Derivatives Metrics

Real-time and historical derivatives-specific data up to minutely frequency.

Data Dictionary - API Documentation - Instrument Explorer

A comprehensive analytics coverage for derivatives data


✓ Open Interest 

✓ Index Price 

✓ Mark Price 

✓ Price 

✓ Expiry 

✓ 24h Volume

Perpetual Futures

✓ Funding Rate 

✓ Predicted Funding Rate 

✓ Open Interest 

✓ Index Price 

✓ Mark Price 

✓ Price 

✓ 24h Volume, Price


✓ Ask / Bid Implied Volatility 

✓ Greeks 

✓ Open Interest 

✓ Strike Price 

✓ Index Price 

✓ Mark Price 

✓ Price 

✓ 24h Volume and more

Data Groups

Derivatives Metrics are grouped under 3 categories based on its characteristics.

1. Reference: It provides details of a contract, which is the smallest unit of derivatives trading in most cases
- instrument class, base/quote asset, contract size, contract size unit, funding rate frequency, expiry, strike price

2. Risk: It shows the data that can be used to analyze risks related with derivatives
- 24h volume, open interest, funding rate, predicted funding rate, time to expiry, nearby, Ask/Bid/Mark price implied volatility, greeks

3. Price:It offers the last traded price, the price of underlying asset, and the price used for liquidation or PnL calculation
- index price, mark price, last traded price

Our standard market data offering (e.g. Trades data, Order Book data, and etc) is available for all derivatives contracts, in addition to the derivatives-specific data listed above.

Optimized For Historical Backtesting And Live Analysis

✓ Standardized schemas for options, futures and perpetual futures across all exchanges.

✓ Data updates once per minute for thousands of contracts. 
✓ Downloadable historical CSV files available for all contracts, with optional daily file pushes.

✓ Data designed for live trading models, backtesting, deep analysis, dashboards, and more.

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

✓ All expiries and strike prices are collected within hours that a contract starts trading. 


Browse our derivatives instruments

Data Delivery

CSV File Export

Downloadable CSV files available through Amazon Web Services or Google Cloud Platform

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Real-time and historical derivatives data available through three endpoints divided by data characteristics, updated once per minute. 

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