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Derivatives

Perpetual swap analytics for funding, OI, and price dynamics.

Pre-computed derivatives metrics — funding rates, open interest, basis, and mark/index prices — built from high-frequency exchange snapshots and aggregated into research-ready intervals.

Derivatives Datasets

111111111111 _111000_ 100_ _0011_ 11 _0011_ 0 011 _011 _0 0011_ _00 _ _000011 00000111111 ____0000000 ..+ .+cb+. .+ac+ c. .ac. .ac. +b +abc+. bcc++. +aabbbcccc+ ...........111111111110 __111000_ 00_ _0011_ 1 0011_ _0 11_ 001_ 00 _0011 000 _ __000011 0000111111_ 00000000000 ..+ccb +ca+. .+ +ac+ . . .+b+ +b+ +b .+abc+. bc++. aabbccc++++ 000000000000 111000_ _1 0_ _0011_ _ _ _011_ _00 1_ _011 _01 _0011 000 _ _0000111 001111111__ 00000000000 ...++ccbaa+ ba+ .+c +ab+. + +bc. .ac+ .ab .+abc+. c++.. bbccc+++... 000000000___ 0000_ _111 _ _0011_ _0 _0011 _001 1 001_ 001 _0011 000 _ _0000111 0111111___ 00000001111 cccbbaa+.. +. .+ba +ab+. +a .ac. . .ac. .ac .+abc+. c+.. bcc+++... 0_____ 00_ _11100 _0011_ _00 _0011 0011 _ _011 _001 _0011 000 _ _0000111 011111__ 00011111111 baa++.. .+cba. ab+. +ac .ab+ + +b+. .ac .+abc+. c+. cc++... ___11 _111000_ 00011_ _001 0011 0011_ _001_ 0011 _0011 000 _ _0001111 11111__ 11111111111 +.. .+ba+.. c+. +ac+ .+b+. .a .+b+ +ac .+abc+. ++. c++.. ..____11111111 _1111000_ 0111 _0011 011 0011_ 0011 _001_ _0011 000 _ _0001111 11111_ _ 11111111___ . .+cba..+a +. +ac+ +bc. .+b .ac. +bc .+abc+. +.. ++.. .....++++111111110000 110000_ _1 11_ 00011_ 11 0011_ _ _011_ _011_ 0011_ 000 _ _0001111 1111__ __ 11111____ ..+cc .+cba+.+abc +ac+ +ac. +bc +bc. .+bc +abc+. +.. ... .++++aaaabb11100000000_ 000__ _111 1 _00111 1 0011_ _0 0011 _0011 0011_ 000 _ _0001111 111__ __ 111__ ..+ccbaa cba+..+bc+. .+ac+ ac+ .ac+ .+b+. .ab+ .abc+. +. .. +aaabbbbccc0000000__ 0_ __11100 00011_ _0 0011_ _00 011_ _011_ 0011_ 000 _ _0001111 111__ __0 1__ __ .++cbba++. a+..+ab+. .+bc. b+ .ab+ .ac+ .ab+ .abc+. +. . abbbccc+++.00___ __1 _1110000_ _00111 _00 0011_ _001 011 _0011 0011_ 000 _ _0001111 111_ __00 _ ___00 cbba++. ..+ab+. .ab+. . +. .+bc. +bc. .ab+ .+bc+. +. ccc+++.. _ __11111 1111000_ _ 0111_ _0001 0011_ _0011 11_ 0011_ _ _00111 _00 _ _0000111 11__ __00 __00000 a+.. abc+. +ac+. .a . +ac. ab+. +ac+ .+ab+. +. . +++.. 00__ _111 0111_ _000 00011_ _0 _0011 001 011_ _0011_ 11_ _00011 _ _000011 00111111__ 111111___ ..++ccbaa++. +cbaa+..+ab bc+. .a +. .ab+. .+bc. + .abc. .+abc .+aabcc+.. ++aaabbcc++ _ _111100 11_ _00011 _0011_ 000 _0011_ _001 011_ _0011_ 111_ _00011 _ _000011 0011111_ 1111__ _+cbbaa++. ba+..+aabc+ +. .+bc +ab+. +ac+ .+ .abc+ .+abc .+abbc++. +aabbcc++.. __11110000_ _000111_ 0011_ _0011 0011_ _0011 011 _0011_ 111_ _00011 1_ _000011 011111_ 1__ __00baa++. ...+abc+. .+ab+. +ac+. .ab+. .a .abc+ .+abc .+abbc++. aabcc++.. 1110000_ _000111_ _ 11_ _0011_ 011_ _0011_ 11_ 00011_ 111_ _0011 1_ _000011 01111__ _ _ __00000++. +abcc+. .+abc. .+bc+ +bc. .+a .abc+. .+aab .+abbc+.. bbcc+.. 0000__ _00 00111_ 000 1 _00111 11_ _0011_ 11_ _00111_ 011_ _0001 1_ __00011 1111__ _0 __0000011. .+ bc+. .+abc. .abc. ac+ .ab .+bc+. . .+ab .+abcc+. bc++.. 0__ _00001 11_ _00011 _00011_ 0 1_ _00111 11_ _00111 011_ _0001 1_ _00011 1111_ __0 _000011111 .++cb . .+a +abc. +ab+. + b+. .+ac .+bc+. . .+ab .+abcc+. c++. _0001111 _ _000111 00011_ _00 _ _00111 _ 1_ _0011_ 0111_ 0001 11_ _00011 111__ __00 000001111_ ..+cbba+ .++abc c+. +a bc+ .+a c. .abc .+ac+. . .+ab .+abcc+. ++. _0000111_ _000111_ _ 0111 _0001 _00111 _0 1_ _00011_ 0111_ _000 11_ _00001 111_ _000 0001111_ .++cba++.. .+abc+. . +abc +. .+bc + .+ab+ .+abc. +. .+a .+abcc+. +. . 001111_ _0 00111_ _00 11 _00011_ _00111 _00 1 _00011_ 0111_ _000 11_ _00001 111_ _0000 01111_ _0.+ccba+...+a .+abc++. .+abc+. +abc+ . +abc+ .+abc+ +. .+a .+abcc+. . .+ 111_ _0000 11_ _00011 _000111_ 0011_ _000 _ _00111_ 00111_ _000 111_ _0001 11_ _0001 111__ _000ccba+..+aabc abc+. .+abc+. .+ab+. .+ac+. .+abc+ +. .+a .+abcc+. ..+a 1_ _000111 _ _000111_ _000111_ 0 011_ _0001 _ _000111_ 00111_ _00 111_ _0001 11_ _00001 11_ _00001ba+..+abcc+. +. .+ .+bc+. .+abc+. .+abc+. .+abc+ c+. .+ .+abc++. .++ab _ _0001111_ _000111_ 000111_ _0 111_ _0001 1 _000111_ _00111_ _0 0111_ _000 11_ __0001 1_ _000011 .+abc+. +. .+a +abc+. .+abc+. .+abc+. . .+ab abc+. .+abc+. +. .+a _000111_ _ 00111_ _00 111_ _0001 1_ _000111 _000111_ 000111_ _0 0111_ _000 11_ _00011 _ _000111_ .+abc+. .+abc+ c+. .+ .+abc+. .+abc+. . .+ab abc+. .+abc+. .+abc_000111_ _00 111_ _0001 1_ _000111 _ _000111_ _000111_ 0000111_ _ 00111_ _00 111_ 00011 _ _00011_ +abc+. .+abc+. . .+aa +abc+. .+abc+. +. .+a +abc+. .+abc+. .+abc+00111_ _001 1_ _00111_ __000111_ _000111_ __000111_ 0000111_ _ 00111_ _00 111_ 00011 _00011_ bc+. . .+abc+. .+abcc bbc+. .+abc+. +. .+a +abc+. .+abc+ .+ab+. 011_ _00111 _000111_ 000111_ __ 000111_ _ 0000111__ 0000111_ _ 000111_ _0 111_ _00011 _000111 _ +. +ab abc+. .+abc+.. c+. . .++abc+. +. .+ .+bc+. .+bc+. .abc+. 11_ _00011_ 000111 _00 1111_ _000 0111_ _00 0001111_ _ 0000111_ _ 000111_ _0 111_ _00011 _00111_ _0 .+abc+ +. .+a .++abc+. .. .+ .+abbc+. ++. .+ .+abc+. +abc+. .abc+. _ _00111 _ 111_ _0001 1_ _000011 11_ _0000 001111_ __ 0000111_ 000111_ _0 111_ _00011 _00011_ _00 .+abc+. .+abc abc++. .+a ..+abcc+. c+. .+ .+abc+. .+ab+. +abc+ _00011_ _00 1_ _00111_ _0001111_ _ _000011 11111_ _0 0000111__ _000111_ _ 111_ _00011 _0011_ 000 +abc+. .+abc+.. c+. .++ab .+aabc++. c+. . .+abc+. .+ac+. .abc. ._00111 _001 000111_ 0001111_ _ _000001111 111__ _00 00001111_ _000111_ _ 111_ _00011 00111 _001 .+bc+. .+abc+. . .++ ..+abbc .++abbc+.. c+.. . .+bc+. .abc+ abc. .a0011_ _00111 000111_ 00 0111_ _00 000011111_ 11__ _000 00001111_ _000111_ _ 111_ _00011 0011_ _0011 ac+. .+ abc+. ..+aab ..+aabcc+ ..+aabcc+. cc+. . .+ab+. +abc. bc+ +ab011_ _0011_ 0111 _0001 11_ _00001 001111__ __ __0000 00001111_ _000111_ _ 111_ _00111 011_ 00111 c. .+bc c+. .+ .+aabcc+ .++aabcc++. .++abbc++. bc+. .+abc. .+ac+. . c+ +ac+ 0011_ _001 _ _000111_ _ _000001 000011111__ 11111__ __ _0000111_ 000111_ _00 00011_ _0 _0011 000bc. .+ac+ .+abc+ c+.. ..+ .. .+aa .+abc+. .+ac+. ac+. +ac 111 _00111 _000111_ __00001111 0011111__ 11111_ _0 _0000111_ _00111_ _00 _0011_ 00 _0011 0011+. .abc. .+ab+. . ..+ .++aa ..+ .+aa .+abc+. .+ac+. bc. .ab+ 1_ _00111_ 00111_ _00 000011111_ 11111__ 1111__ __0 __000111_ _00111_ _00 _0011_ _00 0011_ _011_. +ab+. .+ac+. .+abb .++aabbc ..++ .++a .+abc+. .+bc+ b+. .+bc. _0011_ _0 111_ _0001 011111_ 11__ __ 111__ __0 __0001111_ _00111_ _00 _0011 001 011_ _001_ +ac+ +ac+. .+aabc++ ..+aabbcc++ ..++aa .++a .+abc+ .+bc+ c. .ac+ _0011_ 000 _ _0000111 111__ __0 _ __000 11__ __00 _0000111_ _00111_ _00 0011_ _001 01_ _0011 _ +bc. . b+. .+a ..+abcc+.. aabbcc++.. ...+++aab ..+a .+abc+. .abc. . +. .+b+. 0011_ _0011 _0001111_ __ __0000 __000000 ___ __00 _0000111_ _00111_ _00 _0011_ _001 11 _0011 _0 +bc. +a . .+abc abbc+.. bcc++.. ..+++aaabbb ..+a .+abc+. .ab+. . . +ac. 11_ _00111 000111__ _ __0000011 __000000001 _ ___00 _0000111_ _00111 _00 _0011 0011 1_ 0011 00 +bc. +bc .+abc+. cc+. ++.. +++aaabbbcc ..+a .+abc+. +ab+. + . .+b+ 1_ _0011_ _ 0111_ _00 _0000011111 00000001111 ___000 _0000111_ _00111 _00 _011_ _0011 _ _011_ 001+bc. .+b+. +abc+. .. . . aaabbbcccc+ ..+a .+abc+. +ac+ + +ac. 00111 00 11_ _00001 000111111__ 00011111111 ___0000 __000111_ _0011_ 000 0011_ _011_ _001_ _011ac. .ab+. .abc+. .++ bbbcccc++++ ..+a .+abc+. .+bc. .+ .+b+ _0011_ _001 _ _0000111 011111__ 111111111__ _____00000 __000111_ _0011_ _001 0011 0011 0011 _011_c. .ab+ +ac+. ..+aab ...+ ccc+++++... ..+a .+abc+. .abc. .a +ac. . 0011 00011 _0000111__ 111__ __ 1111____ _____0000000 __000111_ 00011_ _001 011_ _001_ _011_ 001_ . .ab+ b+. .+ .++abbcc ..+++aa ++....... ..+a .+abc+ +ab+. +a .+b+ + 011 001_ _0 000111_ _ __000011111 00011111111 _________ 000111111_ _00011_ _ 1_ _0011 _0 0011 _001_ ac. .+bc c+. . ccc++++.... abcc+. .+bc. . +. .+b+. c. +ac. 01_ 001_ _01 00111_ _00 000011111__ 1111111___ __000000000 001111111_ _00111_ _ _ 0011_ _0 001_ 0011 _ c. +ab+. . .+ .. ++.... abcc+. .ab+. . + .ac+ + .ac. 1_ 001_ _011 011_ _0001 0011111__ 1111__ 00000000000 001111111_ _00111 _ _ _0011 00 011 _001_ 0 . .+bc+ .++a ..++ . abcc+. .+ac+. + . +bc. . +b+ .

Basis

Tier 1

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

Key fields

BasisBasis (bps)Mark-Price Spread (bps)Mean Basis
111111111111 _111000_ 100_ _0011_ 11 _0011_ 0 011 _011 _0 0011_ _00 _ _000011 00000111111 ____0000000 ..+ .+cb+. .+ac+ c. .ac. .ac. +b +abc+. bcc++. +aabbbcccc+ ...........111111111110 __111000_ 00_ _0011_ 1 0011_ _0 11_ 001_ 00 _0011 000 _ __000011 0000111111_ 00000000000 ..+ccb +ca+. .+ +ac+ . . .+b+ +b+ +b .+abc+. bc++. aabbccc++++ 000000000000 111000_ _1 0_ _0011_ _ _ _011_ _00 1_ _011 _01 _0011 000 _ _0000111 001111111__ 00000000000 ...++ccbaa+ ba+ .+c +ab+. + +bc. .ac+ .ab .+abc+. c++.. bbccc+++... 000000000___ 0000_ _111 _ _0011_ _0 _0011 _001 1 001_ 001 _0011 000 _ _0000111 0111111___ 00000001111 cccbbaa+.. +. .+ba +ab+. +a .ac. . .ac. .ac .+abc+. c+.. bcc+++... 0_____ 00_ _11100 _0011_ _00 _0011 0011 _ _011 _001 _0011 000 _ _0000111 011111__ 00011111111 baa++.. .+cba. ab+. +ac .ab+ + +b+. .ac .+abc+. c+. cc++... ___11 _111000_ 00011_ _001 0011 0011_ _001_ 0011 _0011 000 _ _0001111 11111__ 11111111111 +.. .+ba+.. c+. +ac+ .+b+. .a .+b+ +ac .+abc+. ++. c++.. ..____11111111 _1111000_ 0111 _0011 011 0011_ 0011 _001_ _0011 000 _ _0001111 11111_ _ 11111111___ . .+cba..+a +. +ac+ +bc. .+b .ac. +bc .+abc+. +.. ++.. .....++++111111110000 110000_ _1 11_ 00011_ 11 0011_ _ _011_ _011_ 0011_ 000 _ _0001111 1111__ __ 11111____ ..+cc .+cba+.+abc +ac+ +ac. +bc +bc. .+bc +abc+. +.. ... .++++aaaabb11100000000_ 000__ _111 1 _00111 1 0011_ _0 0011 _0011 0011_ 000 _ _0001111 111__ __ 111__ ..+ccbaa cba+..+bc+. .+ac+ ac+ .ac+ .+b+. .ab+ .abc+. +. .. +aaabbbbccc0000000__ 0_ __11100 00011_ _0 0011_ _00 011_ _011_ 0011_ 000 _ _0001111 111__ __0 1__ __ .++cbba++. a+..+ab+. .+bc. b+ .ab+ .ac+ .ab+ .abc+. +. . abbbccc+++.00___ __1 _1110000_ _00111 _00 0011_ _001 011 _0011 0011_ 000 _ _0001111 111_ __00 _ ___00 cbba++. ..+ab+. .ab+. . +. .+bc. +bc. .ab+ .+bc+. +. ccc+++.. _ __11111 1111000_ _ 0111_ _0001 0011_ _0011 11_ 0011_ _ _00111 _00 _ _0000111 11__ __00 __00000 a+.. abc+. +ac+. .a . +ac. ab+. +ac+ .+ab+. +. . +++.. 00__ _111 0111_ _000 00011_ _0 _0011 001 011_ _0011_ 11_ _00011 _ _000011 00111111__ 111111___ ..++ccbaa++. +cbaa+..+ab bc+. .a +. .ab+. .+bc. + .abc. .+abc .+aabcc+.. ++aaabbcc++ _ _111100 11_ _00011 _0011_ 000 _0011_ _001 011_ _0011_ 111_ _00011 _ _000011 0011111_ 1111__ _+cbbaa++. ba+..+aabc+ +. .+bc +ab+. +ac+ .+ .abc+ .+abc .+abbc++. +aabbcc++.. __11110000_ _000111_ 0011_ _0011 0011_ _0011 011 _0011_ 111_ _00011 1_ _000011 011111_ 1__ __00baa++. ...+abc+. .+ab+. +ac+. .ab+. .a .abc+ .+abc .+abbc++. aabcc++.. 1110000_ _000111_ _ 11_ _0011_ 011_ _0011_ 11_ 00011_ 111_ _0011 1_ _000011 01111__ _ _ __00000++. +abcc+. .+abc. .+bc+ +bc. .+a .abc+. .+aab .+abbc+.. bbcc+.. 0000__ _00 00111_ 000 1 _00111 11_ _0011_ 11_ _00111_ 011_ _0001 1_ __00011 1111__ _0 __0000011. .+ bc+. .+abc. .abc. ac+ .ab .+bc+. . .+ab .+abcc+. bc++.. 0__ _00001 11_ _00011 _00011_ 0 1_ _00111 11_ _00111 011_ _0001 1_ _00011 1111_ __0 _000011111 .++cb . .+a +abc. +ab+. + b+. .+ac .+bc+. . .+ab .+abcc+. c++. _0001111 _ _000111 00011_ _00 _ _00111 _ 1_ _0011_ 0111_ 0001 11_ _00011 111__ __00 000001111_ ..+cbba+ .++abc c+. +a bc+ .+a c. .abc .+ac+. . .+ab .+abcc+. ++. _0000111_ _000111_ _ 0111 _0001 _00111 _0 1_ _00011_ 0111_ _000 11_ _00001 111_ _000 0001111_ .++cba++.. .+abc+. . +abc +. .+bc + .+ab+ .+abc. +. .+a .+abcc+. +. . 001111_ _0 00111_ _00 11 _00011_ _00111 _00 1 _00011_ 0111_ _000 11_ _00001 111_ _0000 01111_ _0.+ccba+...+a .+abc++. .+abc+. +abc+ . +abc+ .+abc+ +. .+a .+abcc+. . .+ 111_ _0000 11_ _00011 _000111_ 0011_ _000 _ _00111_ 00111_ _000 111_ _0001 11_ _0001 111__ _000ccba+..+aabc abc+. .+abc+. .+ab+. .+ac+. .+abc+ +. .+a .+abcc+. ..+a 1_ _000111 _ _000111_ _000111_ 0 011_ _0001 _ _000111_ 00111_ _00 111_ _0001 11_ _00001 11_ _00001ba+..+abcc+. +. .+ .+bc+. .+abc+. .+abc+. .+abc+ c+. .+ .+abc++. .++ab _ _0001111_ _000111_ 000111_ _0 111_ _0001 1 _000111_ _00111_ _0 0111_ _000 11_ __0001 1_ _000011 .+abc+. +. .+a +abc+. .+abc+. .+abc+. . .+ab abc+. .+abc+. +. .+a _000111_ _ 00111_ _00 111_ _0001 1_ _000111 _000111_ 000111_ _0 0111_ _000 11_ _00011 _ _000111_ .+abc+. .+abc+ c+. .+ .+abc+. .+abc+. . .+ab abc+. .+abc+. .+abc_000111_ _00 111_ _0001 1_ _000111 _ _000111_ _000111_ 0000111_ _ 00111_ _00 111_ 00011 _ _00011_ +abc+. .+abc+. . .+aa +abc+. .+abc+. +. .+a +abc+. .+abc+. .+abc+00111_ _001 1_ _00111_ __000111_ _000111_ __000111_ 0000111_ _ 00111_ _00 111_ 00011 _00011_ bc+. . .+abc+. .+abcc bbc+. .+abc+. +. .+a +abc+. .+abc+ .+ab+. 011_ _00111 _000111_ 000111_ __ 000111_ _ 0000111__ 0000111_ _ 000111_ _0 111_ _00011 _000111 _ +. +ab abc+. .+abc+.. c+. . .++abc+. +. .+ .+bc+. .+bc+. .abc+. 11_ _00011_ 000111 _00 1111_ _000 0111_ _00 0001111_ _ 0000111_ _ 000111_ _0 111_ _00011 _00111_ _0 .+abc+ +. .+a .++abc+. .. .+ .+abbc+. ++. .+ .+abc+. +abc+. .abc+. _ _00111 _ 111_ _0001 1_ _000011 11_ _0000 001111_ __ 0000111_ 000111_ _0 111_ _00011 _00011_ _00 .+abc+. .+abc abc++. .+a ..+abcc+. c+. .+ .+abc+. .+ab+. +abc+ _00011_ _00 1_ _00111_ _0001111_ _ _000011 11111_ _0 0000111__ _000111_ _ 111_ _00011 _0011_ 000 +abc+. .+abc+.. c+. .++ab .+aabc++. c+. . .+abc+. .+ac+. .abc. ._00111 _001 000111_ 0001111_ _ _000001111 111__ _00 00001111_ _000111_ _ 111_ _00011 00111 _001 .+bc+. .+abc+. . .++ ..+abbc .++abbc+.. c+.. . .+bc+. .abc+ abc. .a0011_ _00111 000111_ 00 0111_ _00 000011111_ 11__ _000 00001111_ _000111_ _ 111_ _00011 0011_ _0011 ac+. .+ abc+. ..+aab ..+aabcc+ ..+aabcc+. cc+. . .+ab+. +abc. bc+ +ab011_ _0011_ 0111 _0001 11_ _00001 001111__ __ __0000 00001111_ _000111_ _ 111_ _00111 011_ 00111 c. .+bc c+. .+ .+aabcc+ .++aabcc++. .++abbc++. bc+. .+abc. .+ac+. . c+ +ac+ 0011_ _001 _ _000111_ _ _000001 000011111__ 11111__ __ _0000111_ 000111_ _00 00011_ _0 _0011 000bc. .+ac+ .+abc+ c+.. ..+ .. .+aa .+abc+. .+ac+. ac+. +ac 111 _00111 _000111_ __00001111 0011111__ 11111_ _0 _0000111_ _00111_ _00 _0011_ 00 _0011 0011+. .abc. .+ab+. . ..+ .++aa ..+ .+aa .+abc+. .+ac+. bc. .ab+ 1_ _00111_ 00111_ _00 000011111_ 11111__ 1111__ __0 __000111_ _00111_ _00 _0011_ _00 0011_ _011_. +ab+. .+ac+. .+abb .++aabbc ..++ .++a .+abc+. .+bc+ b+. .+bc. _0011_ _0 111_ _0001 011111_ 11__ __ 111__ __0 __0001111_ _00111_ _00 _0011 001 011_ _001_ +ac+ +ac+. .+aabc++ ..+aabbcc++ ..++aa .++a .+abc+ .+bc+ c. .ac+ _0011_ 000 _ _0000111 111__ __0 _ __000 11__ __00 _0000111_ _00111_ _00 0011_ _001 01_ _0011 _ +bc. . b+. .+a ..+abcc+.. aabbcc++.. ...+++aab ..+a .+abc+. .abc. . +. .+b+. 0011_ _0011 _0001111_ __ __0000 __000000 ___ __00 _0000111_ _00111_ _00 _0011_ _001 11 _0011 _0 +bc. +a . .+abc abbc+.. bcc++.. ..+++aaabbb ..+a .+abc+. .ab+. . . +ac. 11_ _00111 000111__ _ __0000011 __000000001 _ ___00 _0000111_ _00111 _00 _0011 0011 1_ 0011 00 +bc. +bc .+abc+. cc+. ++.. +++aaabbbcc ..+a .+abc+. +ab+. + . .+b+ 1_ _0011_ _ 0111_ _00 _0000011111 00000001111 ___000 _0000111_ _00111 _00 _011_ _0011 _ _011_ 001+bc. .+b+. +abc+. .. . . aaabbbcccc+ ..+a .+abc+. +ac+ + +ac. 00111 00 11_ _00001 000111111__ 00011111111 ___0000 __000111_ _0011_ 000 0011_ _011_ _001_ _011ac. .ab+. .abc+. .++ bbbcccc++++ ..+a .+abc+. .+bc. .+ .+b+ _0011_ _001 _ _0000111 011111__ 111111111__ _____00000 __000111_ _0011_ _001 0011 0011 0011 _011_c. .ab+ +ac+. ..+aab ...+ ccc+++++... ..+a .+abc+. .abc. .a +ac. . 0011 00011 _0000111__ 111__ __ 1111____ _____0000000 __000111_ 00011_ _001 011_ _001_ _011_ 001_ . .ab+ b+. .+ .++abbcc ..+++aa ++....... ..+a .+abc+ +ab+. +a .+b+ + 011 001_ _0 000111_ _ __000011111 00011111111 _________ 000111111_ _00011_ _ 1_ _0011 _0 0011 _001_ ac. .+bc c+. . ccc++++.... abcc+. .+bc. . +. .+b+. c. +ac. 01_ 001_ _01 00111_ _00 000011111__ 1111111___ __000000000 001111111_ _00111_ _ _ 0011_ _0 001_ 0011 _ c. +ab+. . .+ .. ++.... abcc+. .ab+. . + .ac+ + .ac. 1_ 001_ _011 011_ _0001 0011111__ 1111__ 00000000000 001111111_ _00111 _ _ _0011 00 011 _001_ 0 . .+bc+ .++a ..++ . abcc+. .+ac+. + . +bc. . +b+ .

Funding

Tier 1

Funding rate and update frequencies for perpetual futures contracts.

Key fields

Funding RateFunding Rate Update FrequencyAvg Funding Rate Update Interval
111111111111 _111000_ 100_ _0011_ 11 _0011_ 0 011 _011 _0 0011_ _00 _ _000011 00000111111 ____0000000 ..+ .+cb+. .+ac+ c. .ac. .ac. +b +abc+. bcc++. +aabbbcccc+ ...........111111111110 __111000_ 00_ _0011_ 1 0011_ _0 11_ 001_ 00 _0011 000 _ __000011 0000111111_ 00000000000 ..+ccb +ca+. .+ +ac+ . . .+b+ +b+ +b .+abc+. bc++. aabbccc++++ 000000000000 111000_ _1 0_ _0011_ _ _ _011_ _00 1_ _011 _01 _0011 000 _ _0000111 001111111__ 00000000000 ...++ccbaa+ ba+ .+c +ab+. + +bc. .ac+ .ab .+abc+. c++.. bbccc+++... 000000000___ 0000_ _111 _ _0011_ _0 _0011 _001 1 001_ 001 _0011 000 _ _0000111 0111111___ 00000001111 cccbbaa+.. +. .+ba +ab+. +a .ac. . .ac. .ac .+abc+. c+.. bcc+++... 0_____ 00_ _11100 _0011_ _00 _0011 0011 _ _011 _001 _0011 000 _ _0000111 011111__ 00011111111 baa++.. .+cba. ab+. +ac .ab+ + +b+. .ac .+abc+. c+. cc++... ___11 _111000_ 00011_ _001 0011 0011_ _001_ 0011 _0011 000 _ _0001111 11111__ 11111111111 +.. .+ba+.. c+. +ac+ .+b+. .a .+b+ +ac .+abc+. ++. c++.. ..____11111111 _1111000_ 0111 _0011 011 0011_ 0011 _001_ _0011 000 _ _0001111 11111_ _ 11111111___ . .+cba..+a +. +ac+ +bc. .+b .ac. +bc .+abc+. +.. ++.. .....++++111111110000 110000_ _1 11_ 00011_ 11 0011_ _ _011_ _011_ 0011_ 000 _ _0001111 1111__ __ 11111____ ..+cc .+cba+.+abc +ac+ +ac. +bc +bc. .+bc +abc+. +.. ... .++++aaaabb11100000000_ 000__ _111 1 _00111 1 0011_ _0 0011 _0011 0011_ 000 _ _0001111 111__ __ 111__ ..+ccbaa cba+..+bc+. .+ac+ ac+ .ac+ .+b+. .ab+ .abc+. +. .. +aaabbbbccc0000000__ 0_ __11100 00011_ _0 0011_ _00 011_ _011_ 0011_ 000 _ _0001111 111__ __0 1__ __ .++cbba++. a+..+ab+. .+bc. b+ .ab+ .ac+ .ab+ .abc+. +. . abbbccc+++.00___ __1 _1110000_ _00111 _00 0011_ _001 011 _0011 0011_ 000 _ _0001111 111_ __00 _ ___00 cbba++. ..+ab+. .ab+. . +. .+bc. +bc. .ab+ .+bc+. +. ccc+++.. _ __11111 1111000_ _ 0111_ _0001 0011_ _0011 11_ 0011_ _ _00111 _00 _ _0000111 11__ __00 __00000 a+.. abc+. +ac+. .a . +ac. ab+. +ac+ .+ab+. +. . +++.. 00__ _111 0111_ _000 00011_ _0 _0011 001 011_ _0011_ 11_ _00011 _ _000011 00111111__ 111111___ ..++ccbaa++. +cbaa+..+ab bc+. .a +. .ab+. .+bc. + .abc. .+abc .+aabcc+.. ++aaabbcc++ _ _111100 11_ _00011 _0011_ 000 _0011_ _001 011_ _0011_ 111_ _00011 _ _000011 0011111_ 1111__ _+cbbaa++. ba+..+aabc+ +. .+bc +ab+. +ac+ .+ .abc+ .+abc .+abbc++. +aabbcc++.. __11110000_ _000111_ 0011_ _0011 0011_ _0011 011 _0011_ 111_ _00011 1_ _000011 011111_ 1__ __00baa++. ...+abc+. .+ab+. +ac+. .ab+. .a .abc+ .+abc .+abbc++. aabcc++.. 1110000_ _000111_ _ 11_ _0011_ 011_ _0011_ 11_ 00011_ 111_ _0011 1_ _000011 01111__ _ _ __00000++. +abcc+. .+abc. .+bc+ +bc. .+a .abc+. .+aab .+abbc+.. bbcc+.. 0000__ _00 00111_ 000 1 _00111 11_ _0011_ 11_ _00111_ 011_ _0001 1_ __00011 1111__ _0 __0000011. .+ bc+. .+abc. .abc. ac+ .ab .+bc+. . .+ab .+abcc+. bc++.. 0__ _00001 11_ _00011 _00011_ 0 1_ _00111 11_ _00111 011_ _0001 1_ _00011 1111_ __0 _000011111 .++cb . .+a +abc. +ab+. + b+. .+ac .+bc+. . .+ab .+abcc+. c++. _0001111 _ _000111 00011_ _00 _ _00111 _ 1_ _0011_ 0111_ 0001 11_ _00011 111__ __00 000001111_ ..+cbba+ .++abc c+. +a bc+ .+a c. .abc .+ac+. . .+ab .+abcc+. ++. _0000111_ _000111_ _ 0111 _0001 _00111 _0 1_ _00011_ 0111_ _000 11_ _00001 111_ _000 0001111_ .++cba++.. .+abc+. . +abc +. .+bc + .+ab+ .+abc. +. .+a .+abcc+. +. . 001111_ _0 00111_ _00 11 _00011_ _00111 _00 1 _00011_ 0111_ _000 11_ _00001 111_ _0000 01111_ _0.+ccba+...+a .+abc++. .+abc+. +abc+ . +abc+ .+abc+ +. .+a .+abcc+. . .+ 111_ _0000 11_ _00011 _000111_ 0011_ _000 _ _00111_ 00111_ _000 111_ _0001 11_ _0001 111__ _000ccba+..+aabc abc+. .+abc+. .+ab+. .+ac+. .+abc+ +. .+a .+abcc+. ..+a 1_ _000111 _ _000111_ _000111_ 0 011_ _0001 _ _000111_ 00111_ _00 111_ _0001 11_ _00001 11_ _00001ba+..+abcc+. +. .+ .+bc+. .+abc+. .+abc+. .+abc+ c+. .+ .+abc++. .++ab _ _0001111_ _000111_ 000111_ _0 111_ _0001 1 _000111_ _00111_ _0 0111_ _000 11_ __0001 1_ _000011 .+abc+. +. .+a +abc+. .+abc+. .+abc+. . .+ab abc+. .+abc+. +. .+a _000111_ _ 00111_ _00 111_ _0001 1_ _000111 _000111_ 000111_ _0 0111_ _000 11_ _00011 _ _000111_ .+abc+. .+abc+ c+. .+ .+abc+. .+abc+. . .+ab abc+. .+abc+. .+abc_000111_ _00 111_ _0001 1_ _000111 _ _000111_ _000111_ 0000111_ _ 00111_ _00 111_ 00011 _ _00011_ +abc+. .+abc+. . .+aa +abc+. .+abc+. +. .+a +abc+. .+abc+. .+abc+00111_ _001 1_ _00111_ __000111_ _000111_ __000111_ 0000111_ _ 00111_ _00 111_ 00011 _00011_ bc+. . .+abc+. .+abcc bbc+. .+abc+. +. .+a +abc+. .+abc+ .+ab+. 011_ _00111 _000111_ 000111_ __ 000111_ _ 0000111__ 0000111_ _ 000111_ _0 111_ _00011 _000111 _ +. +ab abc+. .+abc+.. c+. . .++abc+. +. .+ .+bc+. .+bc+. .abc+. 11_ _00011_ 000111 _00 1111_ _000 0111_ _00 0001111_ _ 0000111_ _ 000111_ _0 111_ _00011 _00111_ _0 .+abc+ +. .+a .++abc+. .. .+ .+abbc+. ++. .+ .+abc+. +abc+. .abc+. _ _00111 _ 111_ _0001 1_ _000011 11_ _0000 001111_ __ 0000111_ 000111_ _0 111_ _00011 _00011_ _00 .+abc+. .+abc abc++. .+a ..+abcc+. c+. .+ .+abc+. .+ab+. +abc+ _00011_ _00 1_ _00111_ _0001111_ _ _000011 11111_ _0 0000111__ _000111_ _ 111_ _00011 _0011_ 000 +abc+. .+abc+.. c+. .++ab .+aabc++. c+. . .+abc+. .+ac+. .abc. ._00111 _001 000111_ 0001111_ _ _000001111 111__ _00 00001111_ _000111_ _ 111_ _00011 00111 _001 .+bc+. .+abc+. . .++ ..+abbc .++abbc+.. c+.. . .+bc+. .abc+ abc. .a0011_ _00111 000111_ 00 0111_ _00 000011111_ 11__ _000 00001111_ _000111_ _ 111_ _00011 0011_ _0011 ac+. .+ abc+. ..+aab ..+aabcc+ ..+aabcc+. cc+. . .+ab+. +abc. bc+ +ab011_ _0011_ 0111 _0001 11_ _00001 001111__ __ __0000 00001111_ _000111_ _ 111_ _00111 011_ 00111 c. .+bc c+. .+ .+aabcc+ .++aabcc++. .++abbc++. bc+. .+abc. .+ac+. . c+ +ac+ 0011_ _001 _ _000111_ _ _000001 000011111__ 11111__ __ _0000111_ 000111_ _00 00011_ _0 _0011 000bc. .+ac+ .+abc+ c+.. ..+ .. .+aa .+abc+. .+ac+. ac+. +ac 111 _00111 _000111_ __00001111 0011111__ 11111_ _0 _0000111_ _00111_ _00 _0011_ 00 _0011 0011+. .abc. .+ab+. . ..+ .++aa ..+ .+aa .+abc+. .+ac+. bc. .ab+ 1_ _00111_ 00111_ _00 000011111_ 11111__ 1111__ __0 __000111_ _00111_ _00 _0011_ _00 0011_ _011_. +ab+. .+ac+. .+abb .++aabbc ..++ .++a .+abc+. .+bc+ b+. .+bc. _0011_ _0 111_ _0001 011111_ 11__ __ 111__ __0 __0001111_ _00111_ _00 _0011 001 011_ _001_ +ac+ +ac+. .+aabc++ ..+aabbcc++ ..++aa .++a .+abc+ .+bc+ c. .ac+ _0011_ 000 _ _0000111 111__ __0 _ __000 11__ __00 _0000111_ _00111_ _00 0011_ _001 01_ _0011 _ +bc. . b+. .+a ..+abcc+.. aabbcc++.. ...+++aab ..+a .+abc+. .abc. . +. .+b+. 0011_ _0011 _0001111_ __ __0000 __000000 ___ __00 _0000111_ _00111_ _00 _0011_ _001 11 _0011 _0 +bc. +a . .+abc abbc+.. bcc++.. ..+++aaabbb ..+a .+abc+. .ab+. . . +ac. 11_ _00111 000111__ _ __0000011 __000000001 _ ___00 _0000111_ _00111 _00 _0011 0011 1_ 0011 00 +bc. +bc .+abc+. cc+. ++.. +++aaabbbcc ..+a .+abc+. +ab+. + . .+b+ 1_ _0011_ _ 0111_ _00 _0000011111 00000001111 ___000 _0000111_ _00111 _00 _011_ _0011 _ _011_ 001+bc. .+b+. +abc+. .. . . aaabbbcccc+ ..+a .+abc+. +ac+ + +ac. 00111 00 11_ _00001 000111111__ 00011111111 ___0000 __000111_ _0011_ 000 0011_ _011_ _001_ _011ac. .ab+. .abc+. .++ bbbcccc++++ ..+a .+abc+. .+bc. .+ .+b+ _0011_ _001 _ _0000111 011111__ 111111111__ _____00000 __000111_ _0011_ _001 0011 0011 0011 _011_c. .ab+ +ac+. ..+aab ...+ ccc+++++... ..+a .+abc+. .abc. .a +ac. . 0011 00011 _0000111__ 111__ __ 1111____ _____0000000 __000111_ 00011_ _001 011_ _001_ _011_ 001_ . .ab+ b+. .+ .++abbcc ..+++aa ++....... ..+a .+abc+ +ab+. +a .+b+ + 011 001_ _0 000111_ _ __000011111 00011111111 _________ 000111111_ _00011_ _ 1_ _0011 _0 0011 _001_ ac. .+bc c+. . ccc++++.... abcc+. .+bc. . +. .+b+. c. +ac. 01_ 001_ _01 00111_ _00 000011111__ 1111111___ __000000000 001111111_ _00111_ _ _ 0011_ _0 001_ 0011 _ c. +ab+. . .+ .. ++.... abcc+. .ab+. . + .ac+ + .ac. 1_ 001_ _011 011_ _0001 0011111__ 1111__ 00000000000 001111111_ _00111 _ _ _0011 00 011 _001_ 0 . .+bc+ .++a ..++ . abcc+. .+ac+. + . +bc. . +b+ .

Open Interest

Tier 1

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

Key fields

Open InterestOpen Interest % ChangeOpen Interest VolatilityOI/Price Change Ratio
111111111111 _111000_ 100_ _0011_ 11 _0011_ 0 011 _011 _0 0011_ _00 _ _000011 00000111111 ____0000000 ..+ .+cb+. .+ac+ c. .ac. .ac. +b +abc+. bcc++. +aabbbcccc+ ...........111111111110 __111000_ 00_ _0011_ 1 0011_ _0 11_ 001_ 00 _0011 000 _ __000011 0000111111_ 00000000000 ..+ccb +ca+. .+ +ac+ . . .+b+ +b+ +b .+abc+. bc++. aabbccc++++ 000000000000 111000_ _1 0_ _0011_ _ _ _011_ _00 1_ _011 _01 _0011 000 _ _0000111 001111111__ 00000000000 ...++ccbaa+ ba+ .+c +ab+. + +bc. .ac+ .ab .+abc+. c++.. bbccc+++... 000000000___ 0000_ _111 _ _0011_ _0 _0011 _001 1 001_ 001 _0011 000 _ _0000111 0111111___ 00000001111 cccbbaa+.. +. .+ba +ab+. +a .ac. . .ac. .ac .+abc+. c+.. bcc+++... 0_____ 00_ _11100 _0011_ _00 _0011 0011 _ _011 _001 _0011 000 _ _0000111 011111__ 00011111111 baa++.. .+cba. ab+. +ac .ab+ + +b+. .ac .+abc+. c+. cc++... ___11 _111000_ 00011_ _001 0011 0011_ _001_ 0011 _0011 000 _ _0001111 11111__ 11111111111 +.. .+ba+.. c+. +ac+ .+b+. .a .+b+ +ac .+abc+. ++. c++.. ..____11111111 _1111000_ 0111 _0011 011 0011_ 0011 _001_ _0011 000 _ _0001111 11111_ _ 11111111___ . .+cba..+a +. +ac+ +bc. .+b .ac. +bc .+abc+. +.. ++.. .....++++111111110000 110000_ _1 11_ 00011_ 11 0011_ _ _011_ _011_ 0011_ 000 _ _0001111 1111__ __ 11111____ ..+cc .+cba+.+abc +ac+ +ac. +bc +bc. .+bc +abc+. +.. ... .++++aaaabb11100000000_ 000__ _111 1 _00111 1 0011_ _0 0011 _0011 0011_ 000 _ _0001111 111__ __ 111__ ..+ccbaa cba+..+bc+. .+ac+ ac+ .ac+ .+b+. .ab+ .abc+. +. .. +aaabbbbccc0000000__ 0_ __11100 00011_ _0 0011_ _00 011_ _011_ 0011_ 000 _ _0001111 111__ __0 1__ __ .++cbba++. a+..+ab+. .+bc. b+ .ab+ .ac+ .ab+ .abc+. +. . abbbccc+++.00___ __1 _1110000_ _00111 _00 0011_ _001 011 _0011 0011_ 000 _ _0001111 111_ __00 _ ___00 cbba++. ..+ab+. .ab+. . +. .+bc. +bc. .ab+ .+bc+. +. ccc+++.. _ __11111 1111000_ _ 0111_ _0001 0011_ _0011 11_ 0011_ _ _00111 _00 _ _0000111 11__ __00 __00000 a+.. abc+. +ac+. .a . +ac. ab+. +ac+ .+ab+. +. . +++.. 00__ _111 0111_ _000 00011_ _0 _0011 001 011_ _0011_ 11_ _00011 _ _000011 00111111__ 111111___ ..++ccbaa++. +cbaa+..+ab bc+. .a +. .ab+. .+bc. + .abc. .+abc .+aabcc+.. ++aaabbcc++ _ _111100 11_ _00011 _0011_ 000 _0011_ _001 011_ _0011_ 111_ _00011 _ _000011 0011111_ 1111__ _+cbbaa++. ba+..+aabc+ +. .+bc +ab+. +ac+ .+ .abc+ .+abc .+abbc++. +aabbcc++.. __11110000_ _000111_ 0011_ _0011 0011_ _0011 011 _0011_ 111_ _00011 1_ _000011 011111_ 1__ __00baa++. ...+abc+. .+ab+. +ac+. .ab+. .a .abc+ .+abc .+abbc++. aabcc++.. 1110000_ _000111_ _ 11_ _0011_ 011_ _0011_ 11_ 00011_ 111_ _0011 1_ _000011 01111__ _ _ __00000++. +abcc+. .+abc. .+bc+ +bc. .+a .abc+. .+aab .+abbc+.. bbcc+.. 0000__ _00 00111_ 000 1 _00111 11_ _0011_ 11_ _00111_ 011_ _0001 1_ __00011 1111__ _0 __0000011. .+ bc+. .+abc. .abc. ac+ .ab .+bc+. . .+ab .+abcc+. bc++.. 0__ _00001 11_ _00011 _00011_ 0 1_ _00111 11_ _00111 011_ _0001 1_ _00011 1111_ __0 _000011111 .++cb . .+a +abc. +ab+. + b+. .+ac .+bc+. . .+ab .+abcc+. c++. _0001111 _ _000111 00011_ _00 _ _00111 _ 1_ _0011_ 0111_ 0001 11_ _00011 111__ __00 000001111_ ..+cbba+ .++abc c+. +a bc+ .+a c. .abc .+ac+. . .+ab .+abcc+. ++. _0000111_ _000111_ _ 0111 _0001 _00111 _0 1_ _00011_ 0111_ _000 11_ _00001 111_ _000 0001111_ .++cba++.. .+abc+. . +abc +. .+bc + .+ab+ .+abc. +. .+a .+abcc+. +. . 001111_ _0 00111_ _00 11 _00011_ _00111 _00 1 _00011_ 0111_ _000 11_ _00001 111_ _0000 01111_ _0.+ccba+...+a .+abc++. .+abc+. +abc+ . +abc+ .+abc+ +. .+a .+abcc+. . .+ 111_ _0000 11_ _00011 _000111_ 0011_ _000 _ _00111_ 00111_ _000 111_ _0001 11_ _0001 111__ _000ccba+..+aabc abc+. .+abc+. .+ab+. .+ac+. .+abc+ +. .+a .+abcc+. ..+a 1_ _000111 _ _000111_ _000111_ 0 011_ _0001 _ _000111_ 00111_ _00 111_ _0001 11_ _00001 11_ _00001ba+..+abcc+. +. .+ .+bc+. .+abc+. .+abc+. .+abc+ c+. .+ .+abc++. .++ab _ _0001111_ _000111_ 000111_ _0 111_ _0001 1 _000111_ _00111_ _0 0111_ _000 11_ __0001 1_ _000011 .+abc+. +. .+a +abc+. .+abc+. .+abc+. . .+ab abc+. .+abc+. +. .+a _000111_ _ 00111_ _00 111_ _0001 1_ _000111 _000111_ 000111_ _0 0111_ _000 11_ _00011 _ _000111_ .+abc+. .+abc+ c+. .+ .+abc+. .+abc+. . .+ab abc+. .+abc+. .+abc_000111_ _00 111_ _0001 1_ _000111 _ _000111_ _000111_ 0000111_ _ 00111_ _00 111_ 00011 _ _00011_ +abc+. .+abc+. . .+aa +abc+. .+abc+. +. .+a +abc+. .+abc+. .+abc+00111_ _001 1_ _00111_ __000111_ _000111_ __000111_ 0000111_ _ 00111_ _00 111_ 00011 _00011_ bc+. . .+abc+. .+abcc bbc+. .+abc+. +. .+a +abc+. .+abc+ .+ab+. 011_ _00111 _000111_ 000111_ __ 000111_ _ 0000111__ 0000111_ _ 000111_ _0 111_ _00011 _000111 _ +. +ab abc+. .+abc+.. c+. . .++abc+. +. .+ .+bc+. .+bc+. .abc+. 11_ _00011_ 000111 _00 1111_ _000 0111_ _00 0001111_ _ 0000111_ _ 000111_ _0 111_ _00011 _00111_ _0 .+abc+ +. .+a .++abc+. .. .+ .+abbc+. ++. .+ .+abc+. +abc+. .abc+. _ _00111 _ 111_ _0001 1_ _000011 11_ _0000 001111_ __ 0000111_ 000111_ _0 111_ _00011 _00011_ _00 .+abc+. .+abc abc++. .+a ..+abcc+. c+. .+ .+abc+. .+ab+. +abc+ _00011_ _00 1_ _00111_ _0001111_ _ _000011 11111_ _0 0000111__ _000111_ _ 111_ _00011 _0011_ 000 +abc+. .+abc+.. c+. .++ab .+aabc++. c+. . .+abc+. .+ac+. .abc. ._00111 _001 000111_ 0001111_ _ _000001111 111__ _00 00001111_ _000111_ _ 111_ _00011 00111 _001 .+bc+. .+abc+. . .++ ..+abbc .++abbc+.. c+.. . .+bc+. .abc+ abc. .a0011_ _00111 000111_ 00 0111_ _00 000011111_ 11__ _000 00001111_ _000111_ _ 111_ _00011 0011_ _0011 ac+. .+ abc+. ..+aab ..+aabcc+ ..+aabcc+. cc+. . .+ab+. +abc. bc+ +ab011_ _0011_ 0111 _0001 11_ _00001 001111__ __ __0000 00001111_ _000111_ _ 111_ _00111 011_ 00111 c. .+bc c+. .+ .+aabcc+ .++aabcc++. .++abbc++. bc+. .+abc. .+ac+. . c+ +ac+ 0011_ _001 _ _000111_ _ _000001 000011111__ 11111__ __ _0000111_ 000111_ _00 00011_ _0 _0011 000bc. .+ac+ .+abc+ c+.. ..+ .. .+aa .+abc+. .+ac+. ac+. +ac 111 _00111 _000111_ __00001111 0011111__ 11111_ _0 _0000111_ _00111_ _00 _0011_ 00 _0011 0011+. .abc. .+ab+. . ..+ .++aa ..+ .+aa .+abc+. .+ac+. bc. .ab+ 1_ _00111_ 00111_ _00 000011111_ 11111__ 1111__ __0 __000111_ _00111_ _00 _0011_ _00 0011_ _011_. +ab+. .+ac+. .+abb .++aabbc ..++ .++a .+abc+. .+bc+ b+. .+bc. _0011_ _0 111_ _0001 011111_ 11__ __ 111__ __0 __0001111_ _00111_ _00 _0011 001 011_ _001_ +ac+ +ac+. .+aabc++ ..+aabbcc++ ..++aa .++a .+abc+ .+bc+ c. .ac+ _0011_ 000 _ _0000111 111__ __0 _ __000 11__ __00 _0000111_ _00111_ _00 0011_ _001 01_ _0011 _ +bc. . b+. .+a ..+abcc+.. aabbcc++.. ...+++aab ..+a .+abc+. .abc. . +. .+b+. 0011_ _0011 _0001111_ __ __0000 __000000 ___ __00 _0000111_ _00111_ _00 _0011_ _001 11 _0011 _0 +bc. +a . .+abc abbc+.. bcc++.. ..+++aaabbb ..+a .+abc+. .ab+. . . +ac. 11_ _00111 000111__ _ __0000011 __000000001 _ ___00 _0000111_ _00111 _00 _0011 0011 1_ 0011 00 +bc. +bc .+abc+. cc+. ++.. +++aaabbbcc ..+a .+abc+. +ab+. + . .+b+ 1_ _0011_ _ 0111_ _00 _0000011111 00000001111 ___000 _0000111_ _00111 _00 _011_ _0011 _ _011_ 001+bc. .+b+. +abc+. .. . . aaabbbcccc+ ..+a .+abc+. +ac+ + +ac. 00111 00 11_ _00001 000111111__ 00011111111 ___0000 __000111_ _0011_ 000 0011_ _011_ _001_ _011ac. .ab+. .abc+. .++ bbbcccc++++ ..+a .+abc+. .+bc. .+ .+b+ _0011_ _001 _ _0000111 011111__ 111111111__ _____00000 __000111_ _0011_ _001 0011 0011 0011 _011_c. .ab+ +ac+. ..+aab ...+ ccc+++++... ..+a .+abc+. .abc. .a +ac. . 0011 00011 _0000111__ 111__ __ 1111____ _____0000000 __000111_ 00011_ _001 011_ _001_ _011_ 001_ . .ab+ b+. .+ .++abbcc ..+++aa ++....... ..+a .+abc+ +ab+. +a .+b+ + 011 001_ _0 000111_ _ __000011111 00011111111 _________ 000111111_ _00011_ _ 1_ _0011 _0 0011 _001_ ac. .+bc c+. . ccc++++.... abcc+. .+bc. . +. .+b+. c. +ac. 01_ 001_ _01 00111_ _00 000011111__ 1111111___ __000000000 001111111_ _00111_ _ _ 0011_ _0 001_ 0011 _ c. +ab+. . .+ .. ++.... abcc+. .ab+. . + .ac+ + .ac. 1_ 001_ _011 011_ _0001 0011111__ 1111__ 00000000000 001111111_ _00111 _ _ _0011 00 011 _001_ 0 . .+bc+ .++a ..++ . abcc+. .+ac+. + . +bc. . +b+ .

Derivative Price

Tier 1

Snapshot of mark, index, and last trade prices with interval percentage changes and pairwise divergence ratios.

Key fields

Last PriceIndex PriceMark PriceMark/Index % Change Ratio

Highlighted Metrics

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.

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.

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.

mark_price

Mark Price

Mark Price is the exchange reference price used for risk, liquidation, and many internal controls.

It often matters more than the last traded print when you care about margin behavior or the true state of the derivatives venue.

index_price

Index Price

Index Price represents the external reference basket that the derivative is ultimately trying to track.

It provides the cleanest anchor for judging whether the contract is rich, cheap, or simply reacting to the broader market.

last_price_pct_change

Last Price % Change

Last Price % Change gives the immediate traded move seen by market participants on the venue.

It is the most reactive of the price-change measures and therefore tends to pick up local bursts before slower references catch up.

mark_index_pct_change_ratio

Mark/Index % Change Ratio

This ratio compares how quickly the mark price moved relative to the underlying index reference.

Values above or below one indicate that the venue mark is leading or lagging the external market move.

mark_last_pct_change_ratio

Mark/Last % Change Ratio

Mark/Last % Change Ratio compares the stability-focused mark with the more reactive last trade.

When the two diverge meaningfully, the venue is effectively saying that the latest print should not be taken fully at face value for risk purposes.

Use Cases

Funding rate regime analysis

Detect crowded positioning and carry opportunities by monitoring funding rate levels and predicted-vs-realized spread dynamics.

Open interest divergence signals

Identify leverage build-up and potential liquidation cascades from OI/price divergences before they materialize.

Basis trading & arbitrage

Model perp-spot basis and mark-to-trade spread to evaluate and monitor basis trading strategies in real time.

Market stress indicators

Aggregate OI volatility and funding rate extremes into composite stress indicators for risk management overlays.

Directional prediction from mark/index dislocations

Use mark-to-index price change ratios as leading indicators of short-term directional pressure in perp markets.

Get started in minutes

curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | bash
github ↗
terminal
# Install the CLI
curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | bash

# Fetch the preview slice as Parquet into ./data — no API key needed
aperiodic flow --preview \
  --exchange binance-futures \
  --symbol perpetual-BTC-USDT:USDT \
  --interval 1h \
  --start-date 2024-01-01 \
  --end-date 2024-01-31 \
  --output-dir ./data
Preview · binance-futures · perpetual-BTC-USDT:USDT · 1h · 2024-01-01 → 2024-01-31
df.head() · 5 × 37
#timetaker_buy_volumetaker_sell_volumetaker_buy_counttaker_sell_countvolume_deltavolume_delta_notionalflow_entropyflow_toxicity_scoretaker_buy_sell_ratiotaker_buy_sell_count_ratiotaker_buy_sell_percentagetaker_buy_sell_count_percentagetaker_buy_small_order_volumetaker_buy_small_order_counttaker_buy_medium_order_volumetaker_buy_medium_order_counttaker_buy_large_order_volumetaker_buy_large_order_counttaker_sell_small_order_volumetaker_sell_small_order_counttaker_sell_medium_order_volumetaker_sell_medium_order_counttaker_sell_large_order_volumetaker_sell_large_order_counttaker_buy_small_order_percentagetaker_buy_medium_order_percentagetaker_buy_large_order_percentagetaker_sell_small_order_percentagetaker_sell_medium_order_percentagetaker_sell_large_order_percentagetaker_buy_small_order_count_percentagetaker_buy_medium_order_count_percentagetaker_buy_large_order_count_percentagetaker_sell_small_order_count_percentagetaker_sell_medium_order_count_percentagetaker_sell_large_order_count_percentage
12024-01-01 00:00:004687.976074218753771.50097656254650041778916.4749755859375388712680.68726718425750731.24300014972686771.11302602291107180.55416858196258540.526745080947876138008.609375268497904352641818910536017398117024.32812518978532792241711515127201571029.4388465881347662088.414062540338.3789062531.0285816192626952262.43920898437540173.05468750.0577204301953315730.56812900304794310.37415054440498350.045406673103570940.5785580873489380.37603524327278137
22024-01-01 01:00:004783.8378906254259.57324218754938640965524.2650146484375223910960.6914658546447754-0.51.12307918071746831.20556569099426270.52898597717285160.5466015934944153140995.4375283810853161283161931864321823277478.26562512409094397236051726176161612029.4732894897460942268.71411132812540383.148437518.1892089843752135.04882812540524.6250.0574656799435615540.57336086034774780.369173437356948850.0302697420120239260.5762236118316650.39350664615631104
32024-01-01 02:00:002141.2590332031252511.808105468752448528065-370.54901123046875-157790900.68997293710708620.94617903232574460.85247713327407840.87243896722793580.4601822495460510.4659371972084045481757.617187515945058392.51306686080624982542772.0781256856032806.5165781009242881080238.1820297241210942362.34497070312540200.937517.028402328491212401.778320312540179.93750.065101079642772670.53363281488418580.401266068220138550.0244076251983642580.59070014953613280.38489222526550293
42024-01-01 03:00:003501.1320800781254618.7480468753615748188-1117.615966796875-474773440.683644711971283-0.170257717370986940.75802618265151980.75033205747604370.431180268526077270.42867982387542725109771.179687521607630267.5201431407325121385478518.9765625125310414373292961854570081763931.3530521392822272179.3715820312540196.289062517.000055313110352254.8041992187540153.089843750.059739470481872560.55709820985794070.383162319660186770.0260023251175880430.60795217752456670.3660454750061035
52024-01-01 04:00:003155.4318847656253201.104003906253664031386-45.672000885009766-1877300.750.69312137365341190.0265556294471025470.985732376575471.1673995256423950.49640744924545290.5386176109313965150556.92187530427435109201351260489201346359707.238281259466590907187841288612721165647.713569641113282356.28881835937539946.6445312518.6520767211914062058.94799804687540255.25781250.083024017512798310.54953604936599730.367439955472946170.0301408264786005020.59848338365554810.37137576937675476

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11_ _00011 111__ __00 000001111_ ..+cbba+ .++abc c+. +a bc+ .+a c. .abc .+ac+. . .+ab .+abcc+. ++. _0000111_ _000111_ _ 0111 _0001 _00111 _0 1_ _00011_ 0111_ _000 11_ _00001 111_ _000 0001111_ .++cba++.. .+abc+. . +abc +. .+bc + .+ab+ .+abc. +. .+a .+abcc+. +. . 001111_ _0 00111_ _00 11 _00011_ _00111 _00 1 _00011_ 0111_ _000 11_ _00001 111_ _0000 01111_ _0.+ccba+...+a .+abc++. .+abc+. +abc+ . +abc+ .+abc+ +. .+a .+abcc+. . .+ 111_ _0000 11_ _00011 _000111_ 0011_ _000 _ _00111_ 00111_ _000 111_ _0001 11_ _0001 111__ _000ccba+..+aabc abc+. .+abc+. .+ab+. .+ac+. .+abc+ +. .+a .+abcc+. ..+a 1_ _000111 _ _000111_ _000111_ 0 011_ _0001 _ _000111_ 00111_ _00 111_ _0001 11_ _00001 11_ _00001ba+..+abcc+. +. .+ .+bc+. .+abc+. .+abc+. .+abc+ c+. .+ .+abc++. .++ab _ _0001111_ _000111_ 000111_ _0 111_ _0001 1 _000111_ _00111_ _0 0111_ _000 11_ __0001 1_ _000011 .+abc+. +. .+a +abc+. .+abc+. .+abc+. . .+ab abc+. .+abc+. +. .+a _000111_ _ 00111_ _00 111_ _0001 1_ _000111 _000111_ 000111_ _0 0111_ 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