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.
| Variable | Description |
|---|---|
| 24_volume | The total 24h traded volume (in base currency) |
| Ask | The current best ask price. `null` when no asks are placed |
| Bid | The current best bid price. `null` when no bids are placed. |
| Index_price | The price of the underlying index. |
| Mark_price | The 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_interest | The total oustanding number of contracts. |
| Expiry | The contract expiry date. |
| Price | The latest recorded spot price. |
Futures data preview for Okex futures contract ethusd200703, as requested from our API:
| Variable | Description |
|---|---|
| Ask_iv | Implied volatility for the best ask |
| Bid_iv | Implied volatility for the best bid |
| Ask_amount | Size of the best ask |
| Expiry | The contract expiry date. |
| Index_price | The price of the underlying index. |
| Delta | The delta value for the option |
| Underlying_index | The name of the underlying index |
| Bid | The current best bid price. `null` when no bids are placed. |
| Gamma | The gamma value for the option |
| Bid_amount | Size of the best bid |
| Mark_price | The implied volatility for the mark price |
| Strike_price | The strike price of the contract in USD |
| Rho | The rho value for the option |
| Open_interest | The total oustanding number of contracts. |
| Ask | The current best ask price. `null` when no asks are placed |
| Kind | The kind of contract: "C" for call, "P" for put |
| 24_volume | The total 24h traded volume (in base currency) |
| Price | The latest recorded contract price |
| Theta | The theta value for the option |
| Vega | The vega value for the option |
| Mark_price | The 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:
| Variable | Description |
|---|---|
| 24_volume | The total 24h traded volume (in base currency) |
| Ask | The current best ask price. `null` when no asks are placed |
| Bid | The current best bid price. `null` when no bids are placed. |
| Funding_rate | The current funding rate. |
| Mark_price | The 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_interest | The total outstanding number of contracts. |
| Predicted_funding_rate | The predicted funding rate for the next period. |
| Price | The latest recorded spot price. |
| Index_price | The price of the underlying index. |
Data preview for Bitmex btc-usd perpetual future contract, as polled from our API:
✓ 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
More exchanges (such as HuobiDM, Bitflyer, Binance JEX and Phemex) will be added soon.
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?
