margin behavior or the true state of the derivatives venue.

index_price

Index Price

Index Price represents the external reference basket that the derivative is ultimately trying to track.

It provides the cleanest anchor for judging whether the contract is rich, cheap, or simply reacting to the broader market.

last_price_pct_change

Last Price % Change

Last Price % Change gives the immediate traded move seen by market participants on the venue.

It is the most reactive of the price-change measures and therefore tends to pick up local bursts before slower references catch up.

mark_index_pct_change_ratio

Mark/Index % Change Ratio

This ratio compares how quickly the mark price moved relative to the underlying index reference.

Values above or below one indicate that the venue mark is leading or lagging the external market move.

mark_last_pct_change_ratio

Mark/Last % Change Ratio

Mark/Last % Change Ratio compares the stability-focused mark with the more reactive last trade.

When the two diverge meaningfully, the venue is effectively saying that the latest print should not be taken fully at face value for risk purposes.

Crypto perpetual exchanges use a mark price — a smoothed, manipulation-resistant reference — to calculate unrealized P&L and trigger liquidations. The underlying feed is the index price, typically a volume-weighted average of spot prices across major exchanges. The gap between mark, index, and last trade price is not just a data quality metric — it's a window into the mechanics of the liquidation engine.

Endpoint

/api/v1/data/derivative_price

Query Parameters

timestampreqstring

string

Timestamp source. 'exchange' uses the exchange-reported timestamp, 'true' uses actual arrival time at our servers.

exchangetrue

intervalreqstring

string

Aggregation time interval for the data.

1m5m15m30m1h4h1d

exchangereqstring

string

Source exchange for the data.

binance-futuresokx-perpshyperliquid-perps

symbolreqstring

string

Trading pair symbol in the format of Atlas' universal symbology: https://github.com/aperiodic-io/atlas

start_datereqstring<date>

string<date>

Start date for the data range (YYYY-MM-DD format). Data is partitioned by year and month.

end_datereqstring<date>

string<date>

End date for the data range (YYYY-MM-DD format). Must be greater than or equal to start_date.

Successful response with download URLs for every file covering the range — one per month before 2026-08-01, one per day from 2026-08-01 onwards

Schema

filesobject[]required

Files covering the requested date range, in chronological order. Data before 2026-08-01 is split by month (one file per calendar month, no `day`); data from 2026-08-01 onwards is split by day (one file per calendar day, with `day` set). The changeover falls on a month boundary, so a given month is served entirely one way or the other; a range spanning it returns the earlier months as monthly files followed by a daily file per day.

yearintegerrequired

Year of the data file

monthintegerrequired

Month of the data file (1-12)

dayinteger

Day of the data file (1-31). Present only on daily files, i.e. those covering 2026-08-01 onwards. Absent on monthly files, which cover an entire calendar month.

urlstring<uri>required

Presigned URL for direct file download (valid for 5 minutes). URLs are served from dataset-specific subdomains, e.g. ohlcv.aperiodic.io, trade-metrics.aperiodic.io, l1-metrics.aperiodic.io, l2-metrics.aperiodic.io, derivative-metrics.aperiodic.io.

Example

{
  "files": [
    {
      "year": 2026,
      "month": 6,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-06.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 7,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-07.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 8,
      "day": 1,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-08-01.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 8,
      "day": 2,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-08-02.parquet?X-Amz-Expires=300&..."
    }
  ]
}

Try It

Prefilled with the shared DEMO-KEY and a free preview slice — send the request to see live data, no account required.

timestamp*

interval*

exchange*

symbol*

Suggestions shown — any valid value accepted

start_date*

Suggestions shown — any valid value accepted

end_date*

Suggestions shown — any valid value accepted

Authentication

X-API-KEY*

GET

/api/v1/data/preview/derivative_price?timestamp=exchange&interval=5m&exchange=binance-futures&symbol=perpetual-BTC-USDT%3AUSDT&start_date=2025-05-01&end_date=2025-05-31

Response will appear here

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Use with AI Agents

Access Derivative Price programmatically via our Python SDK and REST API — optimised for autonomous research workflows.

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Derivative Price

Snapshot of mark, index, and last trade prices with interval percentage changes and pairwise divergence ratios.

Code API Docs Try It

mark_price

Mark Price

Mark Price is the exchange reference price used for risk, liquidation, and many internal controls.

It often matters more than the last traded print when you care about margin behavior or the true state of the derivatives venue.

index_price

Index Price

Index Price represents the external reference basket that the derivative is ultimately trying to track.

It provides the cleanest anchor for judging whether the contract is rich, cheap, or simply reacting to the broader market.

last_price_pct_change

Last Price % Change

Last Price % Change gives the immediate traded move seen by market participants on the venue.

It is the most reactive of the price-change measures and therefore tends to pick up local bursts before slower references catch up.

mark_index_pct_change_ratio

Mark/Index % Change Ratio

This ratio compares how quickly the mark price moved relative to the underlying index reference.

Values above or below one indicate that the venue mark is leading or lagging the external market move.

mark_last_pct_change_ratio

Mark/Last % Change Ratio

Mark/Last % Change Ratio compares the stability-focused mark with the more reactive last trade.

When the two diverge meaningfully, the venue is effectively saying that the latest print should not be taken fully at face value for risk purposes.

Endpoint

/api/v1/data/derivative_price

Query Parameters

timestampreqstring

string

Timestamp source. 'exchange' uses the exchange-reported timestamp, 'true' uses actual arrival time at our servers.

exchangetrue

intervalreqstring

string

Aggregation time interval for the data.

1m5m15m30m1h4h1d

exchangereqstring

string

Source exchange for the data.

binance-futuresokx-perpshyperliquid-perps

symbolreqstring

string

Trading pair symbol in the format of Atlas' universal symbology: https://github.com/aperiodic-io/atlas

start_datereqstring<date>

string<date>

Start date for the data range (YYYY-MM-DD format). Data is partitioned by year and month.

end_datereqstring<date>

string<date>

End date for the data range (YYYY-MM-DD format). Must be greater than or equal to start_date.

Successful response with download URLs for every file covering the range — one per month before 2026-08-01, one per day from 2026-08-01 onwards

Schema

filesobject[]required

yearintegerrequired

Year of the data file

monthintegerrequired

Month of the data file (1-12)

dayinteger

Day of the data file (1-31). Present only on daily files, i.e. those covering 2026-08-01 onwards. Absent on monthly files, which cover an entire calendar month.

urlstring<uri>required

Example

{
  "files": [
    {
      "year": 2026,
      "month": 6,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-06.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 7,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-07.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 8,
      "day": 1,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-08-01.parquet?X-Amz-Expires=300&..."
    },
    {
      "year": 2026,
      "month": 8,
      "day": 2,
      "url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2026-08-02.parquet?X-Amz-Expires=300&..."
    }
  ]
}

Try It

Prefilled with the shared DEMO-KEY and a free preview slice — send the request to see live data, no account required.

timestamp*

interval*

exchange*

symbol*

Suggestions shown — any valid value accepted

start_date*

Suggestions shown — any valid value accepted

end_date*

Suggestions shown — any valid value accepted

Authentication

X-API-KEY*

GET

/api/v1/data/preview/derivative_price?timestamp=exchange&interval=5m&exchange=binance-futures&symbol=perpetual-BTC-USDT%3AUSDT&start_date=2025-05-01&end_date=2025-05-31

Response will appear here

Try Free Preview Data

Access a curated slice of real production data with just an account — no credit card or subscription required. Pair it with our research notebooks to get started instantly.

Use with AI Agents

Access Derivative Price programmatically via our Python SDK and REST API — optimised for autonomous research workflows.

Get Started

Subscribe to get full API access. Start querying all datasets in minutes.