RWA · ETF perp

Nasdaq 100 ETF (QQQ) perps

Name: Nasdaq 100 ETF (QQQ) perpetual futures data
Creator: Aperiodic
License: https://aperiodic.io/licensing

Funding, basis, open interest, liquidity and order flow for the Nasdaq 100 ETF perpetuals on Binance and OKX, point in time, through the same API as crypto.

Open in the markets dashboard Quick start

Now

Every QQQ 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-QQQ-USDT:USDT	689.570	-3.52%	$95.7M	+0.0505%	+10.9	0.14	$67.6K	0.87
OKX	perpetual-QQQ-USDT:USDT	689.550	-3.51%	$29.0M	+0.0580%	+13.1	0.14	$35.0K	0.85

Quick start

pip install "aperiodic[polars]"

pypi ↗

example.py

from datetime import date
from aperiodic import get_metrics

# Nasdaq 100 ETF (QQQ), `basis`, hourly, on 2 venues
for exchange, symbol in [
    ("binance-futures", "perpetual-QQQ-USDT:USDT"),
    ("okx-perps", "perpetual-QQQ-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 Nasdaq 100 ETF (QQQ) perps on Binance and OKX over the last 30 days: how does the premium over the ETF (`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 · ETF perp

Nasdaq 100 ETF (QQQ) perps

Funding, basis, open interest, liquidity and order flow for the Nasdaq 100 ETF perpetuals on Binance and OKX, point in time, through the same API as crypto.

Open in the markets dashboard Quick start

Now

Every QQQ 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-QQQ-USDT:USDT	689.570	-3.52%	$95.7M	+0.0505%	+10.9	0.14	$67.6K	0.87
OKX	perpetual-QQQ-USDT:USDT	689.550	-3.51%	$29.0M	+0.0580%	+13.1	0.14	$35.0K	0.85

Quick start

pip install "aperiodic[polars]"

pypi ↗

example.py

from datetime import date
from aperiodic import get_metrics

# Nasdaq 100 ETF (QQQ), `basis`, hourly, on 2 venues
for exchange, symbol in [
    ("binance-futures", "perpetual-QQQ-USDT:USDT"),
    ("okx-perps", "perpetual-QQQ-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 Nasdaq 100 ETF (QQQ) perps on Binance and OKX over the last 30 days: how does the premium over the ETF (`basis`, `funding`) behave overnight and at weekends, while its market is shut?

Nasdaq 100 ETF (QQQ) perps

Now

Quick start

Datasets

More RWA perps

Nasdaq 100 ETF (QQQ) perps

Now

Quick start

Datasets

More RWA perps