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
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
ask_amount	The amount of the best ask, associated with the best ask price.
bid_amount	The amount of the best bid, associated with the best bid price.
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