Market Metrics

Market metrics are queryable via our Catalog V2 API at /catalog-all-v2/market-metrics Link to market metrics API docs .

Metric Name Product Category Subcategory Min time Max time Frequencies
liquidations_reported_future_buy_units_1d Reported Futures Buy Liquidations, native units Market Data Liquidations Futures 2020-01-01 00:00:00 2023-11-30 00:00:00 1d
liquidations_reported_future_buy_units_1h Reported Futures Buy Liquidations, native units Market Data Liquidations Futures 2020-01-01 00:00:00 2023-12-01 02:00:00 1h
liquidations_reported_future_buy_units_5m Reported Futures Buy Liquidations, native units Market Data Liquidations Futures 2020-01-01 00:35:00 2023-12-01 03:55:00 5m
liquidations_reported_future_buy_usd_1d Reported Futures Buy Liquidations, USD Market Data Liquidations Futures 2020-01-01 00:00:00 2023-11-30 00:00:00 1d
liquidations_reported_future_buy_usd_1h Reported Futures Buy Liquidations, USD Market Data Liquidations Futures 2020-01-01 00:00:00 2023-12-01 02:00:00 1h
liquidations_reported_future_buy_usd_5m Reported Futures Buy Liquidations, USD Market Data Liquidations Futures 2020-01-01 00:35:00 2023-12-01 03:55:00 5m
liquidations_reported_future_sell_units_1d Reported Futures Sell Liquidations, native units Market Data Liquidations Futures 2020-01-01 00:00:00 2023-11-30 00:00:00 1d
liquidations_reported_future_sell_units_1h Reported Futures Sell Liquidations, native units Market Data Liquidations Futures 2020-01-01 00:00:00 2023-12-01 02:00:00 1h
liquidations_reported_future_sell_units_5m Reported Futures Sell Liquidations, native units Market Data Liquidations Futures 2020-01-01 00:00:00 2023-12-01 03:55:00 5m
liquidations_reported_future_sell_usd_1d Reported Futures Sell Liquidations, USD Market Data Liquidations Futures 2020-01-01 00:00:00 2023-11-30 00:00:00 1d
liquidations_reported_future_sell_usd_1h Reported Futures Sell Liquidations, USD Market Data Liquidations Futures 2020-01-01 00:00:00 2023-12-01 02:00:00 1h
liquidations_reported_future_sell_usd_5m Reported Futures Sell Liquidations, USD Market Data Liquidations Futures 2020-01-01 00:00:00 2023-12-01 03:55:00 5m
liquidity_bid_ask_spread_percent_1d Bid-Ask Spread, Mean, Percent, 1 day Market Data Liquidity Bid Ask Spread 2022-12-09 00:00:00 2023-11-30 00:00:00 1d
liquidity_bid_ask_spread_percent_1h Bid-Ask Spread, Mean, Percent, 1 Hour Market Data Liquidity Bid Ask Spread 2022-12-09 09:00:00 2023-12-01 03:00:00 1h
liquidity_bid_ask_spread_percent_1m Bid-Ask Spread, Mean, Percent, 1 Minute Market Data Liquidity Bid Ask Spread 2022-12-09 09:30:00 2023-12-01 04:28:00 1m
liquidity_depth_0_1_percent_ask_volume_units Order Book Depth, 0.1 Percent From Midprice, Ask, Native Units Market Data Liquidity Order Book Depth 2021-07-22 00:00:00 2023-12-01 04:00:00 1h
liquidity_depth_0_1_percent_ask_volume_usd Order Book Depth, 0.1 Percent From Midprice, Ask, USD Market Data Liquidity Order Book Depth 2021-07-22 00:00:00 2023-12-01 04:00:00 1h
liquidity_depth_0_1_percent_bid_volume_units Order Book Depth, 0.1 Percent From Midprice, Bid, Native Units Market Data Liquidity Order Book Depth 2021-07-22 00:00:00 2023-12-01 04:00:00 1h
liquidity_depth_0_1_percent_bid_volume_usd Order Book Depth, 0.1 Percent From Midprice, Bid, USD Market Data Liquidity Order Book Depth 2021-07-22 00:00:00 2023-12-01 04:00:00 1h
liquidity_depth_1_percent_ask_volume_units Order Book Depth, 1 Percent From Midprice, Ask, Native Units Market Data Liquidity Order Book Depth 2021-07-22 00:00:00 2023-12-01 04:00:00 1h