Aperiodic
DataAlpha
CatalogOrder FlowL1 & L2Derivatives & Market Data
Get Started

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
Funding

Funding

Funding rate and update frequencies for perpetual futures contracts.

CodeAPI DocsTry It

funding_rate

Funding Rate

Funding Rate is the clearest running price of directional crowding in perpetual futures markets.

Positive rates usually mean longs are paying shorts to hold exposure, while negative rates imply the opposite.

funding_rate_update_frequency

Funding Rate Update Frequency

Funding Rate Update Frequency tells you how often the venue refreshed its funding observations during the interval.

Operational details like this matter because faster or noisier update cadence can affect how traders interpret prediction signals.

Endpoint

/api/v1/data/funding

Category

Derivatives

Intervals
1m5m15m30m1h4h1d
Exchanges
binance-futuresokx-perpshyperliquid-perps
Fields3
funding_rateFunding RateLast funding rate observed in the interval
funding_rate_update_frequencyFunding Rate Update FrequencyAverage number of funding-rate updates per second in the interval
funding_rate_avg_update_intervalAvg Funding Rate Update IntervalAverage seconds between funding-rate updates in the interval
Example Request
from datetime import date
from aperiodic import get_derivative_metrics
df = get_derivative_metrics(
    api_key="YOUR_API_KEY",
    metric="funding",
    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/funding?timestamp=exchange&interval=1m&exchange=binance-futures
Response will appear here
Aperiodic

Institutional-Grade Order Flow, Liquidity & Derivative Metrics — Turn market microstructure into actionable signals, alpha and analytics in minutes.

© Copyright 2026 Aperiodic. All Rights Reserved.

Product
  • Data Catalog
  • Pricing
  • API Docs
  • Notebooks
  • Roadmap
  • Changelog
  • FAQ
  • For AI Agents
Metrics
  • Order Flow
  • L1 — Top of Book
  • L2 — Order Book
  • Market Data
  • Derivatives
Channels
  • Research Insights
  • Microstructure Guide
  • Telegram
  • Twitter/X
  • LinkedIn
Company
  • Contact
  • Book a call
  • Terms of Service
  • Privacy Policy
  • LLM? Read this.

NOT INVESTMENT ADVICE

The Content is for informational purposes only, you should not construe any such information or other material as legal tax, investment, financial, or other advice. Nothing contained on our presentation constitutes a solicitation, recommendation, endorsement, or offer by Aperiodic or any third party service provider to buy or sell any securities or other financial instruments in this or in in any other jurisdiction in which such solicitation or offer would be unlawful under the securities laws of such jurisdiction.

All Content on this presentation is information of a general nature and does not address the circumstances of any particular individual or entity. Nothing in the presentation constitutes professional and/or financial advice, nor does any information on the Presentation constitute a comprehensive or complete statement of the matters discussed or the law relating thereto.

Aperiodic is not a fiduciary by virtue of any person's use of or access to the Presentation or Content. You alone assume the sole responsibility of evaluating the merits and risks associated with the use of any information or other Content on the Presentation before making any decisions based on such information or other Content. In exchange for using the Presentation, you agree not to hold Aperiodic, its affiliates or any third party service provider liable for any possible claim for damages arising from any decision you make based on information or other Content made available to you through the Presentation.

INVESTMENT RISKS

There are risks associated with investing in securities. Investing in stocks, bonds, exchange traded funds, mutual funds, and money market funds involve risk of loss. Loss of principal is possible. Some high risk investments may use leverage, which will accentuate gains & losses. Foreign investing involves special risks, including a greater volatility and political, economic and currency risks and differences in accounting methods. A security's or a firm's past investment performance is not a guarantee or predictor of future investment performance.