RWA · Stock perp
| Venue | Atlas ID | Price | 24h | Open interest | Funding | Basis, bps | Spread, bps | Top depth | Buy/sell |
|---|---|---|---|---|---|---|---|---|---|
| Binance | perpetual-SAMSUNG-USDT:USDT | 161.710 | -5.73% | $25.7M | -0.0231% | +20.5 | 0.61 | $6.9K | 0.97 |
| OKX | perpetual-SAMSUNG-USDT:USDT | 161.700 | -5.70% | $3.4M | -0.0929% | +17.3 | 0.61 | $1.7K | 1.09 |
pip install "aperiodic[polars]"from datetime import date
from aperiodic import get_metrics
# Samsung (SAMSUNG), `basis`, hourly, on 2 venues
for exchange, symbol in [
("binance-futures", "perpetual-SAMSUNG-USDT:USDT"),
("okx-perps", "perpetual-SAMSUNG-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())Read https://aperiodic.io/start.md and follow it. Then, for the Samsung (SAMSUNG) perps on Binance 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?