Spot

Spot index rates

Returns Deribit index price time series for all supported coins. These are the same index prices used by the options and futures markets for settlement and margin calculations. Available for all 6 coins including those without spot trading pairs (XRP, TRX, AVAX). Resolution and history depth depend on your tier.

GET/v1/spot/ratesproalpha

Query Parameters

coinstringrequired

Underlying asset. Required.

e.g.BTCETHSOLXRPAVAXTRX

fromstringoptional

Start of time range, UTC. ISO 8601 format. Defaults to 24 hours ago.

e.g.2026-03-01T00:00:00Z

tostringoptional

End of time range, UTC. ISO 8601 format. Defaults to now.

e.g.2026-03-08T12:00:00Z

intervalstringoptional

Sampling interval. Pro: 10m or 6h. Alpha: 1m, 10m, or 6h. Defaults to the finest resolution available for your tier.

e.g.1m10m6h

Response Schema

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

Field	Type	Tier	Description
`timestamp`	`datetime`	pro	Observation time in UTC, ISO 8601. Aligned to minute boundary.
`coin`	`string`	pro	Underlying asset: BTC, ETH, SOL, XRP, AVAX, TRX.
`index_price`	`float`	pro	Deribit index price in USD. Same index used by options and futures for mark price, settlement, and margin.
`price_change_1h_pct`	`float`	pro	How much has price moved in the last hour? See detail ↓
`price_change_24h_pct`	`float`	pro	Daily return: the standard benchmark move. See detail ↓
`price_change_7d_pct`	`float`	pro	Weekly return: the medium-term trend signal. See detail ↓
`price_change_10min_pct`	`float`	pro	Intraday pulse: what happened in the last ORIA cycle? See detail ↓
`price_change_1m_pct`	`float`	alpha	Tick-level return: minute-resolution price dynamics. See detail ↓

Derived Fields

FieldTypeTiercollapse all

▶price_change_1h_pctfloatprocollapse

How much has price moved in the last hour?

Percentage change of the index price compared to the value 60 minutes ago. Computed by our Lambda on each insert cycle using a lookback self-join. NULL if no data point exists at t-60min.

Lookback return, 1 hour

\text{pct\_change\_1h} = \left( \frac{P_t}{P_{t-60}} - 1 \right) \times 100

RangeUnbounded. Typically -5 to +5 for BTC in normal conditions.

▶price_change_24h_pctfloatprocollapse

Daily return: the standard benchmark move.

Percentage change vs 24 hours ago. The most widely quoted return window across crypto options-volatility-landscape. Computed identically to the 1h return but with a 1440-minute lookback.

Lookback return, 24 hours

\text{pct\_change\_24h} = \left( \frac{P_t}{P_{t-1440}} - 1 \right) \times 100

RangeUnbounded. BTC daily moves of -15 to +15 pct are rare but observed.

ORIA uses this to

Used by range utilization and conviction divergence modules to classify spot direction and compute agreement scores across spot, flow, and options positioning.

▶price_change_7d_pctfloatprocollapse

Weekly return: the medium-term trend signal.

Percentage change vs 7 days (10,080 minutes) ago. Captures moves across a full weekly cycle including weekday/weekend dynamics.

Lookback return, 7 days

\text{pct\_change\_7d} = \left( \frac{P_t}{P_{t-10080}} - 1 \right) \times 100

RangeUnbounded. BTC weekly swings of -25 to +25 pct occur during vol events.

▶price_change_10min_pctfloatprocollapse

Intraday pulse: what happened in the last ORIA cycle?

Percentage change vs 10 minutes ago. Aligned with the ORIA pipeline cadence. This is the return that corresponds to one analytical cycle.

Lookback return, 10 minutes

\text{pct\_change\_10m} = \left( \frac{P_t}{P_{t-10}} - 1 \right) \times 100

RangeTypically -2 to +2 pct. Values beyond +/-3 pct in 10 minutes indicate a flash event.

ORIA uses this to

Used by the repricing orderliness module to detect whether IV adjustments are smooth or jumpy based on consecutive 10-minute returns.

▶price_change_1m_pctfloatalphacollapse

Tick-level return: minute-resolution price dynamics.

Percentage change vs 1 minute ago. The finest-grain return available. Only meaningful at 1m resolution (Alpha tier).

Lookback return, 1 minute

\text{pct\_change\_1m} = \left( \frac{P_t}{P_{t-1}} - 1 \right) \times 100

RangeTypically -0.5 to +0.5 pct. Values beyond +/-1 pct in 1 minute are extreme.

Suggested Calculations

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

FieldTypeInputsexpand all

▶log_returnfloatclient-sideWhat is the continuously compounded return?expand

What is the continuously compounded return?

Natural log of the price ratio between consecutive snapshots. Log returns are additive across time, which makes them the standard input for volatility estimation and most quantitative models.

Inputsindex_price

Log return

r_t = \ln\left(\frac{P_t}{P_{t-1}}\right)

RangeTypically -0.05 to +0.05 at 10-min frequency.

▶realized_volfloatclient-sideWhat is the actual volatility of the underlying?expand

What is the actual volatility of the underlying?

Annualized standard deviation of historical returns. The realized counterpart to implied volatility. The gap between realized and implied vol is the variance risk premium (VRP), a core signal in volatility trading.

Or use the pre-computed endpointalpha

Pre-computed with VRP, momentum, regime labels, and 127 surface columns at /v1/vol/surface (coming soon).

▶return_zscorefloatclient-sideHow unusual is this move relative to recent history?expand

How unusual is this move relative to recent history?

The 24h return divided by the rolling standard deviation of 24h returns. Values above 2.0 or below -2.0 indicate statistically unusual moves. Useful for identifying breakout vs noise.

Inputsprice_change_24h_pct

Return z-score

z = \frac{r_{24h} - \mu_{24h}}{\sigma_{24h}}

RangeTypically -3 to +3. Beyond +/-2 is statistically significant.