# Exchange-provided metrics
## What is this dataset for?
Data from Derivatives Risk Indicators, with the data for risk and price.
### File Structure Details
* File Name: \[kaiko\_exchange\_code]\_\[instrument\_symbol]\_derivatives\_full\_\[date].csv
* Files are created on a daily basis.
* example: bbit\_xrpusdt\_derivatives\_full\_2023\_05\_30.csv
* Cut-off time: `00:00:00 UTC`
* A file contains the minutely data from the mid-night (`00:00:00`) to the 1 mintue before the mid-night (`23:59:00`).
* Column Delimeter: , (comma)
* Decimal Mark (in numbers): . (dot)
### Fields: Perpetual-Future
| Column | Description | Example |
| ------------------------ | --------------------------------------------------------------------------------------------------------------------------------------------------------- | ------------ |
| `timestamp` | The starting timestamp of the time interval, expressed in Unix Timestamp (in seconds) | `1736121600` |
| `24h_volume` | The volume of the trades executed in the last 24 hours (can be in base\_asset, quote\_asset or the number of contracts) | `1849370` |
| `open_interest` | The total outstanding number of contracts (units in which open interest metrics are quoted vary by exchange) | `18.154` |
| `ask` | The price of the best ask within one minute interval | `0.4941` |
| `bid` | The price of the best bid within one minute interval | `0.4940` |
| `ask_amount` | The amount of the best ask, associated with the best ask price. | `8.2` |
| `bid_amount` | The amount of the best bid, associated with the best bid price. | `4.4` |
| `funding_rate` | `perpetual-future` only. The current funding rate. | `0.00020546` |
| `mark_price` | The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation. | `39713.5` |
| `predicted_funding_rate` | `perpetual-future` only. The predicted funding rate for the next period. | `0.00010447` |
| `price` | Most recent traded price of derivative contract | `39767` |
| `index_price` | The price of the underlying index, often as a weighted average across multiple exchanges' spot prices | `39745.9` |
### Fields: Future
| Column | Description | Example |
| ------------------------ | --------------------------------------------------------------------------------------------------------------------------------------------------------- | -------------------------------- |
| `timestamp` | The starting timestamp of the time interval, expressed in Unix Timestamp (in seconds) | `1685405460` |
| `24h_volume` | The volume of the trades executed in the last 24 hours (can be in base\_asset, quote\_asset or the number of contracts) | `1849370` |
| `ask` | The price of the best ask within one minute interval | `0.4941` |
| `bid` | The price of the best bid within one minute interval | `0.4940` |
| `funding_rate` | `perpetual-future` only. The current funding rate. | `0.00020546` |
| `mark_price` | The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation. | `39713.5` |
| `predicted_funding_rate` | `perpetual-future` only. The predicted funding rate for the next period. | `0.00010447` |
| `price` | Most recent traded price of derivative contract | `39767` |
| `index_price` | The price of the underlying index, often as a weighted average across multiple exchanges' spot prices | `39745.9` |
| `settlement_price` | Settlement price calculated at the end of the trading day for the contract. | `106610` |
| `settlement_timestamp` | Time of calculated settlement price | `2025-01-06T22:37:40.863147599Z` |
### Fields: Option
| Column | Description | Example |
| ------------------------ | --------------------------------------------------------------------------------------------------------------------------------------------------------- | -------------------------------- |
| `timestamp` | The starting timestamp of the time interval, expressed in Unix Timestamp (in seconds) | `1736121600` |
| `ask_iv` | Implied volatility for the best ask. | `51.08` |
| `bid_iv` | Implied volatility for the best bid. | `48.73` |
| `mark_iv` | The implied volatility for the mark price. | `50.03` |
| `expiry` | Expiration date of the contract | `1736467200000000000` |
| `strike_price` | The strike price of the contract in USD | `100000` |
| `24h_volume` | The volume of the trades executed in the last 24 hours (can be in base\_asset, quote\_asset or the number of contracts) | `1849370` |
| `ask` | The price of the best ask within one minute interval | `0.4941` |
| `bid` | The price of the best bid within one minute interval | `0.4940` |
| `ask_amount` | The amount of the best ask, associated with the best ask price. | `50.6` |
| `bid_amount` | The amount of the best bid, associated with the best bid price. | `41.9` |
| `funding_rate` | `perpetual-future` only. The current funding rate. | `0.00020546` |
| `mark_price` | The mark price of the contract. It is used for calculating profit and loss (PnL) and liquidation price. Designed to be fair and avoid price manipulation. | `39713.5` |
| `predicted_funding_rate` | `perpetual-future` only. The predicted funding rate for the next period. | `0.00010447` |
| `price` | Most recent traded price of derivative contract | `39767` |
| `index_price` | The price of the underlying index, often as a weighted average across multiple exchanges' spot prices | `39745.9` |
| `delta` | The delta value for the option. | `0.41797` |
| `gamma` | The gamma value for the option. | `0.00007` |
| `rho` | The rho value for the option. | `4.7103` |
| `theta` | The theta value for the option. | `-242.50719` |
| `vega` | The vega value for the option. | `42.00295` |
| `underlying_index` | Name of the underlying asset | `BTC-10JAN25` |
| `settlement_price` | Settlement price calculated at the end of the trading day for the contract. | `24.5` |
| `settlement_timestamp` | Time of calculated settlement price | `2025-01-06T22:37:14.785498411Z` |