RWA · Stock perp

Microsoft (MSFT) perps

Name: Microsoft (MSFT) perpetual futures data
Creator: Aperiodic
License: https://aperiodic.io/licensing

Funding, basis, open interest, liquidity and order flow for the Microsoft perpetuals on Binance, Hyperliquid and OKX, point in time, through the same API as crypto.

Open in the markets dashboard Quick start

Now

Every MSFT contract on the public tape, 15 minutes behind, as of 19:20 UTC. Depth, spread and buy/sell cover the last 24 hours.

Venue	Atlas ID	Price	24h	Open interest	Funding	Basis, bps	Spread, bps	Top depth	Buy/sell
Binance	perpetual-MSFT-USDT:USDT	522.380	-1.32%	$17.8M	0.0000%	-5.05	0.19	$1.4K	1.03
Hyperliquid	perpetual-XYZ:MSFT-USDC:USDC	521.490	-1.37%	$22.9M	-0.0011%	-5.56	1.34	$11.2K	0.94
OKX	perpetual-MSFT-USDT:USDT	522.210	-1.39%	$3.9M	0.0000%	-4.79	1.14	$432	0.83

Quick start

pip install "aperiodic[polars]"

pypi ↗

example.py

from datetime import date
from aperiodic import get_metrics

# Microsoft (MSFT), `basis`, hourly, on 3 venues
for exchange, symbol in [
    ("binance-futures", "perpetual-MSFT-USDT:USDT"),
    ("hyperliquid-perps", "perpetual-XYZ:MSFT-USDC:USDC"),
    ("okx-perps", "perpetual-MSFT-USDT:USDT"),
]:
    df = get_metrics(
        api_key="YOUR_API_KEY",
        metric="basis",
        exchange=exchange,
        symbol=symbol,
        interval="1h",
        timestamp="exchange",
        start_date=date(2026, 9, 30),
        end_date=date(2026, 10, 30),
    )
    print(exchange, df.head())

prompt for your agent

Read https://aperiodic.io/start.md and follow it. Then, for the Microsoft (MSFT) perps on Binance, Hyperliquid and OKX over the last 30 days: how does the premium over the stock (`basis`, `funding`) behave overnight and at weekends, while its market is shut?

Datasets

BasisPerpetual futures mark price premium over index price (basis) and last trade price, in absolute and basis-point terms.FundingFunding rate and update frequencies for perpetual futures contracts.L1 LiquiditySpread (absolute and bps), depth, dollar depth — instantaneous and interval-averaged.Flow MetricsDirectional order flow split by taker buy vs. sell, broken into small/medium/large notional segments, with a flow toxicity score.

RWA · Stock perp

Microsoft (MSFT) perps

Funding, basis, open interest, liquidity and order flow for the Microsoft perpetuals on Binance, Hyperliquid and OKX, point in time, through the same API as crypto.

Open in the markets dashboard Quick start

Now

Every MSFT contract on the public tape, 15 minutes behind, as of 19:20 UTC. Depth, spread and buy/sell cover the last 24 hours.

Venue	Atlas ID	Price	24h	Open interest	Funding	Basis, bps	Spread, bps	Top depth	Buy/sell
Binance	perpetual-MSFT-USDT:USDT	522.380	-1.32%	$17.8M	0.0000%	-5.05	0.19	$1.4K	1.03
Hyperliquid	perpetual-XYZ:MSFT-USDC:USDC	521.490	-1.37%	$22.9M	-0.0011%	-5.56	1.34	$11.2K	0.94
OKX	perpetual-MSFT-USDT:USDT	522.210	-1.39%	$3.9M	0.0000%	-4.79	1.14	$432	0.83

Quick start

pip install "aperiodic[polars]"

pypi ↗

example.py

from datetime import date
from aperiodic import get_metrics

# Microsoft (MSFT), `basis`, hourly, on 3 venues
for exchange, symbol in [
    ("binance-futures", "perpetual-MSFT-USDT:USDT"),
    ("hyperliquid-perps", "perpetual-XYZ:MSFT-USDC:USDC"),
    ("okx-perps", "perpetual-MSFT-USDT:USDT"),
]:
    df = get_metrics(
        api_key="YOUR_API_KEY",
        metric="basis",
        exchange=exchange,
        symbol=symbol,
        interval="1h",
        timestamp="exchange",
        start_date=date(2026, 9, 30),
        end_date=date(2026, 10, 30),
    )
    print(exchange, df.head())

prompt for your agent

Read https://aperiodic.io/start.md and follow it. Then, for the Microsoft (MSFT) perps on Binance, Hyperliquid and OKX over the last 30 days: how does the premium over the stock (`basis`, `funding`) behave overnight and at weekends, while its market is shut?

Microsoft (MSFT) perps

Now

Quick start

Datasets

More RWA perps

Microsoft (MSFT) perps

Now

Quick start

Datasets

More RWA perps