Last updated
Last updated
This endpoint returns exchange-provided metrics such as open interest, funding rates, and option greeks.
Information from this endpoint can be accessed through Google BigQuery. To get started, read our .
timestamp
Timestamp at which the interval begins. In milliseconds.
1650441900000
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)
5270648
open_interest
The total outstanding number of contracts (units in which open interest metrics are quoted vary by exchange)
1127623
funding_rate
The current funding rate.
-0.0000756735759807
predicted_funding_rate
The predicted funding rate for the next period.
-0.0000845044644161
timestamp
Timestamp at which the interval begins. In milliseconds.
1650441900000
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)
5270648
open_interest
The total outstanding number of contracts (units in which open interest metrics are quoted vary by exchange)
1127623
time_to_expiry
The number of minutes remaining before expiry.
41504
nearby
The soonest expiring contract with the same base & quote asset on the specified exchange
boolean value
quarterly_nearby
The soonest expiring quarterly contract with the same base & quote asset on the specified exchange
boolean value
timestamp
Timestamp at which the interval begins. In milliseconds.
1650441900000
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)
5270648
open_interest
The total outstanding number of contracts (units in which open interest metrics are quoted vary by exchange)
1127623
time_to_expiry
The number of minutes remaining before expiry.
41504
nearby
The soonest expiring contract with the same base & quote asset on the specified exchange
boolean value
quarterly_nearby
The soonest expiring quarterly contract with the same base & quote asset on the specified exchange
boolean value
ask_iv
Implied volatility for the best ask.
57.5
bid_iv
Implied volatility for the best bid.
65.4
mark_iv
The implied volatility for the mark price.
69.42
delta
The delta value for the option.
0.8841
gamma
The gamma value for the option.
0.00003
rho
The rho value for the option.
21.26122
theta
The theta value for the option.
-26.18193
vega
The vega value for the option.
2.36321
Derivatives risk endpoint
region
Yes
Choose between eu
and us
.
exchange
Yes
Should be one of the exchanges currently supported
okex
instrument_class
Yes
future
, perpetual-future
, or option
future
instrument
Yes
btcusdt250117
interval
No
Interval period (can be one of 1m
, 1h
, 4h
, and 1d
). Default 1m
When you query data using aninterval
greater than one minute, we'll return the data from the last minute of that time period. For example, if you query data for 09:00
with the interval
set at 1h
, we'll return data from 09:59
(since that's the last minute of the 09:00-10:00 hour period).
1h
page_size
No
Number of snapshots to return data for. (default: 100, min: 1, max: 1000). See Pagination
10
sort
No
Return the data in ascending (asc) or descending (desc) order. Default desc
asc
start_time
No
Starting time in ISO 8601 (inclusive).
2025-01-01T00:00:00.000Z
end_time
No
Ending time in ISO 8601 (exclusive).
2025-01-04T00:00:00.000Z
Instrument code
.
See
One instrument returned per query.