Perpetual futures — the dominant derivative instrument in crypto — never expire. Instead, they use a funding rate mechanism to anchor the perpetual price to spot: periodically (typically every 8 hours), longs pay shorts when the perp trades above spot, and vice versa. This seemingly mechanical arbitrage mechanism produces one of the richest sentiment signals in digital asset markets.
/api/v1/data/funding
Derivatives
funding_rateFunding RateLast funding rate observed in the intervalfunding_rate_update_frequencyFunding Rate Update FrequencyAverage number of funding-rate updates per second in the intervalfunding_rate_avg_update_intervalAvg Funding Rate Update IntervalAverage seconds between funding-rate updates in the intervalfrom datetime import date
from aperiodic import get_derivative_metrics
# Free preview — no API key required
df = get_derivative_metrics(
metric="funding",
exchange="binance-futures",
symbol="perpetual-BTC-USDT:USDT",
interval="5m",
timestamp="exchange",
start_date=date(2025, 5, 1),
end_date=date(2025, 5, 31),
preview=True,
)
print(df.head())timestampreqstringTimestamp source. 'exchange' uses the exchange-reported timestamp, 'true' uses actual arrival time at our servers.
exchangetrueintervalreqstringAggregation time interval for the data.
1m5m15m30m1h4h1dexchangereqstringSource exchange for the data.
binance-futuresokx-perpshyperliquid-perpssymbolreqstringTrading pair symbol in the format of Atlas' universal symbology: https://github.com/aperiodic-io/atlas
start_datereqstring<date>Start date for the data range (YYYY-MM-DD format). Data is partitioned by year and month.
end_datereqstring<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 each monthly file
filesobject[]requiredArray of file information for each month in the requested date range
yearintegerrequiredYear of the data file
monthintegerrequiredMonth of the data file (1-12)
urlstring<uri>requiredPresigned 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.
{
"files": [
{
"year": 2024,
"month": 1,
"url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2024-01.parquet?X-Amz-Expires=300&..."
},
{
"year": 2024,
"month": 2,
"url": "https://ohlcv.aperiodic.io/binance-futures/1h/BTCUSDT/2024-02.parquet?X-Amz-Expires=300&..."
}
]
}
Prefilled with the shared DEMO-KEY and a free preview slice — send the request to see live data, no account required.
/api/v1/data/preview/funding?timestamp=exchange&interval=5m&exchange=binance-futures&symbol=perpetual-BTC-USDT%3AUSDT&start_date=2025-05-01&end_date=2025-05-31Access 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.