Crypto derivatives data

Perpetual and futures data with contract-aware coverage

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.

144
active TradFi perps
11,133,585
stored one-minute bars
1m
current capture
Explicit
reference-series gaps
Definition

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.

How DataCedar handles it

What you can query, which fields are returned, and how availability is reported.

01

Define the contract

Record venue, native identifier, underlying, quote, settlement asset, multiplier, linear or inverse form, and expiry.

02

Separate the clocks

Trades, mark, index, funding, open interest, and liquidations each retain their own time and cadence.

03

Version the catalog

Expiries, new listings, parameter changes, and roll relationships remain historical data.

04

Validate before serving

Backfills, sequence checks, gap reports, and rights review must pass before an endpoint advertises availability.

Data surface

What the schema is built to carry.

Perpetual and dated-futures identity
Linear and inverse contract units
Trade, mark, and index series
Funding intervals and rates
Open-interest units
Liquidation event semantics
Expiry and roll history
Independent gap and rights states

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.

API example

TradFi perpetual bars

GET /v3/derivatives/{symbol}/bars
Request
curl "https://api.datacedar.com/v3/derivatives/AAPLUSDT/bars?timeframe=1Min"
Representative response
{
  "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.

Research workflow

Four steps from API key to a validated dataset.

01

Catalog

Version every native contract and specification.

02

Acquire

Backfill each market and reference series independently.

03

Validate

Test units, cadence, sequence, expiry, and cross-series timing.

04

Release

Enable serving only after coverage and rights gates pass.

Field guide

What a derivatives API must preserve

01

Contract units change economic meaning

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.

02

Reference prices are not interchangeable

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.

03

Availability should describe reality

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.

Comparison

Spot-price proxy versus contract-aware derivatives data

Spot can be a reference input, but it cannot reproduce funding, basis, leverage, open interest, liquidation, or expiry behavior.

Venue scopeOften hidden behind a symbol listVenue and market type remain explicit
Missing intervalsEmpty rows or silent forward fillsExpected, actual, and gap state recorded
Instrument identityDisplay ticker used as the keyNative symbol plus versioned canonical identity
Source dependencyCustomer request calls the upstream APIOwned raw storage and normalized serving tables
AvailabilityEndpoint presence implies coverageCoverage and rights state fail closed
Before you rely on it

A practical validation checklist.

  1. 01The venue and market type are named for every instrument
  2. 02First and last available timestamps are reported by stream
  3. 03UTC interval, event-time, and receive-time rules are documented
  4. 04Delisted, expired, pending, and suspended instruments remain visible
  5. 05Archive, REST, and live boundaries have been reconciled
  6. 06Duplicate, sequence, and expected-interval checks pass
  7. 07The intended display or redistribution use is explicitly permitted

Questions, answered.

Yes for the TradFi perpetual catalog and current/recent one-minute bars across 144 contracts. Deep history and richer derivative series remain gaps.

Build on reproducible crypto evidence, not a runtime venue dependency.

DataCedar stores raw source objects and normalized history independently, with coverage and rights enforced before serving.

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