> For the complete documentation index, see [llms.txt](https://docs.kaiko.com/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.kaiko.com/rest-api/reference-data/derivatives-price-details.md).

# Derivatives price details

{% hint style="info" %}

### This data is included in the following Kaiko packages:

* **Reference Data** \[Advanced Tier]
  {% endhint %}

## What is this endpoint for?

This endpoint shows the mark price, index price, and price (last traded price) of a derivative.

### Endpoint

```http
https://eu.market-api.kaiko.io/v2/data/derivatives.v2/price
```

### Path Parameters

| Parameter | Required? | Example                       |
| --------- | --------- | ----------------------------- |
| `region`  | Yes       | Choose between `eu` and `us`. |

### Query Parameters

<table><thead><tr><th width="189">Parameter</th><th width="128">Required</th><th width="324">Description</th><th>Example</th></tr></thead><tbody><tr><td><code>exchange</code></td><td>Yes</td><td>Should be one of the exchanges currently supported</td><td><code>okex</code></td></tr><tr><td><code>instrument_class</code></td><td>Yes</td><td><code>future</code>, <code>perpetual-future</code>, or <code>option</code></td><td><code>future</code></td></tr><tr><td><code>instrument</code></td><td>Yes</td><td>Instrument <code>code</code>.<br><br>See <a data-mention href="broken://spaces/bvJkzmxJbcDMceEJsq2K/pages/o4ZunsQ4PYoKpO528Uxw">Broken link</a><br><br>One instrument returned per query.</td><td><code>btcusdt250117</code></td></tr><tr><td><code>interval</code></td><td>No</td><td>Interval period (can be one of <code>1m</code>, <code>1h</code>, <code>4h</code>, and <code>1d</code>). Default <code>1m</code><br><br>When you query data using an<code>interval</code> greater than one minute, we'll return the data from the last minute of that time period. For example, if you query data for <code>09:00</code> with the <code>interval</code> set at <code>1h</code>, we'll return data from <code>09:59</code> (since that's the last minute of the 09:00-10:00 hour period).</td><td><code>1h</code></td></tr><tr><td><code>page_size</code></td><td>No</td><td>Number of snapshots to return data for. (default: 100, min: 1, max: 1000).<br><br>See </td><td><code>10</code></td></tr><tr><td><code>sort</code></td><td>No</td><td>Return the data in ascending (<code>asc</code>) or descending (<code>desc</code>) order. Default <code>desc</code></td><td><code>asc</code></td></tr><tr><td><code>start_time</code></td><td>No</td><td>Starting time in ISO 8601 (inclusive).</td><td><code>2025-01-01T00:00:00.000Z</code></td></tr><tr><td><code>end_time</code></td><td>No</td><td>Ending time in ISO 8601 (exclusive).</td><td><code>2025-01-04T00:00:00.000Z</code></td></tr></tbody></table>

### Fields: Perpetual-Future

<table><thead><tr><th width="189">Field</th><th width="341">Description</th><th>Example</th></tr></thead><tbody><tr><td><code>timestamp</code></td><td>Timestamp at which the interval begins. In milliseconds.</td><td><code>1650441900000</code></td></tr><tr><td><code>index_price</code></td><td>The price of the underlying index, often as a weighted average across multiple exchanges' spot prices</td><td><code>39713.3</code></td></tr><tr><td><code>mark_price</code></td><td>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.</td><td><code>39745.9</code></td></tr><tr><td><code>price</code></td><td>Most recent traded price of derivative contract</td><td><code>39767</code></td></tr></tbody></table>

### Fields: Future

<table><thead><tr><th width="189">Field</th><th width="341">Description</th><th>Example</th></tr></thead><tbody><tr><td><code>timestamp</code></td><td>Timestamp at which the interval begins. In milliseconds.</td><td><code>1735850520000</code></td></tr><tr><td><code>index_price</code></td><td>The price of the underlying index, often as a weighted average across multiple exchanges' spot prices</td><td><code>97353.8</code></td></tr><tr><td><code>mark_price</code></td><td>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.</td><td><code>104276.62</code></td></tr><tr><td><code>price</code></td><td>Most recent traded price of derivative contract</td><td><code>104293.8</code></td></tr><tr><td><code>settlement_price</code></td><td>Settlement price calculated at the end of the trading day for the contract. CME Exchange only.</td><td><code>106610</code></td></tr><tr><td><code>settlement_timestamp</code></td><td>Time of calculated settlement price. CME Exchange only.</td><td><code>0.0065</code></td></tr></tbody></table>

### Fields: Option

<table><thead><tr><th width="189">Field</th><th width="341">Description</th><th>Example</th></tr></thead><tbody><tr><td><code>timestamp</code></td><td>Timestamp at which the interval begins. In milliseconds.</td><td><code>1735850520000</code></td></tr><tr><td><code>index_price</code></td><td>The price of the underlying index, often as a weighted average across multiple exchanges' spot prices</td><td><code>97508.58</code></td></tr><tr><td><code>mark_price</code></td><td>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.</td><td><code>0.0061</code></td></tr><tr><td><code>price</code></td><td>Most recent traded price of derivative contract</td><td><code>0.0065</code></td></tr><tr><td><code>settlement_price</code></td><td>Settlement price calculated at the end of the trading day for the contract. CME Exchange only.</td><td><code>106610</code></td></tr><tr><td><code>settlement_timestamp</code></td><td>Time of calculated settlement price. CME Exchange only.</td><td><code>0.0065</code></td></tr></tbody></table>

### Request examples

{% tabs %}
{% tab title="cURL" %}
{% code overflow="wrap" %}

```url
curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
  'https://eu.market-api.kaiko.io/v2/data/derivatives.v2/price?exchange=okex&instrument_class=perpetual-future&instrument=btc-usdt&page_size=2'
```

{% endcode %}
{% endtab %}

{% tab title="Python" %}
{% code overflow="wrap" %}

```python
##### 1. Import dependencies #####
import requests
import pandas as pd

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "okex"
instrument_class = "perpetual-future"
instrument = "btc-usdt"

# ---- Optional parameters ---- #
interval = "1h"
page_size = 10
sort = "asc"
start_time = None
end_time = None

# ---- API key configuration ---- #
api_key = "YOUR_API_KEY"

##### 3. Get the data #####
# ---- Function to run an API call ---- # 
# Get the data in a dataframe --------- # 

def get_kaiko_data(api_key: str, exchange: str, instrument_class: str, instrument: str, interval: str, page_size: int, sort: str, start_time: str, end_time: str):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://eu.market-api.kaiko.io/v2/data/derivatives.v2/price'
    params = {
        "exchange": exchange,
        "instrument_class": instrument_class,
        "instrument": instrument,
        "interval": interval,
        "page_size": page_size,
        "sort": sort,
        "start_time": start_time,
        "end_time": end_time
    }

    try:
        res = requests.get(url, headers=headers, params=params)
        res.raise_for_status() 
        data = res.json()
        if 'data' not in data:
            print("No data returned.")
            return pd.DataFrame() 
        df = pd.DataFrame(data['data'])

        # Handle pagination with continuation token
        while 'next_url' in data:
            next_url = data['next_url']
            if next_url is None:
                break
            res = requests.get(next_url, headers=headers)
            res.raise_for_status()
            data = res.json()
            if 'data' in data:
                df = pd.concat([df, pd.DataFrame(data['data'])], ignore_index=True)
        return df

    except requests.exceptions.RequestException as e:
        print(f"API request error: {e}")
        return pd.DataFrame() 

# ---- Get the data ---- #
df = get_kaiko_data(api_key=api_key, exchange=exchange, instrument_class=instrument_class, instrument=instrument, interval=interval, page_size=page_size, sort=sort, start_time=start_time, end_time=end_time)
print (df)
```

{% endcode %}
{% endtab %}

{% tab title="BigQuery" %}
Information from this endpoint can be accessed through Google BigQuery.\
\
To get started, read our guide.
{% endtab %}
{% endtabs %}

### Response example

{% code overflow="wrap" %}

```json
{
    "query": {
        "exchange": "okex",
        "instrument_class": "perpetual-future",
        "instrument": "btc-usdt",
        "interval": "1m",
        "page_size": 2,
        "sort": "desc",
        "data_version": "v2",
        "commodity": "derivatives",
        "request_time": "2022-04-28T12:36:34.981Z"
    },
    "time": "2022-04-28T12:36:37.166Z",
    "timestamp": 1651149397166,
    "data": [
        {
            "timestamp": 1651149360000,
            "index_price": null,
            "mark_price": "39707.8",
            "price": "39709.7"
        },
        {
            "timestamp": 1651149300000,
            "index_price": "39713.3",
            "mark_price": "39745.9",
            "price": "39767"
        }
    ],

    /*---*/

    "access": {
        "access_range": {
            "start_timestamp": 1646006400000,
            "end_timestamp": null
        },
        "data_range": {
            "start_timestamp": null,
            "end_timestamp": null
        }
    }
}
```

{% endcode %}


---

# Agent Instructions
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## Querying This Documentation
If you need additional information that is not directly available in this page, you can query the documentation by asking a question.

Perform an HTTP GET request on the following URL with the `ask` and `goal` query parameters:

```
GET https://docs.kaiko.com/rest-api/reference-data/derivatives-price-details.md?ask=<question>&goal=<user_goal>
```

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