Aperiodic
Metrics
MarketsLive
DocsPricing
Get Started

Aperiodic Indices · Depth

How much is quoted at the best bid and ask?

Get it through the APIAll indices

Aperiodic Depth Index, last 24 hours

DELAYED 15 MINto 23:10 UTCUpdates by itself every 5 minutes

$1.1MBitcoin USDT perpetual on Binance
Busiest perpsHow it's builtGet itBest and worstOther indices
The Aperiodic Depth Index is the dollar value quoted at the best bid and ask, for crypto and RWA perps.
Column
l1_liquidity.total_dollar_depth
Unit
US dollars, bid plus ask
Per contract
24h mean of 5-minute rows
In the API
Every interval from 1m to 1d
Plan
Prime and up

Depth on the busiest perps

Crypto, US stocks and commodities, each over its last 24 hours.

Crypto

ContractDepth, 24h
Bitcoin
USDT perp · Binance
$1.1M
Ether
USDT perp · Binance
$530.5K
Bitcoin
USDT perp · OKX
$1.9M
Zcash
USDT perp · Binance
$27.1K
Ether
USDT perp · OKX
$740.8K
Zcash
USDT perp · OKX
$15.0K

US stocks

ContractDepth, 24h
SanDisk
USDT perp · Binance
$15.5K
SanDisk
USDT perp · OKX
$163.9K
Micron
USDT perp · Binance
$4.6K
Nvidia
USDT perp · Binance
$31.4K
SanDisk
USDC perp · Hyperliquid
$13.9K
Nasdaq 100 ETF
USDT perp · Binance
$34.5K

Commodities

ContractDepth, 24h
Gold
USDT perp · Binance
$628.3K
WTI crude oil
USDT perp · Binance
$81.3K
Brent crude oil
USDT perp · Binance
$54.5K
WTI crude oil
USDC perp · Hyperliquid
$14.8K
Gold
USDT perp · OKX
$279.2K
WTI crude oil
USDT perp · OKX
$45.3K

How it's built

The 5m bar from 14:00 to 14:05 UTC on 14 May 2025, Binance BTC-USDT perpetual, from the free preview.

  1. Step 1

    Dollars at the best bid and ask on one bar

    dollar_depth_bid=7.266 BTC × $103,805.6=$754.3K
    dollar_depth_ask=7.712 BTC × $103,805.7=$800.5K
    total_dollar_depth=bid + ask=$1.55M
    ask: size × price$800.5K
    bid: size × price$754.3K

  2. Step 2

    From 24 hours to one value

    A contract's index is the mean of its total_dollar_depth over the last 24 hours of 5-minute bars. The chart at the top of this page plots those bars.

    The API serves total_dollar_depth at every interval from 1 minute to 1 day.

Every field of the dataset, built step by step: Spread and top-of-book depth

Get the Aperiodic Depth Index

In the APIl1_liquidity.total_dollar_depth

For every perp we cover, at intervals from 1 minute to 1 day.

In Prime and up, from $399/month billed yearly.

Get it with PrimeSee the dataset

The example needs no key and returns the free sample: BTC-USDT on Binance, 5m bars, May 2025.

Or have your agent pull the last 30 days. Start in Claude · Claude Code · Codex · See the prompt

# 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 l1_liquidity --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"

The deepest and thinnest perps at the touch

The 196 contracts with at least $10M of 24-hour volume, ranked by depth.

DELAYED 15 MINto 23:10 UTCUpdates by itself every 5 minutes

Most depth

ContractVenueDepth, 24h24h volume
Bitcoin USDTOKX$1.9M$1.43B
Bitcoin USDTBinance$1.1M$2.57B
Bitcoin USDCHyperliquid$1.0M$550.3M
Ether USDTOKX$740.8K$1.29B
Gold USDTBinance$628.3K$159.2M
Ether USDCHyperliquid$579.7K$178.6M
Ether USDTBinance$530.5K$1.90B
Gold USDTOKX$279.2K$27.1M
Solana USDTBinance$262.7K$483.4M
Silver USDTBinance$231.1K$17.7M

Least depth

ContractVenueDepth, 24h24h volume
MAGMA USDTBinance$106$15.7M
ESPORTS USDTBinance$139$47.3M
ACT USDTOKX$142$27.0M
AIN USDTBinance$163$152.6M
ARIA USDTBinance$179$34.4M
PIEVERSE USDTBinance$179$11.7M
BTW USDTOKX$189$10.4M
ACT USDTBinance$193$48.0M
ONE USDTOKX$203$129.6M
AIOT USDTBinance$206$21.6M

The other indices

Aperiodic Cost IndexWhat does crossing the spread cost?Aperiodic Impact IndexHow far does $1M of net taker flow move the price?

As of 23:05 UTC, 15 minutes behind. Each value is one contract’s last 24 hours of 5-minute rows. The charts plot those rows.

Aperiodic

Built from hundreds of terabytes of raw data and distilled into point-in-time metrics you can pull as parquet files. Plus the raw trades, quotes and derivatives data behind them.

Use Cases
  • Improve your backtest
  • Find new alpha
  • Execute smarter
Indices
  • All indices
  • Aperiodic Cost Index
  • Aperiodic Depth Index
  • Aperiodic Impact Index
Metrics
  • Metrics library
  • Data Catalog
  • Live markets dashboard
  • Global Liquidity
  • Unusual activity
  • Order Flow
  • L1 & L2
  • Derivatives
  • RWA
  • Raw Data
Developers
  • API Docs
  • MCP Server
  • Notebooks
  • For AI Agents
  • Atlas Security Master
  • Pre-flight
  • Changelog
  • Roadmap
  • llms.txt
Learn
  • Replays
  • Microstructure Guide
  • Architecture
  • Research Blog
  • FAQ
Compare
  • All vendors
  • vs. Tardis
  • vs. CoinGlass
  • vs. Kaiko
  • vs. Amberdata
Company
  • Team
  • Pricing
  • Contact
  • Book a call
  • Terms of Service
  • Privacy Policy
  • Licensing
  • SLA

© Copyright 2026 Aperiodic. All Rights Reserved.

Aperiodic Limited · Registered in Ireland · Company No. 815273 ·
136 Capel Street, Dublin D01 T2C9, Ireland