Crypto Futures Historical Data: Perpetuals, Dated Futures, Funding Rates and Liquidations
Perpetual swaps carry most of crypto's turnover, and their files carry the most message types: trades and the Level-2 book like spot, plus funding, mark and index prices and — from 2026 files onward — every liquidation as its own event. The archive holds 7,454 perpetuals and 380 dated futures across 20 venues; in the 30 days to 2026-09-16 they recorded $4.8T of USD turnover over 15.5B trades.
Crypto Futures & Perpetuals Historical Data
A derivatives day file adds four streams to the trade and book messages: type 7 and 8 carry the mark and index price the venue publishes (the inputs to unrealized PnL and liquidation triggers), type 9 carries funding — the rate and next funding time, i.e. funding rate history at the venue's own cadence — and type 17 records liquidations priced at the bankruptcy price. Because they sit in one file with the tape and the book, a liquidation cascade can be replayed against the depth that absorbed it.
Perpetuals and dated futures are separate instrument classes in the archive: a perpetual is one instrument for its whole life, a dated future is one instrument per expiry, so a quarterly basis series is a set of files rather than a stitched chart. Both classes are captured co-located at the venue with nanosecond timestamps, and the 1-minute statistics split trades and turnover by aggressor side and count liquidations per minute.
Coverage per venue is on the exchange pages — Binance USDⓈ-M, Bybit, OKX, Bitget, Gate, KuCoin futures, Kraken futures, BitMEX, Hyperliquid and more — and every instrument's calendar in the shop shows which days exist. Liquidation exports (?format=liquidations.csv.gz or .parquet) are derivatives-only and cover 2026 files onward.
Derivatives venues ranked by recorded turnover — last 30 days
$4.8T of USD turnover over 15.5B trades in perpetual swaps and dated futures across 20 venues in the 30 days to 2026-09-16 — about $159.9B per UTC day.
| # | Venue | Turnover · 30d (USD) | Share | Trades · 30d | Avg trade | Instruments | vs prior 30d |
|---|---|---|---|---|---|---|---|
| 1 | Binance USDT-M | $1.8T | 36.9 % | 5.2B | $339 | 766 | +47.8 % |
| 2 | Okx | $750.6B | 15.6 % | 702.7M | $1,068 | 683 | +48.9 % |
| 3 | Bybit | $442.9B | 9.2 % | 1.4B | $319 | 849 | +71.2 % |
| 4 | Gate.io Future | $368.9B | 7.7 % | 422.0M | $874 | 808 | +67.5 % |
| 5 | Bitget | $262.1B | 5.5 % | 400.0M | $655 | 727 | +54.1 % |
| 6 | Hyperliquid | $254.2B | 5.3 % | 144.8M | $1,756 | 284 | +63.9 % |
| 7 | Coinbase International | $233.5B | 4.9 % | 101.6M | $2,298 | 130 | +29.6 % |
| 8 | Whitebit | $231.7B | 4.8 % | 224.9M | $1,030 | 390 | +38.3 % |
| 9 | Bitmart | $164.3B | 3.4 % | 188.5M | $872 | 290 | +80.1 % |
| 10 | BingX | $160.9B | 3.4 % | 6.4B | $25 | 621 | +16.8 % |
| 11 | Binance Coin-M | $49.6B | 1.0 % | 36.2M | $1,372 | 30 | +119.6 % |
| 12 | Kraken Futures | $32.0B | 0.7 % | 24.2M | $1,324 | 291 | +104.3 % |
| 13 | KuCoin Futures | $30.3B | 0.6 % | 193.7M | $156 | 679 | +65.0 % |
| 14 | Deribit | $27.2B | 0.6 % | 13.1M | $2,082 | 165 | +151.7 % |
| 15 | crypto.com | $18.0B | 0.4 % | 32.1M | $561 | 394 | +74.8 % |
Perpetual swaps + dated futures — USD turnover and trade counts per venue over the 30 days to 2026-09-16, summed from every trade print of the class in our tick archive (20 venues with activity; share = of $4.8Ttotal). Instruments = recorded instruments of the class on the venue's newest day. Not venue-reported volume.
Perpetual swaps and dated futures — share of derivatives turnover
| Instrument class | Turnover · 30d (USD) | Share | Trades · 30d |
|---|---|---|---|
| Perpetual swaps | $4.8T | 99.5 % | 15.4B |
| Dated futures | $21.7B | 0.5 % | 53.9M |
Derivatives (all venues) — share of USD turnover by instrument class over the 30 days to 2026-09-16, from our tick archive.
Derivatives turnover and trades per month
| Month | Turnover (USD) | Trades | Avg / day | Days | vs previous month |
|---|---|---|---|---|---|
| Sep 2026 (month to date) | $2.3T | 8.1B | $146.3B | 16 | — |
| Aug 2026 | $4.1T | 15.5B | $131.5B | 31 | +11.3 % |
| Jul 2026 | $3.7T | 15.8B | $118.1B | 31 | −18.4 % |
| Jun 2026 | $4.5T | 17.5B | $149.6B | 30 | +11.8 % |
| May 2026 | $4.0T | 16.1B | $129.5B | 31 | +0.8 % |
| Apr 2026 | $4.0T | 16.3B | $132.8B | 30 | −14.7 % |
| Mar 2026 | $4.7T | 16.1B | $150.6B | 31 | −3.0 % |
| Feb 2026 | $4.8T | 17.0B | $171.9B | 28 | −30.2 % |
| Jan 2026 | $6.9T | 19.5B | $222.6B | 31 | +38.1 % |
| Dec 2025 | $5.0T | 20.6B | $161.1B | 31 | −23.8 % |
| Nov 2025 | $6.6T | 22.8B | $218.6B | 30 | −21.8 % |
| Oct 2025 | $8.4T | 23.1B | $270.4B | 31 | — |
Perpetual swaps + dated futures, all venues — USD turnover and trade counts summed per calendar month (UTC) from our tick archive. Days = UTC days with recorded activity; a partial month shows no month-over-month change.
Message types behind futures & perpetuals data
| Type | Message | What it carries |
|---|---|---|
0 | Order-book snapshot | Full Level-2 state; a new snapshot resets the book |
1 | Order-book update | Incremental L2 change per price level (quantity 0 removes the level) |
2 | Trades | Every print with aggressor side, price, size, trade id and exchange timestamp |
6 | Top-of-book (BBO) | Best bid/ask stream where the venue publishes one (not on BitMEX, Coinbase, Kraken spot, Kalshi, Polymarket) |
7 / 8 | Mark & index price | Derivatives; on options the mark stream carries implied vols and greeks |
9 | Funding | Perpetuals: rate and next funding time |
17 | Liquidations | Derivatives, 2026 files onward, priced at the bankruptcy price |
How to download futures & perpetuals data
- Pick the market: browse a derivatives venue on the exchange pages or search the Data Shop for the perpetual (e.g. BTCUSDT on Binance USDⓈ-M) or the dated contract.
- Try a free day first: the full-day samples on the downloads page are the exact shop files, no account needed — parse one before you buy a month.
- Pick the UTC days in the instrument's calendar and check out — card with invoice, or Premium and pack credits (1 credit = €1 = one instrument-day). Many instruments at once: "Select to buy" in the instrument scanner adds a shared date window.
- Export what you need:
?format=trades.csv.gzfor the tape,?format=liquidations.csv.gzor?format=liquidations.parquetfor the liquidation events (2026 files onward), or the free reader for funding and mark/index series (funding FILE,marks FILE) and the order-book grid. - Download from the order page (single files), your account (batch ZIP of everything you own) or scripted via the MCP server and the Agent Skill. Days in deep archive restore in about 12 hours.
Research, backtesting and model training
Purchased data is for your own use — backtesting, research, analytics and training your own models, in-house or in your own products; the trained models and derived data you build from it are yours. The raw files and tick streams themselves may not be redistributed, resold or published. The full terms are on the data license page.
Futures & perpetuals data — FAQ
Does the futures data include funding rate history?
Yes — perpetual files carry the venue's funding messages (type 9: rate and next funding time) at the cadence the exchange publishes them, next to every trade and book update of the day. The free reader extracts the series with one command, so a funding history is the concatenation of the days you own.
Are liquidations included in the perpetual data?
Yes, in two forms: liquidation trades are flagged in the tape, and from 2026 files onward every liquidation is also its own type-17 event priced at the bankruptcy price. The flat liquidations.csv.gz / .parquet export covers those events; the 1-minute statistics count liquidations per minute.
Do you have mark price and index price history?
Yes — derivatives files carry the mark and index price messages the venue publishes (types 7 and 8), so unrealized-PnL, basis and premium series can be rebuilt at the venue's own update rate. On options the mark stream additionally carries implied volatility and greeks.
What is the difference between perpetual and dated futures data here?
They are separate instrument classes. A perpetual (e.g. BTCUSDT on Binance USDⓈ-M) is one instrument with funding messages; a dated future (e.g. a quarterly BTC contract) is one instrument per expiry without funding. Both are sold per instrument-day with the same message schema; the exchange pages list how many of each a venue carries.
Which exchanges are covered for crypto futures data?
Every derivatives venue in the archive — Binance USDⓈ-M and COIN-M, Bybit, OKX, Bitget, Gate futures, KuCoin futures, Kraken futures, BitMEX, Hyperliquid, Coinbase International, BingX, MEXC and others; the exchange pages show per venue how many perpetuals and dated futures are recorded and since when. Deribit adds option chains next to its futures.
How much perpetual swaps and dated futures trading does the archive record per day?
About $159.9B of USD turnover and 516.2M trades per UTC day across 20 venues in the 30 days to 2026-09-16, and $62.0T over the last 365 days. Every figure is a sum over the tick-by-tick trade prints in the perpetual swaps and dated futures files, so the per-instrument downloads reproduce it exactly.
Which exchange has the most perpetual swaps and dated futures volume in the archive?
1. Binance USDT-M ($1.8T), 2. Okx ($750.6B), 3. Bybit ($442.9B) — together 62 % of the $4.8T recorded for perpetual swaps and dated futures in the 30 days to 2026-09-16, out of 7,834 recorded instruments on 20 venues. The ranking is computed from our own trade captures.