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Data Catalog

Browse our curated market data catalog across exchanges and asset types.

19 datasets

Trades

Derivatives

Market Data

L1 (Top of Book)

L2 (Order Book)

Preview Data

No subscription required

The following datasets are available to any authenticated user — even without a paid plan. Pass preview=True in the Python client, or call /api/v1/data/preview/:metric_id directly.

DatasetExchangeSymbolIntervalTimestampDate range
Candlesticksbinance-futuresperpetual-BTC-USDT:USDT5mexchange2025-05-01 — 2025-05-31
L2 Order Book Imbalancebinance-futuresperpetual-BTC-USDT:USDT5mexchange2025-05-01 — 2025-05-31
Basis

Basis

Perpetual futures mark price premium over index price (basis) and last trade price, in absolute and basis-point terms.

CodeAPI DocsTry It

basis_bps

Basis (bps)

Basis in basis points measures the relative premium or discount of the derivative against its reference market.

This makes it a core signal for carry, positioning pressure, and cross-market dislocations.

mark_price_spread_bps

Mark-Price Spread (bps)

Mark-Price Spread in basis points shows the gap between the exchange mark and the traded market price on a relative scale.

The spread matters because mark prices influence liquidation engines, risk controls, and PnL calculations even when the last trade wanders.

basis_mean

Mean Basis

Mean Basis summarizes the average premium or discount sustained through the interval rather than at a single moment.

That makes it helpful for distinguishing persistent carry conditions from brief spikes or flickers.

basis_bps_std

Basis Std Dev (bps)

Basis Std Dev in basis points measures how unstable the relative pricing relationship was inside the bar.

A high reading suggests basis was moving around materially, which can complicate hedging and carry strategies.

mark_price_spread_bps_std

Mark-Price Spread Std Dev (bps)

This metric tracks the variability of the mark-price gap, not just its average level.

That distinction matters because some markets spend long periods close to fair value but occasionally experience sharp internal repricing.

Endpoint

/api/v1/data/basis

Category

Derivatives

Intervals
1m5m15m30m1h4h1d
Exchanges
binance-futuresokx-perpshyperliquid-perps
Fields8
basisBasisLast mark price minus index price in the interval
basis_bpsBasis (bps)Last mark-versus-index spread in basis points of the index price
mark_price_spreadMark-Price SpreadLast mark price minus last traded price in the interval
mark_price_spread_bpsMark-Price Spread (bps)Last mark-versus-last-price spread in basis points of the last price
basis_meanMean BasisAverage mark price minus index price in the interval
basis_bps_stdBasis Std Dev (bps)Standard deviation of the mark-versus-index spread in basis points
mark_price_spread_meanMean Mark-Price SpreadAverage mark price minus last traded price in the interval
mark_price_spread_bps_stdMark-Price Spread Std Dev (bps)Standard deviation of the mark-versus-last-price spread in basis points
Example Request
from datetime import date
from aperiodic import get_derivative_metrics
df = get_derivative_metrics(
    api_key="YOUR_API_KEY",
    metric="basis",
    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
An API key is required to send requests.Sign up
GET/api/v1/data/basis?timestamp=exchange&interval=1m&exchange=binance-futures
Response will appear here
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