Derivatives

Funding, open interest, basis, and mark, index and last price for every perp, with the candles beside them.

6 datasets

Funding

What longs pay shorts, every perp

BTC funding on Binance was positive 90% of May, with a high of 0.0100% per 8 hours.

3 fields · ProBTC now +0.0100%

Basis

Perp price against its index, in bps

BTC's mark price on Binance sat below its index in 99.9% of May's 5-minute bars.

8 fields · ProBTC now -3.90 bps

Open interest

Contracts held open, and how fast it changes

BTC open interest on Binance rose 15.8% in May, yet its hours split almost evenly four ways.

4 fields · Pro

Derivative price

Last, mark and index, and how far apart

BTC's last price closed a median 0.097 bps from its mark in May. On the widest bar the gap was 12.7 bps.

9 fields · Pro

VWAP / TWAP

Size-weighted and plain average trade price

On BTC's busiest bars, VWAP sat 4.9× further from TWAP than on its quietest.

2 fields · Pro

Candlesticks

Candles and volume, built from every trade

A median 5-minute bar of BTC traded 3.9× as much at 14:00 UTC as at 21:00.

6 fields · ProBTC now 76,573.5

Fields to start with

funding_rate: Last funding rate observed in the interval; Funding
basis_bps: Last mark-versus-index spread in basis points of the index price; Basis
open_interest_pct_change: Percentage change in open interest from the first value to the last value in the interval; Open interest
oi_price_change_ratio: Open-interest return divided by mark-price return over the interval; Open interest
mark_price: Last mark price observed in the interval; Derivative price
vwap: Trade-size-weighted average price in the interval; VWAP / TWAP

What it's used for

Carry

Funding and basis for each perp, to price what holding a position costs.

Positioning

Open interest and how it moves against price: leverage building up or coming off.

Mark and index

Mark, index and last price for each perp, and how far apart they move.

Candles

OHLCV, VWAP and TWAP from every trade, on the same bars as everything else.

Every field, with its endpoint and code, is in the Data Catalog.