Marketdata

Futures marketdata

Returns Deribit futures and perpetual marketdata snapshots: mark price, open interest, funding rates, and best bid/ask. One row per instrument per timestamp. Funding rate and 8h funding are available for perpetual contracts.

GET/v1/marketdata/futurescoreproalpha

Query Parameters

coinstringrequired

Underlying asset. Required.

e.g.BTCETHSOL

instrument_idstringoptional

Filter by instrument_id (e.g. BTC-PERPETUAL).

e.g.BTC-PERPETUALBTC-28MAR26

fromstringoptional

Start of time range, UTC. ISO 8601. Default: latest snapshot only.

e.g.2026-03-08T00:00:00Z

tostringoptional

End of time range, UTC. ISO 8601. Default: now.

e.g.2026-03-09T00:00:00Z

limitintegeroptional

Max rows returned. Default 500. The effective ceiling is your tier row limit, see Tiers and Limits.

e.g.1000

Response Schema

Fields marked pro require a Pro subscription. Fields marked alpha require Alpha.

Field	Type	Tier	Description
`timestamp`	`datetime`	core	Snapshot time in UTC. Aligned to 10-minute boundary.
`coin`	`string`	core	Underlying asset.
`instrument_id`	`string`	core	Instrument name, e.g. BTC-PERPETUAL or BTC-28MAR26.
`contract_type`	`string`	core	FUTURES or PERPETUALS. Joined from instruments table.
`expiration_timestamp`	`datetime`	core	Expiration time in UTC. Perpetuals store 3000-01-01. Joined from instruments table.
`contract_size`	`float`	core	Contract multiplier in USD. BTC=10 USD, ETH=1 USD. Joined from instruments table.
`mark_price`	`float`	core	Deribit mark price in USD.
`bid_price`	`float`	core	Best bid price.
`ask_price`	`float`	core	Best ask price.
`best_bid_amount`	`float`	core	Size at best bid.
`best_ask_amount`	`float`	core	Size at best ask.
`last_price`	`float`	core	Last traded price.
`open_interest`	`float`	core	Open interest in contracts.
`index_price`	`float`	core	Deribit index price at snapshot time.
`funding_rate`	`float`	core	Current funding rate. Perpetuals only. Positive = longs pay shorts.
`funding_8h`	`float`	core	8-hour funding rate. Perpetuals only.
`estimated_delivery_price`	`float`	alpha	Estimated delivery (settlement) price. Relevant near expiry for dated futures.

Suggested Calculations

Not included in the API response. Compute these client-side from the fields above. Formulas and context provided.

FieldTypeInputsexpand all

▶basisfloatclient-sideWhat is the futures premium over spot?expand

What is the futures premium over spot?

Difference between the futures mark price and the spot index price. Positive = contango (futures above spot, normal carry). Negative = backwardation (spot above futures, risk-off signal).

Inputsmark_priceindex_price

Futures basis

\text{basis} = P_{\text{futures}} - P_{\text{spot}}

RangeBTC perpetual: typically +/-$50. Dated futures: +$100 to +$2,000 in contango.

▶basis_pctfloatclient-sideHow large is the basis relative to spot?expand

How large is the basis relative to spot?

Basis as a percentage of the spot price. Allows comparison across coins and price levels.

Inputsmark_priceindex_price

Basis as percentage of spot

\text{basis\_pct} = \frac{P_{\text{futures}} - P_{\text{spot}}}{P_{\text{spot}}} \times 100

RangeTypically 0.01-0.5% for perpetuals. 0.5-5% for dated futures depending on DTE.

▶annualized_basisfloatclient-sideWhat is the implied carry rate?expand

What is the implied carry rate?

Basis annualized by days to expiry. The implied interest rate for holding spot and selling the future. Requires expiration_timestamp from /v1/instruments/futures. Not meaningful for perpetuals.

Inputsmark_priceindex_priceexpiration_timestamptimestamp

Annualized basis (carry rate)

\text{ann\_basis} = \frac{P_{\text{futures}} - P_{\text{spot}}}{P_{\text{spot}}} \times \frac{365}{\text{DTE}} \times 100

RangeTypically 5-25% annualized in crypto bull markets. Can go negative in crashes.

▶funding_annualizedfloatclient-sideWhat is the annualized cost of holding a perpetual position?expand

What is the annualized cost of holding a perpetual position?

Funding rate annualized. Deribit charges funding every 8 hours (3x/day). Multiply by 3*365 for annual rate. Positive = longs pay, negative = shorts pay.

Inputsfunding_rate

Annualized funding rate

\text{funding\_ann} = \text{funding\_rate} \times 3 \times 365 \times 100

RangeTypically 5-30% annualized. Can spike to 100%+ during extreme demand.

▶oi_usdfloatclient-sideWhat is the dollar value of open interest?expand

What is the dollar value of open interest?

Converts raw OI in contracts to USD notional. BTC perpetual OI typically represents $1-5B in exposure. Essential for cross-instrument and cross-coin comparison.

Or use the pre-computed endpointalpha

Available pre-aggregated with trend, momentum, and concentration metrics at /v1/positioning/oi.