Derivatives contract details
What is this endpoint for?
This endpoint provides details of the contracts, including base asset, quote asset, contract size, contract size unit, listing_timestamp, expiry, strike price, and underlying index.
Endpoint
https://<eu|us>.market-api.kaiko.io/v2/data/derivatives.v2/reference
Path Parameters
region
Yes
Choose between eu
and us
.
Query Parameters
exchange
Yes
Should be one of the exchanges currently supported
okex
instrument_class
Yes
future
, perpetual-future
, or option
future
instrument
No
Instrument code
.
See Exchange trading pair codes (instruments)
ethusd220624
, btc*220624
, *usdt
, btc*may22*
base_assets
No
For finding the instruments with the certain base asset
btc
, eth
quote_assets
No
For finding the instruments with the certain quote asset
usd
, usdt
option_type
No
option
only. For finding either only the call options or put options
C
, P
min_strike
No
option
only. Used to retrieve options whose strike price is above this minimum value (exclusive/inclusive)
10000
max_strike
No
option
only. Used to retrieve options whose strike price is below this maximum value (exclusive/inclusive)
90000
start_time
Deribit exchange only
No
future
& option
only. Used to retrieve futures and options that expire after this date and time (inclusive)
2022-06-23T00:01:00.000Z
end_time
Deribit exchange only
No
future
& option
only. Used to retrieve futures and options that are listed before this date and time (exclusive)
2022-06-25T23:59:00.000Z
page_size
No
Number of snapshots to return data for. (default: 1000, min: 1, max: 1000). See Pagination
500
Fields: Perpetual-Future
exchange
The exchange where the specified instrument is being traded
binc
instrument_class
Shows wether the specified instrument is future
, perpetual-future
or option
perpetual-future
instrument
The specified instrument
btc-usdc
base
The base asset of the instrument
btc
quote
The unit in which the instrument is quoted
usdc
contract_size
Size of the contract
1
contract_size_unit
Unit in which contract is denominated
btc
listing_timestamp
Date listed by exchange
2024-01-03 12:30:00 UTC
funding_rate_frequency
Interval at which the funding rate is paid
8h
Fields: Future
exchange
The exchange where the specified instrument is being traded
okex
instrument_class
Shows wether the specified instrument is future
, perpetual-future
or option
future
instrument
The specified instrument
btcusdt250117
base
The base asset of the instrument
btc
quote
The unit in which the instrument is quoted
usdt
contract_size
Size of the contract
0.01
contract_size_unit
Unit in which contract is denominated
btc
listing_timestamp
The timestamp when a certain option instrument is listed on the exchange
2025-01-03 08:10:00 UTC
expiry
Expiration date of the contract
2025-01-17 08:00:00 UTC
Fields: Option
exchange
The exchange where the specified instrument is being traded
drbt
instrument_class
Shows wether the specified instrument is future
, perpetual-future
or option
option
instrument
The specified instrument
btc10dec21100000c
base
The base asset of the instrument
btc
quote
The unit in which the instrument is quoted
usd
contract_size
Size of the contract
1
contract_size_unit
Unit in which contract is denominated
btc
listing_timestamp
The timestamp when a certain option instrument is listed on the exchange
2021-11-18 08:16:00 UTC
expiry
Expiration date of the contract
2021-12-10 08:00:00 UTC
strike_price
The strike price of the contract in USD.
30000
underlying_index
Name of the underlying asset
BTC-10DEC21
Request examples
curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/derivatives.v2/reference?exchange=drbt&instrument_class=option&base_assets=btc&page_size=50'```python
Response example
{
"query": {
"exchange": "drbt",
"instrument_class": "option",
"base_assets": [
"btc"
],
"page_size": "50",
"data_version": "v2",
"commodity": "derivatives",
"request_time": "2022-11-30T15:26:49.66Z"
},
"time": "2022-11-30T15:26:55.623Z",
"timestamp": 1669822015623,
"data": [
{
"exchange": "drbt",
"instrument_class": "option",
"instrument": "btc10apr204750c",
"base": "btc",
"quote": "usd",
"contract_size": "1",
"contract_size_unit": "btc",
"listing_timestamp": "2020-03-28 03:21:00 UTC",
"expiry": "2020-04-10 08:00:00 UTC",
"strike_price": "4750",
"underlying_index": "SYN.BTC-10APR20"
},
/*---*/
],
"result": "success",
"continuation_token": "VHoT1C16LjCmtrfParGdwd4mVJnV1Qaqx5AMgXWsYawuiw68Qfymdf215NBcg9LzPJNxA9cZsBjB5S8JBHd8Giw2qoFDFvJ1tP3M5",
"next_url": "https://us.market-api.kaiko.io/v2/data/derivatives.v2/reference?continuation_token=VHoT1C16LjCmtrfParGdwd4mVJnV1Qaqx5AMgXWsYawuiw68Qfymdf215NBcg9LzPJNxA9cZsBjB5S8JBHd8Giw2qoFDFvJ1tP3M5",
"access": {
"access_range": {
"start_timestamp": 1646006400000,
"end_timestamp": null
},
"data_range": {
"start_timestamp": null,
"end_timestamp": null
}
}
}
Searching for contracts (Deribit exchange only)
You can get a list of all the futures or options that can be traded between two specific times by using the start_time
and end_time
settings. For instance, if you're interested in all the futures or options that can be traded between October 1, 2022, and October 2, 2022, you would set start_time as 2022-10-01T00:00:00.000Z
and end_time as 2022-10-03T00:00:00.000Z
. If you want to find futures or options that were traded at a specific time, simply use the same time for both start_time
and end_time
. If you only provide one of the start_time
or end_time
, the other one will be automatically determined as shown in the table below.
Given
Given
start_time (ISO 8601)
and end_time (ISO 8601)
are the specified datetime respectively
Given
Not given
end_time (ISO 8601)
= start_time (ISO 8601)
+ 1 day
Not given
Given
start_time (ISO 8601)
= end_time (ISO 8601)
- 1 day
Not given
Not given
all the instruments will be shown regardless of dates
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