Data
Standardised real-time and historical futures data, covering all major cryptocurrency exchanges.
Institutional-grade derivatives data delivered via our market-leading API.
CryptoCompare supports every tick trade, open interest, single index and funding rate update to provide a highly granular and robust derivatives data set. All data streams and futures instruments are aggregated to minute, hour and day granularity.
Historical derivatives data is available across all covered instruments and markets. Historical data includes tick-level and aggregated OHLCV data to minute, hour and daily granularity, for both calendar and perpetual futures.
Derivatives data is inherently more complex than spot data - not helped by a lack of standardisation between venues. All our static contract metadata and real time data streams are standardised to allow for the streamlined comparison of instruments on different exchanges.
Real-time order book metrics for liquidity analysis and market surveillance.
Real-time order book metrics for liquidity analysis and market surveillance.
.png)
Tick-level trade history is available for all data instruments.
Historical OHLCV, open interest, funding rate, and underlying index data are available at the maximum granularity provided by each exchange.
Four data streams are provided for each futures instrument, including: futures trade data, index data, open interest and funding rate.
Additional metrics are also available, including: rolling OHLCV, price flag indicators, instrument start date, and time of last trade.
Streamlined access to all available futures instruments and data granularities via one API.
All available at tick level or aggregated daily, hourly, minute history.
Deliverable in JSON or CSV format. Historical CSVs are available for all instruments.
CryptoCompare's standardised instrument mapping enables the comparison of futures instruments across different markets.
Institutional-grade data ready to go out of the box, pre-processed for market research, backtesting strategy, vendor selection and more.
Interest in digital asset futures has increased exponentially over the last few years, with hedge funds, asset managers and family offices looking to gain increased exposure to digital assets.
CryptoCompare's derivatives offering provides users with leading insights into numerous futures markets across the top digital asset exchanges. All data definitions and mapping has been standardised for ease of comparability.
The digital asset markets are operational 24/7 and are inherently more volatile than their traditional counterparts. This makes accurate market monitoring solutions invaluable.
It is vital that market participants have access to real-time high-quality data to accurately monitor market movements. CryptoCompare supports the full historical storage and tick level updates since the inception of instrument trading. We have found clients require at least 1 year of historical data to create accurate and tested models.
The cryptocurrency markets have pioneered a new type of trading instrument; perpetual futures. This new type of derivative has become highly popular among crypto market participants, representing 97% of total futures volumes within the digital asset markets.
Alongside trade, open interest, and volume data, CryptoCompare collects and stores funding rate and index tick data to empower clients with the information they need to fully explore these vital ancillary datasets.
Book a call with our team to trial our data and find out more about our market-leading solutions.
CryptoCompare's digital asset derivatives data includes the following:
• Derivative spot price
• Volume (quantity)
• Funding rate (perpetual futures)
• Index price
• Open interest
All derivative futures instruments will be available via our REST API, deliverable in CSV or JSON format.
Bespoke delivery is available upon request.
CryptoCompare currently offers derivative data for both calendar and perpetual futures.
Options will be available soon.
CryptoCompare supports all futures instruments (perpetual and calendar) on the exchanges we integrate with.
CryptoCompare is currently integrated with the following derivative exchanges:
• Bitfinex
• BitMEX
• Binance Futures
• OKX
• Deribit
• Bybit
• Kraken
• CrossTower
• Crypto.com
The following exchanges will be integrated by the end of Q1 2023:
• Coinbase Derivatives
• Bitget
• Huobi
• Powertrade
• Deepcoin
Yes, derivatives data is available for trial users via REST API, or via private server access.
We offer candlestick and volume data for all derivatives instruments (similar to spot). This includes:
• Derivative spot price
• Volume (quantity)
• Funding rate (perpetual futures)
• Index price
• Open interest
