Crypto Futures Curve Data — Every Dated Contract, Every Expiry
Whole futures curves as day bundles: every dated contract of an underlying on one venue — each expiry listed on the day — with tick-by-tick trades and full Level-2 order-book depth, captured co-located and normalized into the same schema as our spot and perpetual data. Term structure, calendar spreads and basis from one purchase per day.
Every contract of the curve, one schema
Every print of every dated contract — price, size, side and exchange timestamp — at full feed resolution, front contract to the furthest expiry.
Snapshot plus incremental Level-2 updates per contract, so the book of any expiry can be rebuilt at any moment and set against its neighbours.
The mark and index price messages and the liquidation prints the venue publishes for a contract, each as its own message type in the contract file.
Same normalized, zstd-compressed format and the same nanosecond clocks as the perpetual and spot files — the basis against either is a join, not a resampling job.
All futures-curve bundles
One row per venue, underlying and settlement family. Each curve page lists its coverage, recent days and the term structure of the newest day; days are bought in the shop calendar.
| Series | Venue | Interval | Days | Coverage | Size | Price/day | |
|---|---|---|---|---|---|---|---|
| BTC futures (coin-margined) | Okx | curve | 1,088 | October 2023 – present | 551 GB | €1 | Buy days |
| ETH futures (coin-margined) | Okx | curve | 1,088 | October 2023 – present | 546 GB | €1 | Buy days |
| BTC futures (USDT-margined) | Okx | curve | 989 | October 2023 – June 2026 · ended Jun 2026 | 434 GB | €1 | Buy days |
| ETH futures (inverse) | Deribit | curve | 1,060 | October 2023 – present | 430 GB | €1 | Buy days |
| BTC futures (inverse) | Deribit | curve | 1,060 | October 2023 – present | 411 GB | €1 | Buy days |
| ETH futures (all settlements) | Bybit | curve | 1,091 | October 2023 – present | 342 GB | €1 | Buy days |
| ETH futures (USDT-margined) | Okx | curve | 989 | October 2023 – June 2026 · ended Jun 2026 | 337 GB | €1 | Buy days |
| BTC futures (all settlements) | Bybit | curve | 1,091 | October 2023 – present | 314 GB | €1 | Buy days |
| ETH futures (USD) | crypto.com | curve | 964 | December 2023 – present | 125 GB | €1 | Buy days |
| BTC futures (USD) | crypto.com | curve | 964 | December 2023 – present | 111 GB | €1 | Buy days |
| BTC futures (XBT, all settlements) | BitMEX | curve | 1,072 | October 2023 – September 2026 · ended Sep 2026 | 72.1 GB | €1 | Buy days |
| ETH futures (USDC-margined) | Okx | curve | 623 | October 2023 – June 2025 · ended Jun 2025 | 45.7 GB | €1 | Buy days |
| BTC futures (USDC-margined) | Okx | curve | 623 | October 2023 – June 2025 · ended Jun 2025 | 38.6 GB | €1 | Buy days |
| SOL futures (all settlements) | Bybit | curve | 846 | June 2024 – present | 36.3 GB | €1 | Buy days |
| ETH futures (USDT) | Gate.io | curve | 1,091 | October 2023 – present | 32.6 GB | €1 | Buy days |
| BTC futures (USDC linear) | Deribit | curve | 413 | August 2025 – present | 31.2 GB | €1 | Buy days |
| BTC futures (USDT) | Gate.io | curve | 1,091 | October 2023 – present | 31.0 GB | €1 | Buy days |
| ETH futures (USDC linear) | Deribit | curve | 413 | August 2025 – present | 30.3 GB | €1 | Buy days |
| DOGE futures (USDT) | Gate.io | curve | 1,020 | December 2023 – present | 27.2 GB | €1 | Buy days |
| BTC futures (USD-margined) | Okx | curve | 187 | April 2026 – present | 13.4 GB | €1 | Buy days |
| ETH futures (USD-margined) | Okx | curve | 113 | June 2026 – present | 10.0 GB | €1 | Buy days |
| XRP futures (all settlements) | Bybit | curve | 351 | October 2025 – present | 6.58 GB | €1 | Buy days |
| XAU futures (USD-margined) | Okx | curve | 187 | April 2026 – present | 5.68 GB | €1 | Buy days |
| DOGE futures (all settlements) | Bybit | curve | 344 | October 2025 – present | 5.50 GB | €1 | Buy days |
| SOL futures (USD-margined) | Okx | curve | 113 | June 2026 – present | 4.42 GB | €1 | Buy days |
| MNT futures (all settlements) | Bybit | curve | 344 | October 2025 – present | 3.95 GB | €1 | Buy days |
| SOL futures (USDC linear) | Deribit | curve | 189 | March 2026 – present | 2.28 GB | €1 | Buy days |
| HYPE futures (USDC linear) | Deribit | curve | 105 | June 2026 – present | 910 MB | €1 | Buy days |
| XAUT futures (all settlements) | Bybit | curve | 190 | March 2026 – present | 884 MB | €1 | Buy days |
| HYPE futures (all settlements) | Bybit | curve | 64 | August 2026 – present | 860 MB | €1 | Buy days |
| TRX futures (USDC linear) | Deribit | curve | 189 | March 2026 – present | 806 MB | €1 | Buy days |
| XRP futures (USDC linear) | Deribit | curve | 189 | March 2026 – present | 682 MB | €1 | Buy days |
| AVAX futures (USDC linear) | Deribit | curve | 189 | March 2026 – present | 620 MB | €1 | Buy days |
Most traded futures curves (last 30 days)
Trades and USD notional summed over every contract of the curve, from the recorded tick data — 30 days to 2026-10-05.
| # | Series | Venue | Trades (30d) | Turnover (30d) | Days | |
|---|---|---|---|---|---|---|
| 1 | BTC futures (inverse) | Deribit | 648,998 | $2.7B | 30 | Buy days |
| 2 | ETH futures (inverse) | Deribit | 458,545 | $731.5M | 30 | Buy days |
| 3 | BTC futures (coin-margined) | Okx | 469,228 | $441.3M | 30 | Buy days |
| 4 | ETH futures (coin-margined) | Okx | 646,478 | $178.3M | 30 | Buy days |
| 5 | BTC futures (all settlements) | Bybit | 164,374 | $125.4M | 30 | Buy days |
| 6 | BTC futures (USDC linear) | Deribit | 38,351 | $103.2M | 30 | Buy days |
| 7 | ETH futures (all settlements) | Bybit | 205,231 | $103.0M | 30 | Buy days |
| 8 | BTC futures (USD-margined) | Okx | 234,310 | $77.5M | 30 | Buy days |
| 9 | ETH futures (USDC linear) | Deribit | 15,751 | $75.7M | 30 | Buy days |
| 10 | BTC futures (USDT) | Gate.io | 935,166 | $41.2M | 30 | Buy days |
| 11 | ETH futures (USDT) | Gate.io | 646,258 | $39.7M | 30 | Buy days |
| 12 | XRP futures (all settlements) | Bybit | 86,220 | $32.1M | 30 | Buy days |
Trades and USD turnover summed over every contract of the series, from the recorded tick data; 30 days to 2026-10-05. Series without statistics in the window are omitted.
All curves — development since capture
186,165,113 trades and $177.4B of USD notional across 33 curves since 2025-01-11.
| Month | Series active | Days | Trades | Turnover (USD) | Avg / day | Contracts traded | L2 updates | vs previous month |
|---|---|---|---|---|---|---|---|---|
| Oct 2026 (month to date) | 28 | 5 | 762,116 | $542.1M | $108.4M | 665 | 574.2M | — |
| Sep 2026 | 29 | 30 | 6,135,727 | $4.9B | $164.1M | 3,956 | 3.6B | +4.5 % |
| Aug 2026 | 29 | 31 | 7,264,724 | $4.7B | $151.9M | 4,066 | 3.6B | +58.7 % |
| Jul 2026 | 28 | 31 | 5,356,650 | $3.0B | $95.7M | 3,641 | 3.8B | −49.9 % |
| Jun 2026 | 30 | 30 | 7,279,989 | $5.9B | $197.5M | 3,349 | 1.1B | +19.2 % |
| May 2026 | 27 | 31 | 7,364,099 | $5.0B | $160.4M | 3,184 | 0 | +7.7 % |
| Apr 2026 | 27 | 30 | 6,361,209 | $4.6B | $153.8M | 2,994 | 0 | −32.9 % |
| Mar 2026 | 25 | 31 | 9,360,509 | $6.9B | $222.0M | 2,762 | 0 | −52.7 % |
| Feb 2026 | 20 | 28 | 14,136,205 | $14.5B | $519.5M | 2,543 | 0 | +15.9 % |
| Jan 2026 | 20 | 31 | 10,243,948 | $12.5B | $404.7M | 2,952 | 0 | +34.9 % |
| Dec 2025 | 20 | 31 | 11,552,782 | $9.3B | $299.9M | 2,951 | 0 | −39.4 % |
| Nov 2025 | 20 | 30 | 17,274,891 | $15.3B | $511.0M | 2,986 | 0 | −22.9 % |
| Oct 2025 | 20 | 31 | 16,643,953 | $19.9B | $641.3M | 2,859 | 0 | +77.2 % |
| Sep 2025 | 17 | 30 | 10,260,797 | $11.2B | $374.0M | 2,598 | 0 | −21.2 % |
| Aug 2025 | 17 | 31 | 13,355,374 | $14.2B | $459.2M | 2,686 | 0 | +14.0 % |
| Jul 2025 | 15 | 31 | 11,734,285 | $12.5B | $402.7M | 2,698 | 0 | +17.7 % |
| Jun 2025 | 17 | 30 | 10,694,532 | $10.6B | $353.5M | 2,700 | 0 | −29.1 % |
| May 2025 | 17 | 31 | 13,371,335 | $15.0B | $482.9M | 2,848 | 0 | +274.9 % |
| Apr 2025 | 17 | 30 | 4,590,552 | $4.0B | $133.1M | 2,640 | 0 | +466.1 % |
| Mar 2025 | 17 | 31 | 692,869 | $705.2M | $22.7M | 2,462 | 0 | −22.3 % |
| Feb 2025 | 17 | 28 | 951,193 | $907.5M | $32.4M | 2,240 | 0 | — |
| Jan 2025 | 17 | 21 | 777,374 | $1.1B | $52.4M | 1,628 | 0 | — |
All futures curves — trades and USD turnover summed per calendar month (UTC) over every contract, from our own daily statistics of the recorded tick data. Days = captured UTC days; a partial month shows no month-over-month change. Contracts traded and L2 (order-book) updates exist for days captured with the extended statistics.
Why buy futures curve data here
Four things every page on this site is built on — and the reason the numbers above exist at all.
We record everything
The complete public feed of each venue as it was published: every Level-2 snapshot and update at the venue's full book depth, every trade with its aggressor side, every quote, funding, mark-price and liquidation event — for every instrument the venue lists, every UTC day since we added the venue. Nothing sampled, no top-N cut, no on-demand capture.
Institutional grade
Captured co-located at the venue with the exchange timestamp and our receive timestamp in integer nanoseconds, an event-id chain that makes any gap visible, and one normalized schema across 35+ venues — the same capture our own high-frequency trading engine and enterprise feeds run on.
€1 per instrument-day
Any instrument-day is €1, series-day bundles start at €1 — no subscription, no minimum order, no tiers to unlock. Credit packs lower the effective price and never expire, and every venue has free full-day samples to test against first.
Self-service for everyone
Pick the days in the Data Shop, pay by card as a guest and download immediately — no sales call, no enterprise contract, no KYC. Coding agents buy the same files through the MCP server, and the free Agent Skill teaches them the format.
Crypto futures curve data — FAQ
How many futures curves are in the archive?
33 curves on BitMEX, Bybit, Deribit, Gate.io, Okx, crypto.com — 20,330 curve-days in total, October 2023 – present. One curve is every dated contract of one underlying and settlement family on one venue; each curve page lists its own coverage and recent days.
What crypto futures curve data can I download?
Tick-by-tick trades and Level-2 order-book depth for every dated futures contract of an underlying — each expiry the venue listed on that UTC day — as one futures-curve day bundle. Each contract is its own file in the same normalized schema as our spot and perpetual data, with the mark, index and liquidation messages the venue publishes.
What can I compute from a futures curve day?
The term structure of the day and how it moved: the premium of each expiry over the front contract, calendar spreads between any two expiries, the basis against the perpetual or spot of the same venue, and the behaviour of a contract into its expiry. Every file carries the same nanosecond venue and receive clocks, so contracts line up tick by tick without resampling.
Are perpetual futures part of a curve bundle?
No. A curve bundle holds the contracts with an expiry date. Perpetuals — and the spot market of the same venue — are separate instruments sold per instrument-day; the futures and perpetuals page covers them.
Can I get futures curve data as CSV or Parquet?
Yes — every free sample and every purchased tick day also exports as gzipped CSV or Parquet at no extra cost: trades and liquidations (derivatives, 2026 onward) in both formats, plus top-of-book (BBO) quotes as CSV where the venue publishes that stream. Timestamps are integer microseconds UTC and the columns load straight into pandas, polars or DuckDB — see the formats overview.
Is there a free sample of the futures data?
Yes — every curve that is still being recorded offers one free contract file on its page (the most active contract of a settled day) as the native tick file, as CSV/Parquet export and as a browser order-book replay. No account is needed.
How much does futures curve data cost?
€1 per futures-curve day bundle — every contract of the curve for one UTC day — no subscription, no minimum order; each curve page and the shop show the exact price per day. Buy as a guest, download immediately.
Do I need an account or a sales call?
No. Pick the curve-days in the Data Shop, pay by card as a guest and download immediately — no subscription, no minimum order, no KYC, no enterprise contract, no sales call. Coding agents buy the same bundles through the MCP server.
How is the futures data captured?
Co-located at the venue, message by message: every Level-2 update and every trade print carries the exchange timestamp and our receive timestamp in integer nanoseconds, an event-id chain makes any gap visible, and one normalized schema across 35+ venues means a parser written for Binance reads these files unchanged. It is the same capture our own high-frequency trading engine runs on — nothing sampled, no top-N cut.