Derivatives Data

Information on Glassnode's Derivatives Data Offering (as of 2021-03-31)

Current list of metrics on futures data:

  • Open Interest (native + USD)

  • 24h Volume (native + USD)

  • Liquidations (native + USD)

  • Funding Rates

Current list of metrics on options data:

  • Open Interest (native + USD)

  • 24h Volume (native + USD)

In general all metrics are offered in a 10min resolution, both for BTC and ETH. For exceptions to this rule, supported exchanges, as well as details on the first available historic datapoint, please refer to the tables below.

Note that historic data for derivatives metrics is only available on the Professional plan. The advanced plan has a maximum of 1 month historic data.

Futures

Futures Open Interest

  • Binance

    • First datapoint: 2020-02-21

  • Bitfinex

    • First datapoint: 2020-02-21

  • Bitmex

    • First datapoint: 2020-02-21

  • Bybit

    • First datapoint: 2020-02-21

  • Deribit

    • First datapoint: 2020-02-21

  • FTX

    • First datapoint: 2020-02-21

  • Kraken

    • First datapoint: 2020-02-21

  • Huobi

    • First datapoint for daily resolution: 2020-05-15

    • First datapoint for intra-day resolution: 2020-11-03 (4pm UTC)

  • OKEx

    • First datapoint for expiration contracts: 2020-01-01

    • First datapoint for perpetual contracts: 2020-07-30

  • CME

    • First datapoint: 2020-11-12 (only daily resolution)

Futures 24h Volume

  • Binance

    • First datapoint: 2020-02-21

  • Bitfinex

    • First datapoint: 2020-02-21

  • Bitflyer

    • First datapoint: 2020-02-21 (only available for BTC)

  • Bitmex

    • First datapoint: 2020-02-21

  • Bybit

    • First datapoint: 2020-02-21

  • Deribit

    • First datapoint: 2020-02-21

  • FTX

    • First datapoint: 2020-02-21

  • Kraken

    • First datapoint: 2020-02-21

  • Huobi

    • First datapoint: 2018-11-09

  • OKEx

    • First datapoint for expiration contracts: 2020-01-01

    • First datapoint for perpetual contracts: 2020-07-30

  • CME

    • First datapoint: 2020-11-12 (only daily resolution)

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Futures Funding Rates

  • Binance

    • First datapoint: 2020-02-21

  • Bitfinex

    • First datapoint: 2020-02-21

  • Bitmex

    • First datapoint: 2020-02-21

  • Bybit

    • First datapoint: 2020-02-21

  • Deribit

    • First datapoint: 2020-02-21

  • FTX

    • First datapoint: 2020-08-06

  • Kraken

    • First datapoint: 2020-07-31

  • Huobi

    • First datapoint: 2020-05-15

  • OKEx

    • First datapoint: 2020-01-01

Futures Liquidations

  • Binance

    • First datapoint: 2019-09-17

  • OKEx

    • First datapoint: 2020-09-09

Options

Options Open Interest

  • CME

    • First datapoint: 2021-02-11 (only daily resolution)

  • OKEx

    • First datapoint for daily resolution: 2020-03-30

    • First datapoint for intra-day resolution: 2021-02-18 (6pm UTC)

  • Deribit

    • First datapoint for daily resolution: 2020-03-30

    • First datapoint for intra-day resolution: 2021-02-15 (2pm UTC)

  • FTX

    • First datapoint: 2021-02-17

  • Huobi

    • First datapoint for daily resolution: 2020-09-09

    • First datapoint for intra-day resolution: 2021-02-23 (4pm UTC)

Options 24h Volume

  • CME

    • First datapoint: 2021-02-11 (only daily resolution)

  • OKEx

    • First datapoint for daily resolution: 2020-03-30

    • First datapoint for intra-day resolution: 2021-02-18 (6pm UTC)

  • Deribit

    • First datapoint for daily resolution: 2020-03-30

    • First datapoint for intra-day resolution: 2021-02-15 (2pm UTC)

  • FTX

    • First datapoint: 2021-02-17

  • Huobi

    • First datapoint for daily resolution: 2020-09-09

    • First datapoint for intra-day resolution: 2021-02-23 (4pm UTC)