Exchange-provided metrics
What is this CSV for?
A CSV file of 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 UTCA 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
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
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
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
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