Cryptocurrency Derivatives Data

Derivatives-specific data unique to futures, options, and perpetual futures contracts. This includes everything from funding rates to implied volatility to open interest, depending on the contract type and the data provided by each individual exchange. We currently provide real-time derivatives data, updated once per minute, available through our REST API, but we will soon provide historical derivatives data. For all derivatives contracts, we provide our standard historical and live market dataoffering, including trades, order books, and aggregates. 


We currently provide data collected from futures, options and perpetual futures contracts from the following exchanges: BitMEX, Deribit, OKEx, Kraken Futures, FTX and Bybit. More exchanges (such as HuobiDM, Binance Futures, Bitflyer, Binance JEX and Phemex) will be added soon.


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VariableDescription                  
24_volumeThe total 24h traded volume (in base currency)
AskThe current best ask price. `null` when no asks are placed
BidThe current best bid price. `null` when no bids are placed.
Index_priceThe price of the underlying index. 
Mark_priceThe mark price of the contract. The mark price is calculated from the index price, often as a weighted average across multiple exchange's spot price, in order to avoid price manipulation. 
Open_interestThe total oustanding number of contracts.
ExpiryThe contract expiry date. 
PriceThe latest recorded spot price.

Futures data preview for Okex futures contract ethusd200703, as requested from our API:

VariableDescription                  
Ask_ivImplied volatility for the best ask
Bid_ivImplied volatility for the best bid
Ask_amountSize of the best ask
ExpiryThe contract expiry date. 
Index_priceThe price of the underlying index. 
DeltaThe delta value for the option
Underlying_indexThe name of the underlying index
BidThe current best bid price. `null` when no bids are placed.
GammaThe gamma value for the option
Bid_amountSize of the best bid
Mark_priceThe implied volatility for the mark price
Strike_priceThe strike price of the contract in USD
RhoThe rho value for the option
Open_interestThe total oustanding number of contracts.
AskThe current best ask price. `null` when no asks are placed
KindThe kind of contract: "C" for call, "P" for put 
24_volumeThe total 24h traded volume (in base currency)
PriceThe latest recorded contract price
ThetaThe theta value for the option
VegaThe vega value for the option
Mark_priceThe mark price of the contract. The mark price is calculated from the index price, often as a weighted average across multiple exchange's spot price, in order to avoid price manipulation. 

Options data preview for Deribit btc28aug209500c, as requested from our API:

VariableDescription
24_volume
The total 24h traded volume (in base currency)
AskThe current best ask price. `null` when no asks are placed
BidThe current best bid price. `null` when no bids are placed.
Funding_rateThe current funding rate. 
Mark_priceThe mark price of the contract. The mark price is calculated from the index price, often as a weighted average across multiple exchange's spot price, in order to avoid price manipulation. 
Open_interestThe total outstanding number of contracts.
Predicted_funding_rateThe predicted funding rate for the next period. 
PriceThe latest recorded spot price.
Index_priceThe price of the underlying index. 

Data preview for Bitmex btc-usd perpetual future contract, as polled from our API:

Additional Information

Detailed Methodology
How Do I Access The Data?
When Will You Have Historical Derivatives Data?
How Often Is This Data Updated?
Do You Have Options Snapshots?
Will Other Derivatives Data Types Be Added in the Future?

Cryptocurrency Derivatives Data Features

✓ Real-time cryptocurrency derivatives data for all top exchanges, with normalized options, futures and perpetual futures data formats.

Coverage includes: BitMEX, Deribit, OKEx, Kraken Futures, Binance Futures, FTX and Bybit.

✓ Data updates once per minute for thousands of contracts. 

✓ Options data includes: implied volatility, index price, delta, rho, gamma, mark price, open interest, 24 hour volume, theta, vega, and more.
 
✓ Futures data includes: 24 hour volume, index price, mark price, open interest, expiry, and more. 

✓ Perpetual futures data includes: 24 hour volume, funding rate, mark price, predicted funding rate, index price, and more. 

✓ Cryptocurrency derivatives data available through Kaiko's REST API, along with live market data feeds.

✓ No rate limits for API usage, designed for enterprise or retail use. 

✓ Historical derivatives data available shortly, both through our REST API and in .csv files.

✓ All Bitcoin, Ethereum, and altcoin derivatives contracts available. 

✓ All expiries and strike prices collected, normalized and exposed through our API, updated continuously. 

✓ Data designed for live trading models, price display, dashboards, and more.

✓ New exchanges added shortly, including Huobi DM, Binance JEX, and BitFlyer

Derivatives Data Coverage

Deribit Cryptocurrency Exchange Market Data
FTX cryptocurrency market data historical data
Bybit Cryptocurrency API bitcoin ethereum order books
Bitmex historiacl market data Cryptocurrency API bitcoin ethereum order books
Okex Cryptocurrency API bitcoin ethereum order books
Binance Futures historical cryptocurrency data
Kraken Futures Cryptocurrency API bitcoin ethereum order books
Bitflyer Cryptocurrency API bitcoin ethereum order books

More exchanges (such as HuobiDM, Bitflyer, Binance JEX and Phemex) will be added soon. 

Interested in Our Cryptocurrency Derivatives Data?  

We can set up a free trial of our full data services or provide a custom price quote if you let us know a bit more about your data requirements.

Which currency pair(s)?

BTC/USD? ETH/USD?

On which exchange(s)?

Coinbase? Binance? Bitmex? Deribit? 

What data type(s)?

Trades? Order books? OHLCV? Exchange rates?

Historical or live?

Full historical access with real-time updates? Just 1 year of data? Only live updates? 

Kaiko's Research Factsheet