Derivatives ticker
Funding timestamps and rates, open interest, last price, index price and mark price in one file.
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How to read these records
Funding timestamps and rates, open interest, last price, index price and mark price in one file.
Fields match the inspected Binance Futures BTCUSDT Parquet files. All six file types share exchange, market, symbol, timestamp and local_timestamp. Both observation clocks use UTC epoch microseconds; nullable means a value may be absent.
Fields
Derivatives ticker
| Field | Storage type | Meaning |
|---|---|---|
exchangeNullable | STRING | Exchange identifier; binance in the inspected files. |
marketNullable | STRING | Market identifier; futures in the inspected files. |
symbolNullable | STRING | Native instrument identifier, for example BTCUSDT. |
timestampNullable | INT64 | Exchange timestamp in UTC epoch microseconds. JSON examples use strings. |
local_timestampNullable | INT64 | Local receive timestamp in UTC epoch microseconds. JSON examples use strings. |
funding_timestampNullable | INT64 | Funding timestamp in UTC epoch microseconds, as supplied by the source. |
funding_rateNullable | DOUBLE | Funding rate as a fraction, stored as float64. |
predicted_funding_rateNullable | DOUBLE | Predicted funding rate, nullable when the source does not provide a value. |
open_interestNullable | DOUBLE | Open interest in source instrument units; no USD conversion is implied. |
last_priceNullable | DOUBLE | Last traded price, stored as float64. |
index_priceNullable | DOUBLE | Underlying index price, stored as float64. |
mark_priceNullable | DOUBLE | Mark price, stored as float64. |
Sample records
BTCUSDT · illustrative values using the verified file columns. This reference does not confirm available download inventory.
[ { "exchange": "binance", "market": "futures", "symbol": "BTCUSDT", "timestamp": "1783728000000000", "local_timestamp": "1783728000012000", "funding_timestamp": "1783756800000000", "funding_rate": "0.0001", "predicted_funding_rate": null, "open_interest": "184235.42", "last_price": "64210.50", "index_price": "64210.235", "mark_price": "64208.124" }, { "exchange": "binance", "market": "futures", "symbol": "BTCUSDT", "timestamp": "1783728000100000", "local_timestamp": "1783728000112000", "funding_timestamp": "1783756800000000", "funding_rate": "0.0001", "predicted_funding_rate": null, "open_interest": "184235.42", "last_price": "64210.50", "index_price": "64210.235", "mark_price": "64208.124" }]Storage and interpretation
derivative_ticker combines funding_timestamp, funding_rate, predicted_funding_rate, open_interest, last_price, index_price and mark_price. Funding timestamps use microseconds; a rate of 0.0001 is 0.01%. Null predicted rates are not zero. Open interest is not automatically a USD value.