Historical Data

This page provides comprehensive details on historical data for futures available in our system. As the dynamics of the global economy shift, the importance of historical data on futures grows, enabling businesses to analyze previous market trends, understand past contract performances, and forecast future market movements.

What is Future Historical Data?

Future historical data refers to the archived data related to various futures contracts in the market. This data is invaluable for traders, analysts, and financial institutions to review historical market trajectories and identify patterns. It encompasses metrics such as historical contract prices, past volume, trends in open interest, and other significant indicators.

List of Requests

Historical Futures Snapshot for a Specific Market and Currency

GET https://api.laevitas.ch/historical/futures/snapshot/{market}/{currency}

This endpoint provides historical futures snapshot data for the specified market and currency. A futures contract is a legal agreement to buy or sell a particular commodity or asset at a predetermined price at a specified time in the future.

Path Parameters

Name

Type

Description

market*

string

N/A example: DERIBIT, BINANCE, BITMEX, BYBIT, HUOBI, KRAKEN, OKX

currency*

string

Check analytics/futures/alt_currency For more information about available currencies example: DERIBIT (BTC, BTCDVOL, ETH), BINANCE (ADA, BCH, BNB, BTC, DOT, ETH, LINK, LTC, XRP), BITGET (BTC, ETH), BITMEX (BLAST, BTC, ETH, TKO, ZK, ZRO), BYBIT (BTC, ETH, SOL), HUOBI (BTC, ETH, TRX), KRAKEN (BCH, BTC, ETH, LTC, SOL, XRP)

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page. The maximum limit is 144.

Each page corresponds to one minute of data and includes all futures data in that snapshot.

page

number

The page of results to return, where each page corresponds to one minute of data within the specified time range.

Use this parameter to select which minute of data to access.

granularity

string

The interval between dates of result data

swagger link

{
  "meta": {
    "total": 10751,
    "items": 0
  },
  "items": [
    null
  ]
}

Historical Futures Realized Volatility for a Specific Currency

GET https://api.laevitas.ch/historical/futures/realized_volatility/{currency}

This endpoint provides historical futures realized volatility data for the specified currency. Realized volatility is a measure of price changes of an asset or currency over time, showing how much the price deviated from its mean in the past.

Path Parameters

Name

Type

Description

currency*

string

Check analytics/futures/alt_currency For more information about available currencies example: BTC, 1INCH, A8, AAVE, ACE, ACH, ADA, AERGO, AEVO, AGI, AGLD, AI, AIDOGE, AIOZ, AKRO, ALGO, ALICE, ALPACA, ALPHA, ALT, AMB, ANKR, APE, API3, APT, AR, ARB, ARK, ARKM, ARPA, ASTR, ATA, ATH, ATOM, AUCTION, AUDIO, AVAIL, AVAX, AXL, AXS, BADGER, BAKE, BAL, BANANA, BAND, BAT, BB, BCH, BEAM, BEL, BICO, BIGTIME, BLAST, BLOCK, BLUR, BLZ, BNB, BNT, BNX, BOBA, BOME, BONE, BONK, BRETT, BSV, BSW, C98, CAKE, CELO, CELR, CETUS, CFX, CHR, CHZ, CKB, CLOUD, COMBO, COMP, COQ, CORE, COS, COTI, CRO, CRV, CSPR, CTC, CTK, CTSI, CVC, CVX, CYBER, DAR, DASH, DATA, DEFI, DENT, DEXE, DGB, DMAIL, DODO, DOGE, DOP1, DOT, DRIFT, DUSK, DYDX, DYM, EDU, EGLD, ENA, ENJ, ENS, EOS, ETC, ETH, ETHFI, ETHW, EUR, FET, FIL, FIRE, FITFI, FLM, FLOKI, FLOW, FLR, FORTH, FOXY, FRONT, FTM, FTT, FUN, FXS, G, GALA, GAS, GFT, GLM, GLMR, GMT, GMX, GNO, GODS, GPT, GRT, GTC, HBAR, HFT, HIFI, HIGH, HNT, HOOK, HOT, ICP, ICX, ID, IDEX, ILV, IMX, INJ, IO, IOST, IOTA, IOTX, JASMY, JOE, JST, JTO, JUP, KAS, KAVA, KDA, KEY, KISHU, KLAY, KNC, KSM, L3, LADYS, LAI, LDO, LEVER, LINA, LINK, LISTA, LIT, LOOKS, LOOM, LPT, LQTY, LRC, LSK, LTC, LTO, LUNC, MAGIC, MANA, MANTA, MASA, MASK, MATIC, MAV, MAVIA, MAX, MBL, MBOX, MDT, MEME, MERL, METIS, MEW, MINA, MKR, MNT, MOCA, MOG, MON, MOVR, MTL, MYRO, NEAR, NEO, NFP, NFT, NKN, NMR, NOT, NTRN, NYAN, OG, OGN, OM, OMG, OMNI, ONDO, ONE, ONG, ONT, OP, ORBS, ORDI, ORN, OSMO, OXT, PAXG, PENDLE, PEOPLE, PEPE, PERP, PHA, PHB, PIRATE, PIXEL, PIXFI, POLYX, PONKE, POPCAT, PORTAL, POWR, PRCL, PRIME, PROM, PYTH, QI, QNT, QTUM, RACA, RAD, RARE, RATS, RAY, RDNT, REEF, REN, RENDER, REQ, REZ, RIF, RLC, RNDR, RON, RONIN, ROSE, RPL, RSR, RSS3, RUNE, RVN, SAGA, SAND, SATS, SC, SCA, SCRT, SEI, SFP, SHIB, SKL, SLP, SNT, SNX, SOL, SPEC, SPELL, SSV, STEEM, STETH, STG, STMX, STORJ, STPT, STRK, STX, SUI, SUN, SUPER, SUSHI, SWEAT, SXP, SYN, T, TAIKO, TAO, THETA, TIA, TKO, TLM, TNSR, TOKEN, TOMI, TON, TRB, TRU, TRX, TURBO, TUSD, TWT, ULTI, UMA, UNFI, UNI, USDC, USDE, USTC, UXLINK, VANRY, VELO, VENOM, VET, VGX, VRA, VTHO, W, WAVES, WAXP, WEN, WIF, WIN, WLD, WOO, XAI, XCH, XEC, XEM, XLM, XMR, XNO, XRP, XTZ, XVG, XVS, YFI, YGG, ZEC, ZEN, ZENT, ZERO, ZETA, ZEUS, ZIL, ZK, ZKF, ZKL, ZRO, ZRX

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "3": 139.65,
      "7": 101.76,
      "30": 65.08,
      "60": 55.32,
      "90": 51,
      "180": 54.97,
      "270": 51.62,
      "365": 48.59,
      "date": 1722988800000
    }
  ],
  "meta": {
    "total": 180,
    "page": 1,
    "items": 5,
    "total_pages": 36
  }
}

Historical Futures Open Interest Weighted Funding for a Specific Currency

GET https://api.laevitas.ch/historical/futures/oi_weighted_funding/{currency}

This endpoint provides historical futures open interest weighted funding data for the specified currency. Open interest weighted funding represents the funding costs associated with holding positions in futures contracts, taking into account the open interest and the funding rates.

Path Parameters

Name

Type

Description

currency*

string

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "apr": 1.576,
      "funding": 0.00138,
      "next_fr": -0.000322,
      "price": 56023.47,
      "apr_c": -2.766,
      "funding_c": -0.00249,
      "next_fr_c": -0.0016,
      "apr_u": 2.876,
      "funding_u": 0.00254,
      "next_fr_u": 0.0000611
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Futures Open Interest Weighted Volume Funding for a Specific Currency

GET https://api.laevitas.ch/historical/futures/oi_weighted_volume_funding/{currency}

getFuturesOIWeightedVolumeFunding

Path Parameters

Name

Type

Description

currency*

string

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "apr": 0.573,
      "funding": 0.000481,
      "next_fr": -0.000115,
      "price": 56014.73,
      "apr_c": -3.583,
      "funding_c": -0.00321,
      "next_fr_c": -0.00138,
      "apr_u": 1.028,
      "funding_u": 0.000886,
      "next_fr_u": 0.0000244
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Futures Open Interest Weighted Basis for a Specific Currency

GET https://api.laevitas.ch/historical/futures/oi_weighted_basis/{currency}

This endpoint provides historical futures open interest weighted basis data for the specified currency. Open interest weighted basis represents the difference between the futures price and the spot price, taking into account the open interest of futures contracts.

Path Parameters

Name

Type

Description

currency*

string

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "7": -1.842,
      "30": 5.647,
      "60": 6.561,
      "90": 6.551,
      "180": 9.178,
      "270": 9.405,
      "365": 9.831,
      "date": 1722988800000
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Futures Total Open Interest for a Specific Currency

GET https://api.laevitas.ch/historical/futures/total_oi/{currency}

This endpoint provides historical futures total open interest data for the specified currency. The data includes open interest and notional value for both perpetual futures contracts and futures contracts with specific expiration dates on various exchanges.

Path Parameters

Name

Type

Description

currency*

string

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "perpetual": {
        "BINANCE": 5706234420.82,
        "BINANCE_notional": 101846.39,
        "BITMEX": 263064640.87,
        "BITMEX_notional": 4690.11,
        "DERIBIT": 580087214.33,
        "DERIBIT_notional": 10346.87,
        "OKEX": 1723005349.17,
        "OKEX_notional": 30775.52,
        "HUOBI": 1088105180.1,
        "HUOBI_notional": 19418.27,
        "KRAKEN": 131128646.2,
        "KRAKEN_notional": 2338.88,
        "BYBIT": 3664400233.28,
        "BYBIT_notional": 65403.53,
        "BITFINEX": 329178872,
        "BITFINEX_notional": 5868.83,
        "BITGET": 3256239928.79,
        "BITGET_notional": 58144.33,
        "DYDX": 62131195.95,
        "DYDX_notional": 1106.68,
        "KWENTA": 63632055.33,
        "KWENTA_notional": 1135.13,
        "VERTEX": 25155376.32,
        "VERTEX_notional": 448.81,
        "AEVO": 3771916.62,
        "AEVO_notional": 67.21,
        "PARADEX": 7285717.69,
        "PARADEX_notional": 130.06,
        "BLITZ": 13235616.43,
        "BLITZ_notional": 236.03
      },
      "future": {
        "BINANCE": 501015884.54,
        "BINANCE_notional": 8787.05,
        "BITMEX": 77062625.47,
        "BITMEX_notional": 1342.06,
        "DERIBIT": 1007774230,
        "DERIBIT_notional": 17414.96,
        "OKEX": 499067139.63,
        "OKEX_notional": 8750.83,
        "HUOBI": 407400,
        "HUOBI_notional": 7.164,
        "KRAKEN": 18680727.46,
        "KRAKEN_notional": 327.55,
        "BYBIT": 21083705.12,
        "BYBIT_notional": 366.96,
        "BITGET": 32676822.66,
        "BITGET_notional": 574.78,
        "CME": 7695772200,
        "CME_notional": 136230
      }
    }
  ],
  "meta": {
    "total": 2148,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Futures Total Open Interest by Margin for a Specific Currency

GET https://api.laevitas.ch/historical/futures/total_oi_by_margin/{currency}

This endpoint provides historical futures total open interest by margin for the specified currency. The data includes open interest and notional value for futures contracts on both centralized and decentralized exchanges, categorized by cross margin and isolated margin.

Path Parameters

Name

Type

Description

currency*

string

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "f_c": 1952853011,
      "f_c_n": 33986,
      "f_u": 7900687724,
      "f_u_n": 139815,
      "p_c": 3896549370,
      "p_c_n": 69531,
      "p_u": 13020106994,
      "p_u_n": 232426
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Futures Total Volume for a Specific Currency

GET https://api.laevitas.ch/historical/futures/total_volume/{currency}

This endpoint provides historical futures total volume for the specified currency. The data includes volume and notional value for both perpetual futures contracts and futures contracts on various exchanges.

Path Parameters

Name

Type

Description

currency*

string

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "future": {
        "BINANCE": 216608798.11,
        "BINANCE_notional": 3788.95,
        "BITGET": 4254475.74,
        "BITGET_notional": 74.08,
        "BITMEX": 10616731.49,
        "BITMEX_notional": 186.72,
        "BYBIT": 9852430.65,
        "BYBIT_notional": 170.9,
        "CME": 3523791850,
        "CME_notional": 62440,
        "DERIBIT": 146518311.4,
        "DERIBIT_notional": 2557.29,
        "HUOBI": 5817800,
        "HUOBI_notional": 103.16,
        "KRAKEN": 1916996.86,
        "KRAKEN_notional": 33.62,
        "OKEX": 235875130.36,
        "OKEX_notional": 4124.71
      },
      "perpetual": {
        "AEVO": 8581557.93,
        "AEVO_notional": 152.92,
        "BINANCE": 26927819695.49,
        "BINANCE_notional": 480625.99,
        "BITFINEX": 67033019,
        "BITFINEX_notional": 1195.11,
        "BITGET": 16630444775.83,
        "BITGET_notional": 296963.25,
        "BITMEX": 618859961.45,
        "BITMEX_notional": 11033.86,
        "BLITZ": 37665797.19,
        "BLITZ_notional": 671.68,
        "BYBIT": 12710519529.85,
        "BYBIT_notional": 226878.95,
        "DERIBIT": 792397911.64,
        "DERIBIT_notional": 14133.8,
        "DYDX": 120723096.46,
        "DYDX_notional": 2150.31,
        "HUOBI": 1182331462.55,
        "HUOBI_notional": 21097.03,
        "KRAKEN": 445232456.78,
        "KRAKEN_notional": 7940.99,
        "KWENTA": 1776392.41,
        "KWENTA_notional": 31.69,
        "OKEX": 11747389049.41,
        "OKEX_notional": 209841.25,
        "PARADEX": 65072589.09,
        "PARADEX_notional": 1161.66,
        "VERTEX": 163327161.02,
        "VERTEX_notional": 2914.01
      }
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Futures Total Volume by Margin for a Specific Currency

GET https://api.laevitas.ch/historical/futures/total_volume_by_margin/{currency}

This endpoint provides historical futures total volume by margin for the specified currency. The data includes volume and notional value for futures contracts and perpetual futures contracts on both centralized and decentralized exchanges.

Path Parameters

Name

Type

Description

currency*

string

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "f_c": 502438376,
      "f_c_n": 8782,
      "f_u": 3652814148,
      "f_u_n": 64698,
      "p_c": 7065927179,
      "p_c_n": 126093,
      "p_u": 64453247277,
      "p_u_n": 1150700
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Futures Altcoin Summary for a Specific Currency

GET https://api.laevitas.ch/historical/futures/alt_summary/{currency}

This endpoint provides historical altcoin summary for the specified currency in futures trading. The data includes price, open interest, volume, funding rate, yield, liquidations, market capitalization, and open interest volume for the past 24 hours.

Path Parameters

Name

Type

Description

currency*

string

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "price": 56023.47,
      "open_interest": 16916656364,
      "volume": 71519174456,
      "funding": 0.00138,
      "next_fr": -0.000322,
      "yield": 1.576,
      "liquidations_long": 32831089,
      "liquidations_short": 23127852,
      "market_cap": 1105750411196,
      "oi_volume24h": 0.236
    }
  ]
}

Historical Futures Market Index Data for a Specific Index

GET https://api.laevitas.ch/historical/futures/market_index/{index}

This endpoint provides historical market index data for the specified index in futures trading. The data includes information about each altcoin in the index, such as open interest, trading volume, market capitalization, liquidations, funding rate, yield, and price.

Path Parameters

Name

Type

Description

index*

string

N/A example: defi, digital_asset, exchange, layer1, layer2, memecoin, nft_gaming, oracle_data, privacy

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "cts": [
        {
          "1inch": {
            "w": 1.935
          }
        },
        {
          "aave": {
            "w": 9.126
          }
        },
        {
          "akro": {
            "w": 0.003
          }
        },
        {
          "alpha": {
            "w": 0.262
          }
        },
        {
          "badger": {
            "w": 0.292
          }
        },
        {
          "bake": {
            "w": 0.494
          }
        },
        {
          "bal": {
            "w": 0.641
          }
        },
        {
          "bel": {
            "w": 0.134
          }
        },
        {
          "bnt": {
            "w": 0.339
          }
        },
        {
          "c98": {
            "w": 0.544
          }
        },
        {
          "cake": {
            "w": 2.077
          }
        },
        {
          "comp": {
            "w": 1.95
          }
        },
        {
          "crv": {
            "w": 1.586
          }
        },
        {
          "cvx": {
            "w": 1.121
          }
        },
        {
          "dodo": {
            "w": 0.384
          }
        },
        {
          "dydx": {
            "w": 3.461
          }
        },
        {
          "flm": {
            "w": 0.177
          }
        },
        {
          "inj": {
            "w": 9.182
          }
        },
        {
          "jup": {
            "w": 6.578
          }
        },
        {
          "kava": {
            "w": 1.919
          }
        },
        {
          "knc": {
            "w": 0.42
          }
        },
        {
          "lina": {
            "w": 0.151
          }
        },
        {
          "lrc": {
            "w": 0.893
          }
        },
        {
          "mkr": {
            "w": 10.22
          }
        },
        {
          "pendle": {
            "w": 2.539
          }
        },
        {
          "perp": {
            "w": 0.204
          }
        },
        {
          "ray": {
            "w": 2.487
          }
        },
        {
          "reef": {
            "w": 0.143
          }
        },
        {
          "ren": {
            "w": 0.203
          }
        },
        {
          "rsr": {
            "w": 1.08
          }
        },
        {
          "rune": {
            "w": 6.13
          }
        },
        {
          "snx": {
            "w": 2.478
          }
        },
        {
          "spell": {
            "w": 0.418
          }
        },
        {
          "sushi": {
            "w": 0.604
          }
        },
        {
          "tru": {
            "w": 0.601
          }
        },
        {
          "uma": {
            "w": 0.974
          }
        },
        {
          "unfi": {
            "w": 0.123
          }
        },
        {
          "uni": {
            "w": 25.75
          }
        },
        {
          "yfi": {
            "w": 0.983
          }
        },
        {
          "zrx": {
            "w": 1.395
          }
        }
      ],
      "oi": 720605158.61,
      "v": 3255317164.9,
      "mc": 16939399704,
      "sh_liq": 1644767,
      "lg_liq": 1078789,
      "fr": 0.00244,
      "y": 2.672,
      "price": 252.99
    }
  ],
  "meta": {
    "total": 2149,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Indices Price Data

GET https://api.laevitas.ch/historical/futures/indices_price/{index}

This endpoint provides historical price data for indices. The data includes the date and price for each index.

Path Parameters

Name

Type

Description

index*

string

N/A example: AI, DEFI, DIGITAL_ASSET, EXCHANGE, LAYER1, LAYER2, LSD, MEMECOIN, NFT_GAMING, ORACLE_DATA, PRIVACY

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "price": 1617.01
    }
  ]
}

Historical Futures Annualized Basis Data

GET https://api.laevitas.ch/historical/futures/futures_annualized_basis/{currency}/{days}

This endpoint provides historical data for the annualized basis of futures contracts. The data includes the date and the annualized basis values for different exchanges such as DERIBIT, HUOBI, and OKEX.

Path Parameters

Name

Type

Description

currency*

string

Check analytics/futures/alt_currency For more information about available currencies example: BTC, ADA, BCH, BLAST, BNB, BTCDVOL, DOGS, DOT, EOS, ETC, ETH, HMSTR, LINK, LTC, SOL, TKO, TRX, XRP, ZK, ZRO

days*

string

Time Period (Days) example: 180, 270, 30, 365, 60, 7, 90

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "BINANCE": 8.976,
      "BITMEX": 7.334,
      "DERIBIT": 9.808,
      "OKEX": 8.165,
      "KRAKEN": 9.687,
      "BYBIT": 9.21,
      "BITGET": 8.891,
      "CME": 12.13
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Perpetual Funding Exchange Data

GET https://api.laevitas.ch/historical/futures/perpetual_funding_exchange/{currency}/{option}

This endpoint provides historical data for the funding rates and yields of perpetual contracts on various exchanges. The data includes the date, as well as information such as the yield, funding rate, market name, and symbol for each perpetual contract.

Path Parameters

Name

Type

Description

currency*

string

option*

string

Market type example: C, D

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "data": [
        {
          "yield": -7.713,
          "funding": -0.00704,
          "next_fr": null,
          "market": "BINANCE",
          "symbol": "BTCUSD_PERP"
        },
        {
          "yield": -0.8,
          "funding": -0.00073,
          "next_fr": null,
          "market": "BINANCE",
          "symbol": "BTCUSDT"
        },
        {
          "yield": -6.57,
          "funding": -0.006,
          "next_fr": -0.008,
          "market": "BITMEX",
          "symbol": "XBTUSD"
        },
        {
          "yield": 10.95,
          "funding": 0.01,
          "next_fr": 0.01,
          "market": "BITMEX",
          "symbol": "XBTUSDT"
        },
        {
          "yield": -1.808,
          "funding": -0.00165,
          "next_fr": -0.00663,
          "market": "DERIBIT",
          "symbol": "BTC-PERPETUAL"
        },
        {
          "yield": -0.189,
          "funding": -0.000173,
          "next_fr": 0,
          "market": "DERIBIT",
          "symbol": "BTC_USDC-PERPETUAL"
        },
        {
          "yield": -3.036,
          "funding": -0.00277,
          "next_fr": -0.0112,
          "market": "DERIBIT",
          "symbol": "BTC_USDT-PERPETUAL"
        },
        {
          "yield": -5.779,
          "funding": -0.005,
          "next_fr": null,
          "market": "OKEX",
          "symbol": "BTC-USD"
        },
        {
          "yield": -2.919,
          "funding": -0.003,
          "next_fr": null,
          "market": "OKEX",
          "symbol": "BTC-USDT"
        },
        {
          "yield": 10.95,
          "funding": 0.01,
          "next_fr": null,
          "market": "HUOBI",
          "symbol": "BTC-USD"
        },
        {
          "yield": 7.65,
          "funding": 0.00699,
          "next_fr": null,
          "market": "HUOBI",
          "symbol": "BTC-USDT"
        },
        {
          "yield": -21.96,
          "funding": -0.0201,
          "next_fr": -0.0188,
          "market": "KRAKEN",
          "symbol": "pi_xbtusd"
        },
        {
          "yield": -6.339,
          "funding": -0.00579,
          "next_fr": -0.00079,
          "market": "KRAKEN",
          "symbol": "pf_xbtusd"
        },
        {
          "yield": 10.95,
          "funding": 0.01,
          "next_fr": null,
          "market": "BYBIT",
          "symbol": "BTCUSD"
        },
        {
          "yield": 10.95,
          "funding": 0.01,
          "next_fr": null,
          "market": "BYBIT",
          "symbol": "BTCPERP"
        },
        {
          "yield": 10.95,
          "funding": 0.01,
          "next_fr": null,
          "market": "BYBIT",
          "symbol": "BTCUSDT"
        },
        {
          "yield": 27.2,
          "funding": 0.0248,
          "next_fr": 0.000388,
          "market": "BITFINEX",
          "symbol": "tBTCF0:USTF0"
        },
        {
          "yield": -8.541,
          "funding": -0.0078,
          "next_fr": null,
          "market": "BITGET",
          "symbol": "BTCUSD"
        },
        {
          "yield": -0.766,
          "funding": -0.0007,
          "next_fr": null,
          "market": "BITGET",
          "symbol": "BTCUSDT"
        },
        {
          "yield": -65.7,
          "funding": -0.06,
          "next_fr": null,
          "market": "BITGET",
          "symbol": "BTCPERP"
        }
      ]
    }
  ]
}

Historical Total Open Interest by Exchange Data

GET https://api.laevitas.ch/historical/futures/total_oi_by_exchange/{currency}/{option}

This endpoint provides historical data for the total open interest and notional values of perpetual and futures contracts on various exchanges. The data includes the date, as well as the open interest and notional values for each exchange and contract type (perpetual or future).

Path Parameters

Name

Type

Description

currency*

string

option*

string

Market type example: C, D

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "perpetual": {
        "BINANCE": 5706234420.82,
        "BINANCE_notional": 101846.39,
        "BITMEX": 263064640.87,
        "BITMEX_notional": 4690.11,
        "DERIBIT": 580087214.33,
        "DERIBIT_notional": 10346.87,
        "OKEX": 1723005349.17,
        "OKEX_notional": 30775.52,
        "HUOBI": 1088105180.1,
        "HUOBI_notional": 19418.27,
        "KRAKEN": 131128646.2,
        "KRAKEN_notional": 2338.88,
        "BYBIT": 3664400233.28,
        "BYBIT_notional": 65403.53,
        "BITFINEX": 329178872,
        "BITFINEX_notional": 5868.83,
        "BITGET": 3256239928.79,
        "BITGET_notional": 58144.33
      },
      "future": {
        "BINANCE": 501015884.54,
        "BINANCE_notional": 8787.05,
        "BITMEX": 77062625.47,
        "BITMEX_notional": 1342.06,
        "DERIBIT": 1007774230,
        "DERIBIT_notional": 17414.96,
        "OKEX": 499067139.63,
        "OKEX_notional": 8750.83,
        "HUOBI": 407400,
        "HUOBI_notional": 7.164,
        "KRAKEN": 18680727.46,
        "KRAKEN_notional": 327.55,
        "BYBIT": 21083705.12,
        "BYBIT_notional": 366.96,
        "BITGET": 32676822.66,
        "BITGET_notional": 574.78,
        "CME": 7695772200,
        "CME_notional": 136230
      }
    }
  ],
  "meta": {
    "total": 2148,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Total Volume by Exchange Data

GET https://api.laevitas.ch/historical/futures/total_volume_by_exchange/{currency}/{option}

This endpoint provides historical data for the total trading volume and notional values of perpetual and futures contracts on various exchanges. The data includes the date, as well as the volume and notional values for each exchange and contract type (perpetual or future).

Path Parameters

Name

Type

Description

currency*

string

option*

string

Market type example: C, D

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "perpetual": {
        "BINANCE": 26927819695.49,
        "BINANCE_notional": 480625.99,
        "BITMEX": 618859961.45,
        "BITMEX_notional": 11033.86,
        "DERIBIT": 792397911.64,
        "DERIBIT_notional": 14133.8,
        "OKEX": 11747389049.41,
        "OKEX_notional": 209841.25,
        "HUOBI": 1182331462.55,
        "HUOBI_notional": 21097.03,
        "KRAKEN": 445232456.78,
        "KRAKEN_notional": 7940.99,
        "BYBIT": 12710519529.85,
        "BYBIT_notional": 226878.95,
        "BITFINEX": 67033019,
        "BITFINEX_notional": 1195.11,
        "BITGET": 16630444775.83,
        "BITGET_notional": 296963.25
      },
      "future": {
        "BINANCE": 216608798.11,
        "BINANCE_notional": 3788.95,
        "BITMEX": 10616731.49,
        "BITMEX_notional": 186.72,
        "DERIBIT": 146518311.4,
        "DERIBIT_notional": 2557.29,
        "OKEX": 235875130.36,
        "OKEX_notional": 4124.71,
        "HUOBI": 5817800,
        "HUOBI_notional": 103.16,
        "KRAKEN": 1916996.86,
        "KRAKEN_notional": 33.62,
        "BYBIT": 9852430.65,
        "BYBIT_notional": 170.9,
        "BITGET": 4254475.74,
        "BITGET_notional": 74.08,
        "CME": 3523791850,
        "CME_notional": 62440
      }
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Perpetual Yield Data

GET https://api.laevitas.ch/historical/futures/perpetual_yield/{currency}/{market}

This endpoint provides historical data for the yield of perpetual contracts in a specific currency and market. The data includes the date and the yield value for each perpetual contract symbol.

Path Parameters

Name

Type

Description

currency*

string

market*

string

The market identifier. The value should be one of the valid markets defined in the Market enum. example: DERIBIT, AEVO, BINANCE, BITFINEX, BITGET, BITMEX, BLITZ, BYBIT, DYDX, HUOBI, KRAKEN, KWENTA, OKX, PARADEX, VERTEX

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "data": [
        {
          "yield": -1.808,
          "symbol": "BTC-PERPETUAL"
        },
        {
          "yield": -0.189,
          "symbol": "BTC_USDC-PERPETUAL"
        },
        {
          "yield": -3.036,
          "symbol": "BTC_USDT-PERPETUAL"
        }
      ]
    }
  ]
}

Historical Perpetual Funding Data

GET https://api.laevitas.ch/historical/futures/perpetual_funding/{currency}/{market}

This endpoint provides historical data for the funding of perpetual contracts in a specific currency and market. The data includes the date and the funding value for each perpetual contract symbol.

Path Parameters

Name

Type

Description

currency*

string

market*

string

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "data": [
        {
          "funding": -0.00165,
          "symbol": "BTC-PERPETUAL"
        },
        {
          "funding": -0.000173,
          "symbol": "BTC_USDC-PERPETUAL"
        },
        {
          "funding": -0.00277,
          "symbol": "BTC_USDT-PERPETUAL"
        }
      ]
    }
  ]
}

Historical Total Global Open Interest Activity Data

GET https://api.laevitas.ch/historical/futures/oi_total_global_activity

This endpoint provides historical data for the total global open interest activity. It includes the date and the total open interest for futures, options, and perpetual contracts.

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "future": 11322278905,
      "option": 26086609466,
      "perpetual": 34109796954
    }
  ],
  "meta": {
    "total": 2160,
    "page": 1,
    "items": 5
  }
}

Historical Total Global Volume Activity Data

GET https://api.laevitas.ch/historical/futures/volume_total_global_activity

This endpoint provides historical data for the total global volume activity. It includes the date and the total volume for futures, options, and perpetual contracts.

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "future": 5123393753,
      "option": 3208758960,
      "perpetual": 149844478318
    }
  ],
  "meta": {
    "total": 2160,
    "page": 1,
    "items": 5
  }
}

Historical Exchange Data

GET https://api.laevitas.ch/historical/futures/aggregate_exchange_data/{market}

This endpoint offers access to aggregated historical exchange data for futures trading across various markets. It compiles market indicators such as open interest, trading volume, funding rates, and liquidations (both long and short positions).

Path Parameters

Name

Type

Description

market*

string

N/A example: DERIBIT, AEVO, BINANCE, BITFINEX, BITGET, BITMEX, BLITZ, BYBIT, DYDX, HUOBI, KRAKEN, KWENTA, OKX, PARADEX, VERTEX

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "open_interest": 938868353,
      "volume": 1071584387,
      "funding": -0.00433,
      "liquidations_long": 85542,
      "liquidations_short": 54283
    }
  ],
  "meta": {
    "total": 2148,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Historical Global Future Activity Data

GET https://api.laevitas.ch/historical/futures/global_activity_futures/{market}

This endpoint provides historical data for the global activity of futures in a specific market. The data includes the date, open interest, trading volume, yield value, and the number of liquidations for long and short positions.

Path Parameters

Name

Type

Description

market*

string

N/A example: DERIBIT, BINANCE, BITGET, BITMEX, BYBIT, HUOBI, KRAKEN, OKX

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "items": [
    {
      "date": 1722988800000,
      "open_interest": 1306789824,
      "volume": 203070182,
      "yield": 8,
      "liquidations_long": 0,
      "liquidations_short": 0
    }
  ],
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  }
}

Get total trading volume for futures

GET https://api.laevitas.ch/historical/futures/total_volume_by_currency

N/A

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "BTC": 4155252524.604,
      "ETH": 961094990.6899999,
      "Other": 7046237.902000001
    }
  ]
}

Get total open interest (OI) for futures

GET https://api.laevitas.ch/historical/futures/total_open_interest_by_currency

N/A

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

legacy

string

use old endpoint logic

swagger link

{
  "meta": {
    "total": 2150,
    "page": 1,
    "items": 5,
    "total_pages": 430
  },
  "items": [
    {
      "date": 1722988800000,
      "BTC": 9853540734.878,
      "ETH": 1442324487.9989996,
      "Other": 26413682.470000003
    }
  ]
}

undefined

GET https://api.laevitas.ch/V2/historical/futures/expired_expiries/{market}/{currency}

N/A

Path Parameters

Name

Type

Description

market*

string

The market identifier. The value should be one of the valid markets defined in the Market enum. example: DERIBIT, BINANCE, BITGET, BITMEX, BYBIT, HUOBI, KRAKEN, OKX

currency*

string

Check analytics/futures/alt_currency For more information about available currencies example: BTC, ADA, BCH, BLAST, BNB, BTCDVOL, DOT, ETH, LINK, LTC, SOL, TKO, TRX, XRP, ZK, ZRO

Query Parameters

Name

Type

Description

start*

string

The start date of the search range , this date can be timestamps. Exp : 2024-08-07 , 2024-08-07T10:15 , 1723028400000

end*

string

The end date of the search range , this date can be timestamps. Exp : 2024-08-14 , 2024-08-14T10:15 , 1723633740000

limit

number

The maximum number of results to return per page

Max limit=144

page

number

The page of results to return

granularity

string

The interval between dates of result data

count

string

Add metadata Field

select

string

Add comma separated list of fields to select from response. This will return only selected fields and date. Example: field1,field2

swagger link

{
  "statusCode": 500,
  "message": "Internal server error"
}

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Last updated 7 months ago