Define the contract
Record venue, native identifier, underlying, quote, settlement asset, multiplier, linear or inverse form, and expiry.
DataCedar catalogs 144 Binance USDⓈ-M TradFi perpetuals and captures one-minute bars for 144 active contracts. Mark, index, funding, open interest, and liquidations remain distinct documented gaps.
Crypto derivatives data covers market and reference observations for perpetual swaps, dated futures, options, and related indexes. Each record must remain tied to the venue's contract, settlement model, units, expiry, and publication clock.
Record venue, native identifier, underlying, quote, settlement asset, multiplier, linear or inverse form, and expiry.
Trades, mark, index, funding, open interest, and liquidations each retain their own time and cadence.
Expiries, new listings, parameter changes, and roll relationships remain historical data.
Backfills, sequence checks, gap reports, and rights review must pass before an endpoint advertises availability.
Product boundary: TradFi perpetual reference and current/recent one-minute bars are publicly served. Deep historical bars, mark/index series, funding, open interest, liquidations, COIN-M futures, and options are not yet offered.
curl "https://api.datacedar.com/v3/derivatives/AAPLUSDT/bars?timeframe=1Min"{
"data": [],
"coverage": {
"status": "served_recent_history",
"public_serving": true
}
}Examples document the public contract and may use illustrative values or redacted identifiers. Availability fields and rights filters are authoritative for the active environment.
Version every native contract and specification.
Backfill each market and reference series independently.
Test units, cadence, sequence, expiry, and cross-series timing.
Enable serving only after coverage and rights gates pass.
Linear and inverse contracts can express size and PnL differently. The display symbol does not capture multiplier, settlement asset, or margin rules.
Store native specifications with every historical version.
Last trade, mark, and index prices serve different roles. Funding and liquidation logic often use a reference other than the newest trade.
Keep them as named series with independent coverage.
Documenting the target schema helps implementation, but an endpoint must not imply stored history before the adapter, backfill, and validation exist.
DataCedar returns a closed availability state for this surface until those steps are complete.
Spot can be a reference input, but it cannot reproduce funding, basis, leverage, open interest, liquidation, or expiry behavior.
Yes for the TradFi perpetual catalog and current/recent one-minute bars across 144 contracts. Deep history and richer derivative series remain gaps.
Evaluate one-minute crypto OHLCV, symbols, and coverage through a venue-explicit, independently stored, rights-aware data model.
Build historical cryptocurrency datasets with venue identity, UTC intervals, delisted instruments, source lineage, continuous-market gap checks, and frozen cutoffs.
Understand and evaluate Binance historical archives, spot symbols, one-minute OHLCV, backfill reconciliation, and independent storage.
Research tokenized and equity-linked crypto products with explicit instrument type, venue, underlying mapping, trading status, reference methodology, and rights.
DataCedar stores raw source objects and normalized history independently, with coverage and rights enforced before serving.
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