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Open Interest

Open interest values with percentage change, volatility, and OI/price change ratio.

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open_interest

Open Interest

Open Interest tracks the total outstanding derivatives exposure and serves as the balance-sheet backdrop for price action.

Rising open interest means new positions are being opened or expanded, while falling open interest suggests risk is being reduced or closed out.

open_interest_pct_change

Open Interest % Change

Open Interest % Change shows how quickly positioning expanded or contracted over the interval.

This is often more informative than the raw level because it makes sudden positioning events immediately visible.

open_interest_volatility

Open Interest Volatility

Open Interest Volatility measures how unstable outstanding positioning was inside the bar.

High values can indicate frequent leverage adjustments, position recycling, or stress-driven churn rather than steady accumulation.

oi_price_change_ratio

OI/Price Change Ratio

OI/Price Change Ratio compares how much positioning changed relative to the magnitude of the price move.

It helps answer whether price action was accompanied by substantial leverage participation or happened mostly without new positioning.

Open interest (OI) — the total number of outstanding derivative contracts — measures how much leverage the system is carrying. But raw OI is static information. Changes in OI, and their relationship to price, reveal the market's structural state in ways that price alone cannot.

Endpoint

/api/v1/data/open_interest

Category

Derivatives

Intervals
1m5m15m30m1h4h1d
Exchanges
binance-futuresokx-perpshyperliquid-perps
Fields4
open_interestOpen InterestLast open interest value in the interval
open_interest_pct_changeOpen Interest % ChangePercentage change in open interest from the first value to the last value in the interval
open_interest_volatilityOpen Interest VolatilityStandard deviation of tick-to-tick open-interest percentage changes in the interval
oi_price_change_ratioOI/Price Change RatioOpen-interest return divided by mark-price return over the interval
Example Request
from datetime import date
from aperiodic import get_derivative_metrics
df = get_derivative_metrics(
    api_key="YOUR_API_KEY",
    metric="open_interest",
    exchange="binance-futures",
    symbol="perpetual-BTC-USDT:USDT",
    interval="1d",
    start_date=date(2024, 1, 1),
    end_date=date(2024, 3, 1),
)
print(df.head())

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 derivatives 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 each monthly file

Schema
filesobject[]required

Array of file information for each month in the requested date range

yearintegerrequired

Year of the data file

monthintegerrequired

Month of the data file (1-12)

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": 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&..."
    }
  ]
}
Try It
Suggestions shown — any valid value accepted
Suggestions shown — any valid value accepted
Suggestions shown — any valid value accepted
Authentication
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GET/api/v1/data/open_interest?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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