Data Catalog

Every metric we compute, across exchanges and asset types, and the raw trades, quotes and derivatives data behind them. See each dataset in the Metrics library.

Preview data — no subscription. Try it free with DEMO-KEY

3 indices · 19 datasets · 5 raw

Aperiodic Indices

Each one a column of the metrics below, shown for Binance’s BTC-USDT perp over the last 24 hoursEvery index →

Cost Index—

Prime

What does crossing the spread cost?l1_liquidity Depth Index—

Prime

How much is quoted at the best bid and ask?l1_liquidity Impact Index—

Pro

How far does $1M of net taker flow move the price?impact

Trades

Derivatives

Market Data

L1 (Top of Book)

L2 (Order Book)

Raw data

The ticks the metrics are built from, as Parquet filesHow raw data works →

Raw L2 order books aren't offered yet. Ask us.

Preview Data

No account needed

A fixed slice of every metric, and one month of raw trades, is free to download: the shared key DEMO-KEY over cURL, --preview in the CLI or preview=True in Python. Pick one for a command you can paste and run. A subscription unlocks full history and every exchange, symbol, interval and parameter; extended trials are available on request.

Raw data

The 2025-06 trades file of the BTC perpetual on Binance and OKX.

Dataset	Binanceperpetual-BTC-USDT:USDT	OKXperpetual-BTC-USDT:USDT
trades

Metrics

Every metric, over one slice: binance-futures · perpetual-BTC-USDT:USDT · 5m · exchange timestamps · 2025-05-01 → 2025-05-31

Trades

Derivatives

Market Data

L1 (Top of Book)

L2 (Order Book)

trades · binance-futures · perpetual-BTC-USDT:USDT · 2025-06

Open dataset

terminal

# Install the Aperiodic CLI into ~/.local/bin
mkdir -p "$HOME/.local/bin"
curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | INSTALL_DIR="$HOME/.local/bin" bash
export PATH="$HOME/.local/bin:$PATH"

# Download the 2025-06 trades file into ./raw — no API key needed
aperiodic raw trades --preview \
  --exchange binance-futures \
  --symbol perpetual-BTC-USDT:USDT \
  --output-dir ./raw && echo "Saved to $PWD/raw"

Open Interest

Derivatives

Open Interest

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

See it on real data

Sample CSV Start in Claude

Shown: open_interest, hourly, 1–31 January 2024, from this page's Sample CSV · extreme: 83154.746, 12 Jan, 19:00 UTC · built with open_interest

low

high

extreme

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.

Endpoint: /api/v1/data/open_interest
Category: Derivatives
Intervals: 1m5m15m30m1h4h1d
Exchanges: binance-futuresokx-perpshyperliquid-perps

Fields

Field	Name	Description
`open_interest`	Open Interest	Last open interest value in the interval
`open_interest_pct_change`	Open Interest % Change	Percentage change in open interest from the first value to the last value in the interval
`open_interest_volatility`	Open Interest Volatility	Standard deviation of tick-to-tick open-interest percentage changes in the interval
`oi_price_change_ratio`	OI/Price Change Ratio	Open-interest return divided by mark-price return over the interval

Example Request

# Install the Aperiodic CLI into ~/.local/bin
mkdir -p "$HOME/.local/bin"
curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | INSTALL_DIR="$HOME/.local/bin" bash
export PATH="$HOME/.local/bin:$PATH"

# Free preview — no API key required
aperiodic open_interest --preview \
  --exchange binance-futures \
  --symbol perpetual-BTC-USDT:USDT \
  --interval 5m \
  --timestamp exchange \
  --start-date 2025-05-01 \
  --end-date 2025-05-31 \
  --output-dir ./data && echo "Saved to $PWD/data"

Live Stream

Every new row as it is computed, over WebSocket at wss://stream.aperiodic.io/v1/stream. Authenticate with your API key in the X-API-KEY header and subscribe to channels named open_interest.<exchange>.<interval>, on intervals 1m, 5m, 15m, 30m, 1h, 4h, 1d. Streaming is included on Live plans.

pip install "aperiodic[stream]"

pypi ↗

import os

from aperiodic import stream

for message in stream(
    api_key=os.environ["APERIODIC_API_KEY"],
    dataset="open_interest",
    exchange="binance-futures",
    interval="1m",
    symbols=["perpetual-BTC-USDT:USDT"],  # omit for every symbol on your plan
):
    print(message.channel, message.snapshot, message.data)

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). A metric series starts on the first day of the raw series it is computed from (see /metadata/raw); raw trades and quotes start binance-futures from 2020-01-01, okx-perps from 2019-09-01, hyperliquid-perps from 2025-01-01. Earlier days return no files. How far back you can go depends on the plan: 5 years on Pro, full history on Prime, Prime + Raw and Institutional. An earlier start_date than the plan reaches returns 403.

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 existing file covering the range from the series' published start — 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/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

Data Catalog

Every metric we compute, across exchanges and asset types, and the raw trades, quotes and derivatives data behind them. See each dataset in the Metrics library.

Preview data — no subscription. Try it free with DEMO-KEY

3 indices · 19 datasets · 5 raw

Aperiodic Indices

Each one a column of the metrics below, shown for Binance’s BTC-USDT perp over the last 24 hoursEvery index →

Cost Index0.012bps

Prime

What does crossing the spread cost?l1_liquidity Depth Index$1.0M

Prime

How much is quoted at the best bid and ask?l1_liquidity Impact Index0.035bps per $1M

Pro

How far does $1M of net taker flow move the price?impact Cost Index—

Prime

What does crossing the spread cost?l1_liquidity Depth Index—

Prime

How much is quoted at the best bid and ask?l1_liquidity Impact Index—

Pro

How far does $1M of net taker flow move the price?impact

Trades

Derivatives

Market Data

L1 (Top of Book)

L2 (Order Book)

Raw data

The ticks the metrics are built from, as Parquet filesHow raw data works →

Raw L2 order books aren't offered yet. Ask us.

Preview Data

No account needed

Raw data

The 2025-06 trades file of the BTC perpetual on Binance and OKX.

Dataset	Binanceperpetual-BTC-USDT:USDT	OKXperpetual-BTC-USDT:USDT
trades

Metrics

Every metric, over one slice: binance-futures · perpetual-BTC-USDT:USDT · 5m · exchange timestamps · 2025-05-01 → 2025-05-31

Trades

Derivatives

Market Data

L1 (Top of Book)

L2 (Order Book)

trades · binance-futures · perpetual-BTC-USDT:USDT · 2025-06

Open dataset

terminal

# Install the Aperiodic CLI into ~/.local/bin
mkdir -p "$HOME/.local/bin"
curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | INSTALL_DIR="$HOME/.local/bin" bash
export PATH="$HOME/.local/bin:$PATH"

# Download the 2025-06 trades file into ./raw — no API key needed
aperiodic raw trades --preview \
  --exchange binance-futures \
  --symbol perpetual-BTC-USDT:USDT \
  --output-dir ./raw && echo "Saved to $PWD/raw"

Open Interest

Derivatives

Open Interest

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

See it on real data

Sample CSV Start in Claude

Shown: open_interest, hourly, 1–31 January 2024, from this page's Sample CSV · extreme: 83154.746, 12 Jan, 19:00 UTC · built with open_interest

low

high

extreme

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.

Endpoint: /api/v1/data/open_interest
Category: Derivatives
Intervals: 1m5m15m30m1h4h1d
Exchanges: binance-futuresokx-perpshyperliquid-perps

Fields

Field	Name	Description
`open_interest`	Open Interest	Last open interest value in the interval
`open_interest_pct_change`	Open Interest % Change	Percentage change in open interest from the first value to the last value in the interval
`open_interest_volatility`	Open Interest Volatility	Standard deviation of tick-to-tick open-interest percentage changes in the interval
`oi_price_change_ratio`	OI/Price Change Ratio	Open-interest return divided by mark-price return over the interval

Example Request

# Install the Aperiodic CLI into ~/.local/bin
mkdir -p "$HOME/.local/bin"
curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | INSTALL_DIR="$HOME/.local/bin" bash
export PATH="$HOME/.local/bin:$PATH"

# Free preview — no API key required
aperiodic open_interest --preview \
  --exchange binance-futures \
  --symbol perpetual-BTC-USDT:USDT \
  --interval 5m \
  --timestamp exchange \
  --start-date 2025-05-01 \
  --end-date 2025-05-31 \
  --output-dir ./data && echo "Saved to $PWD/data"

Live Stream

pip install "aperiodic[stream]"

pypi ↗

import os

from aperiodic import stream

for message in stream(
    api_key=os.environ["APERIODIC_API_KEY"],
    dataset="open_interest",
    exchange="binance-futures",
    interval="1m",
    symbols=["perpetual-BTC-USDT:USDT"],  # omit for every symbol on your plan
):
    print(message.channel, message.snapshot, message.data)

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>

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 existing file covering the range from the series' published start — 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/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

Aperiodic Indices

Trades

Derivatives

Market Data

L1 (Top of Book)

L2 (Order Book)

Raw data

Raw data

Metrics

Open Interest

Open Interest % Change

Open Interest Volatility

OI/Price Change Ratio

Fields

Example Request

Live Stream

API Reference

Query Parameters

Schema

Example

Try It

Aperiodic Indices

Trades

Derivatives

Market Data

L1 (Top of Book)

L2 (Order Book)

Raw data

Raw data

Metrics

Open Interest

Open Interest % Change

Open Interest Volatility

OI/Price Change Ratio

Fields

Example Request

Live Stream

API Reference

Query Parameters

Schema

Example

Try It