Crypto futures data: funding, open interest and liquidations

Recorded since 7 November 2026 · 6,000+ contracts, live

What futures data does BlackForge record?

BlackForge records the linear perpetual and dated futures contracts on the major futures venues, 6,000+ of them, live: mark, index and last price, best bid and ask, funding and the next funding time, open interest in coins and in value, volume with the taker buy split, the trade count, and long and short liquidations with every public liquidation event. The history starts on 7 November 2026 and is kept forever, like spot.

One row per contract per window, measured the same way on every venue and lined up on the same clock as the spot rows, so a futures row and a spot row with the same timestamp describe the same minute. Prices, funding and open interest come from the venue’s own snapshot; volume and taker flow from its trade stream; liquidations from its public liquidation feed. These are measurements, exactly as the venue published them, never a reading of what they mean.

What is recorded

Keys

Free

The venue, the contract in the venue’s own spelling, and the end of the window the row covers.

tsMinute endEPOCH MSFree

End of the minute the row covers, epoch milliseconds UTC. A row covers (ts - 60 s, ts], the same convention as the spot rows, so a futures row and a spot row with the same ts describe the same minute.

exchangeExchangeTEXTFree

The futures venue, lower case.

symbolContractTEXTFree

The venue's own contract symbol, spelled as the venue spells it (BTCUSDT, BTC-USDT-SWAP, BTC_USDT, XBTUSDTM, BTCUSDT_261225).

Contract

Free

The coin, normalised across venues, the quote currency, and whether the contract is a perpetual or dated.

baseAssetBase assetTEXTFree

The coin the contract prices, normalised across venues (kucoin XBT reads BTC), so one coin can be compared on every venue.

quoteAssetQuote assetTEXTFree

The currency the contract is quoted and margined in (USDT, USDC, USD1...). Prices, notionals and quote volumes are in this currency.

contractTypeContract typeTEXTFree

perpetual (no expiry, funded) or dated (a delivery contract with an expiry; carries no funding).

Prices

Free

Mark, index and last price, and the best bid and ask, read from the venue at the snapshot.

markPriceMark priceQUOTEFree

The venue's mark price at the minute's snapshot, the price it uses for unrealised PnL and liquidations.

indexPriceIndex priceQUOTEFree

The venue's index price at the minute's snapshot: its weighted spot reference for the base asset.

lastPriceLast priceQUOTEFree

The last traded price of the contract at the snapshot.

bidPriceBest bidQUOTEFree

Best bid of the contract order book at the snapshot.

askPriceBest askQUOTEFree

Best ask of the contract order book at the snapshot.

Funding

Free

The current funding rate, the predicted next rate where the venue publishes one, and when funding next settles.

fundingRateFunding rateFRACTIONFree

The venue's current funding rate for one funding interval, as a fraction (0.0001 = 0.01%). Positive means longs pay shorts. Venues settle at different intervals (1 h, 4 h or 8 h), so compare rates on the same interval. Null on dated contracts.

predictedFundingRatePredicted funding rateFRACTIONFree

The next interval's funding rate as the venue predicts it, where the venue publishes one (gate: "funding_rate_indicative"). Null on venues that publish none.

nextFundingTimeNext funding timeEPOCH MSFree

When the venue next settles funding, epoch milliseconds UTC. Null on dated contracts.

Open interest

Free

Open interest in coins and in quote value, and when it was read.

openInterestOpen interestBASEFree

Open interest in BASE units (coins, not contracts): the venue figure times the contract multiplier where the venue counts contracts.

openInterestValueOpen interest valueQUOTEFree

Open interest times the mark price, in the quote currency.

openInterestAtOpen interest read atEPOCH MSFree

When the open interest was read, epoch milliseconds UTC. Equal to the snapshot on every venue except binance, which has no all-contract endpoint: there the most traded contracts are read every minute and the rest in rotation, so the value can be a few minutes old (bit OI_STALE above 10 minutes).

Volume and taker flow

Free

Volume in coins and in quote currency, the part of each whose taker bought, and the trade count.

volumeVolumeBASEFree

Traded volume in the minute, in base units, from the venue trade stream (binance: its own closing one-minute bar).

quoteVolumeQuote volumeQUOTEFree

Traded volume in the minute, in the quote currency.

takerBuyVolumeTaker buy volumeBASEFree

The part of the volume whose taker bought (aggressive buys), in base units. volume minus this is the taker sell volume.

takerBuyQuoteVolumeTaker buy quote volumeQUOTEFree

The part of the quote volume whose taker bought, in the quote currency.

tradeCountTradesCOUNTFree

Number of trades in the minute.

Liquidations

Max

Long and short liquidations in the window, counted and summed in notional, beside the feed of every public liquidation event.

liqLongCountLong liquidationsCOUNTMax

Liquidations of LONG positions in the minute, from the venue public liquidation feed. binance and okx throttle that feed (binance sends at most the latest liquidation per contract per second), so in a cascade their counts are lower bounds; bybit and gate send every one. okx also delivers part of its feed minutes late: a liquidation that arrives after its minute was written is in the liquidation event feed but not in this column (about a fifth of the okx count on 2026-11-08). Null where the venue publishes no feed.

liqLongNotionalLong liquidation notionalQUOTEMax

Notional of the long positions liquidated in the minute (quantity times price), in the quote currency. Same coverage as liqLongCount.

liqShortCountShort liquidationsCOUNTMax

Liquidations of SHORT positions in the minute. Same coverage as liqLongCount.

liqShortNotionalShort liquidation notionalQUOTEMax

Notional of the short positions liquidated in the minute, in the quote currency. Same coverage as liqLongCount.

Quality

Free

A per-row bitmask that says which values to trust. Free on every plan.

qualityFlagsQuality flagsBITMASKFree

Row quality bitmask, decoded by the futures qualityBits table of the catalog. 0 is a clean row. Values are never hidden or altered on account of quality.

Liquidation events

Max

Beside the per-window totals, every public liquidation event, one record each, from /v1/futures/liquidations.

tsEPOCH MS

Venue time of the liquidation, epoch milliseconds UTC.

exchangeTEXT

The futures venue.

symbolTEXT

The venue's contract symbol.

sideTEXT

long or short: the POSITION that was liquidated (a long is closed by a forced sell).

priceQUOTE

Fill (or order) price of the liquidation.

quantityBASE

Size in base units.

notionalQUOTE

quantity times price, in the quote currency.

The venues

BlackForge records the major futures venues and every linear perpetual and dated contract each one lists, 6,000+ in all. Nothing is filtered by volume. Symbols are the venue’s own; baseAsset is normalised so one coin lines up across venues.

Futures venues, the plan each opens on, and what each publishes
Venue	From	Liquidations	Predicted funding
Binance	Free	Throttled by the venue: a lower bound in a cascade	Not published by the venue
OKX	Pro	Throttled by the venue: a lower bound in a cascade	Not published by the venue
Bybit	Pro	Every public event	Not published by the venue
Gate	Free	Every public event	Published
KuCoin	Pro	Not published by the venue	Not published by the venue
Bitget	Pro	Not published by the venue	Not published by the venue
MEXC	Free	Not published by the venue	Not published by the venue

Which plan gets what

Futures ride the plans you already know, on the same axes: venues, granularity, history, columns. Liquidations, the per-window totals and the event feed, start at Max. Everything else is on every plan, Free included.

Futures on each plan
Plan	Futures venues	Granularity	History	Data
Free	Binance, Gate and MEXC	Daily	2 weeks	Every column except liquidations
Pro	Every futures venue	Hourly or daily	3 months	Every column except liquidations
Max	Every futures venue	5-minute, hourly or daily	1 year	Every column, plus each liquidation event
Ultra	Every futures venue	1-minute to daily	Full archive	Every column, plus each liquidation event
Pay per call	Every futures venue	1-minute to daily	90 days	Every column, plus each liquidation event

Futures history is kept forever, like spot, from 7 November 2026. Futures use the same row quota and rate limit as spot.

Prices and the full plan comparison

Example API calls

Set $BF to the API base and put your key in $BLACKFORGE_API_KEY, as on the API docs. The responses below are real, captured from the live API on 2026-11-09 and trimmed for reading.

One contract, now

The latest closed row for BTCUSDT on Bybit, narrowed to prices, funding, open interest, flow and liquidations. GET /v1/futures/latest

Request

curl -H "x-api-key: $BLACKFORGE_API_KEY" \
  "$BF/v1/futures/latest?exchange=bybit&symbol=BTCUSDT&columns=markPrice,indexPrice,fundingRate,nextFundingTime,openInterest,openInterestValue,quoteVolume,takerBuyQuoteVolume,liqLongNotional,liqShortNotional"

Response

{
  "ts": 1794232500000,
  "interval": "1m",
  "values": {
    "markPrice": 74696.12,
    "indexPrice": 74725.86,
    "fundingRate": 0.00006904,
    "nextFundingTime": 1794240000000,
    "openInterest": 70149.685,
    "openInterestValue": 5239909288.722199,
    "quoteVolume": 917232.5564999991,
    "takerBuyQuoteVolume": 565642.7333000005,
    "liqLongNotional": 0,
    "liqShortNotional": 0
  }
}

One column over time

Open interest value for BTCUSDT on Binance over the last hour, in 5-minute buckets. GET /v1/futures/series

Request

curl -H "x-api-key: $BLACKFORGE_API_KEY" \
  "$BF/v1/futures/series?exchange=binance&symbol=BTCUSDT&metric=openInterestValue&interval=5m&from=2026-11-09T12:56:14Z&to=2026-11-09T13:56:14Z"

Response

{
  "metric": "openInterestValue",
  "exchange": "binance",
  "symbol": "BTCUSDT",
  "interval": "5m",
  "points": [
    "…",
    {
      "ts": 1794231300000,
      "value": 7208928019.377509,
      "quality": 0,
      "qualityAll": 0
    },
    {
      "ts": 1794231600000,
      "value": 7213459977.0513315,
      "quality": 0,
      "qualityAll": 0
    },
    {
      "ts": 1794231900000,
      "value": 7210050410.832772,
      "quality": 0,
      "qualityAll": 0
    },
    {
      "ts": 1794232200000,
      "value": 7227371047.554,
      "quality": 0,
      "qualityAll": 0
    }
  ]
}

One coin on every venue

BTC perpetuals ranked by funding rate across every venue the plan reaches. Each rate is per that venue’s own funding interval. GET /v1/futures/top

Request

curl -H "x-api-key: $BLACKFORGE_API_KEY" \
  "$BF/v1/futures/top?metric=fundingRate&baseAsset=BTC&contractType=perpetual&order=desc&limit=10"

Response

{
  "metric": "fundingRate",
  "interval": "1m",
  "ts": 1794232500000,
  "order": "desc",
  "rows": [
    {
      "exchange": "kucoin",
      "symbol": "XBTUSDCM",
      "baseAsset": "BTC",
      "value": 0.0003
    },
    {
      "exchange": "binance",
      "symbol": "BTCU",
      "baseAsset": "BTC",
      "value": 0.0001
    },
    {
      "exchange": "binance",
      "symbol": "BTCUSD1",
      "baseAsset": "BTC",
      "value": 0.0001
    },
    {
      "exchange": "binance",
      "symbol": "BTCUSDT",
      "baseAsset": "BTC",
      "value": 0.0001
    },
    {
      "exchange": "mexc",
      "symbol": "BTC_USDT",
      "baseAsset": "BTC",
      "value": 0.0001
    },
    {
      "exchange": "kucoin",
      "symbol": "XBTUSDTM",
      "baseAsset": "BTC",
      "value": 0.000099
    },
    {
      "exchange": "bitget",
      "symbol": "BTCUSDT",
      "baseAsset": "BTC",
      "value": 0.00008
    },
    {
      "exchange": "bybit",
      "symbol": "BTCPERP",
      "baseAsset": "BTC",
      "value": 0.00007727
    },
    {
      "exchange": "bybit",
      "symbol": "BTCUSDT",
      "baseAsset": "BTC",
      "value": 0.00006904
    },
    {
      "exchange": "gate",
      "symbol": "BTC_USDT",
      "baseAsset": "BTC",
      "value": 0.000055
    }
  ]
}

Liquidation events

The newest public liquidation events across the venues that publish them. GET /v1/futures/liquidations

Request

curl -H "x-api-key: $BLACKFORGE_API_KEY" \
  "$BF/v1/futures/liquidations?limit=5&from=2026-11-08T13:56:15Z&to=2026-11-09T13:56:15Z"

Response

{
  "from": "2026-11-08T13:56:15.000Z",
  "to": "2026-11-09T13:56:15.000Z",
  "events": [
    {
      "ts": 1794232570086,
      "exchange": "binance",
      "symbol": "TSTUSDT",
      "side": "long",
      "price": 0.01462,
      "quantity": 4010,
      "notional": 58.6262
    },
    {
      "ts": 1794232566522,
      "exchange": "binance",
      "symbol": "TSTUSDT",
      "side": "long",
      "price": 0.01468,
      "quantity": 19813,
      "notional": 290.85484
    },
    {
      "ts": 1794232561146,
      "exchange": "binance",
      "symbol": "ONUSDT",
      "side": "long",
      "price": 0.252715,
      "quantity": 2199,
      "notional": 555.7202850000001
    },
    {
      "ts": 1794232556156,
      "exchange": "binance",
      "symbol": "IDOLUSDT",
      "side": "short",
      "price": 0.0349232,
      "quantity": 2999,
      "notional": 104.7346768
    },
    {
      "ts": 1794232556156,
      "exchange": "binance",
      "symbol": "JCTUSDT",
      "side": "short",
      "price": 0.010307,
      "quantity": 4718,
      "notional": 48.628426
    }
  ],
  "truncated": true
}

The honest limits

KuCoin, Bitget and MEXC publish no liquidations, so their liquidation columns are null on every row and they carry no liquidation events.
Binance and OKX throttle their public liquidation feeds (Binance sends at most the latest liquidation per contract per second), so in a cascade their liquidation counts and notionals are lower bounds. Bybit and Gate send every one.
OKX also delivers part of its liquidation feed minutes late. A late liquidation is in the event feed but not in the per-window totals, so for OKX the events are the fuller count.
The predicted funding rate is recorded only where the venue publishes one, which today is Gate. It is null everywhere else.
Each venue quotes funding per its own interval (1, 4 or 8 hours), so compare rates on the same interval. Dated contracts carry no funding.
Binance has no all-contract open interest endpoint: its most traded contracts are read every minute and the rest in rotation, so a value can be a few minutes old. Anything older than ten minutes is flagged.
Linear contracts only. Coin-margined (inverse) contracts are not recorded.
History starts on 7 November 2026, when recording began: there is nothing earlier. Like spot, nothing ages out.

The quality bitmask

Every futures row carries qualityFlags, on every plan. Values are never hidden or altered on account of quality; the mask says which of them to trust.

Futures quality bits
Value	Flag	Meaning
`1`	`QUOTE_MISSING`	No venue snapshot for this contract in the minute: prices, funding and open interest are null.
`2`	`TRADES_PARTIAL`	The trade stream was not up for the whole minute (the first minute after a reconnect or a deploy): volume, taker volume and trade count are lower bounds.
`4`	`LIQ_PARTIAL`	The liquidation stream was not up for the whole minute: the liquidation columns are lower bounds.
`8`	`OI_STALE`	binance only: the open interest was read more than 10 minutes before the minute end.
`16`	`BAR_NOT_FINAL`	binance only: the venue's closing one-minute bar never arrived, so volume is its last in-progress bar.

Which futures venues does BlackForge cover?

The major futures venues: Binance, OKX, Bybit, Gate, KuCoin, Bitget and MEXC. Every linear perpetual and dated contract each one lists is recorded, 6,000+ in all, nothing filtered by volume. Coin-margined (inverse) contracts are not recorded.

Does BlackForge have crypto liquidation data?

Yes, from the Max plan: long and short liquidation counts and notional per window, and every public liquidation event with its time, price, size and side. Binance, OKX, Bybit and Gate publish liquidations; KuCoin, Bitget and MEXC publish none. Binance and OKX throttle their feeds, so in a cascade their figures are lower bounds.

How far back does the futures history go?

Recording started on 7 November 2026, and futures are kept forever, like spot. Each plan reads them through its usual history window: 2 weeks on Free, 3 months on Pro and pay per call, 1 year on Max and the full archive on Ultra.

How is the funding rate expressed?

Exactly as the venue publishes it: a fraction per funding interval, so 0.0001 is 0.01%. Positive means longs pay shorts. Venues settle on different intervals (1, 4 or 8 hours), so compare rates on the same interval. nextFundingTime says when the venue next settles.

API documentation · Pricing · Spot metrics · What’s new

Crypto futures data: funding, open interest and liquidations

What is recorded

Keys

Contract

Prices

Funding

Open interest

Volume and taker flow

Liquidations

Quality

Liquidation events

The venues

Which plan gets what

Example API calls

One contract, now

One column over time

One coin on every venue

Liquidation events

The honest limits

The quality bitmask

Which futures venues does BlackForge cover?

Does BlackForge have crypto liquidation data?

How far back does the futures history go?

How is the funding rate expressed?

See it on the pairs you actually trade