Derivatives Metrics
What is this CSV for?
A CSV file of Derivatives Metrics, 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)
Column | Description | Example |
---|---|---|
| The starting timestamp of the time interval, expressed in Unix Timestamp (in seconds) |
|
| The volume of the trades executed in the last 24 hours (can be in base_asset, quote_asset or the number of contracts) |
|
| The price of the best ask within one minute interval |
|
| The price of the best bid within one minute interval |
|
| The amount of the best ask, associated with the best ask price. | |
| The amount of the best bid, associated with the best bid 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. |
|
|
|
|
| Most recent traded price of derivative contract |
|
| The price of the underlying index, often as a weighted average across multiple exchanges' spot prices |
|
Last updated