DOCS/REFERENCE

Venues

Twelve venues are planned across four phases. This page lists the id you use in the API for each one, which datasets are planned for it, and the venue-specific details that affect how you read the data.

No venue is live yet. Hyperliquid comes first, with early access targeted for Q1 2027 and general availability in Q2 2027. Each venue after Hyperliquid is planned subject to a data agreement with the exchange, and its phase year is a target until that agreement is in place. The roadmap has the current plan, and each venue's coverage page has the planned instrument list.

Datasets by venue

● planned, ○ not offered. L3 and L4 are offered wherever a venue publishes order-level data; L4 requires participant attribution from the venue.

VenueidPhaseSpotPerpFundingL2L3L4
Hyperliquidhyperliquid1 · 2027○●●●●●
Binancebinance2 · 2027●●●●●○
Bybitbybit2 · 2027●●●●●○
OKXokx2 · 2027●●●●●○
Coinbasecoinbase3 · 2028●○○●●●
Deribitderibit3 · 2028○●●●●●
Krakenkraken3 · 2028●●○●●●
Bitgetbitget3 · 2028●●●●●○
KuCoinkucoin4 · 2029●●●●●○
Bitfinexbitfinex4 · 2029●●○●●●
Bitstampbitstamp4 · 2029●○○●●●
dYdXdydx4 · 2029○●●●●●

Trades, quotes, candles, open interest, liquidations, mark and index prices and instruments follow the spot and perpetual columns: every venue carries them for the markets it is covered for. Options chains (options_chain) are planned for Deribit, OKX, Bybit and Binance. L4+ (L4 with cross-venue attribution from chain intelligence) is available wherever L4 is.

Venue details

idFunding intervalts_exchange precisionBTC-PERP marginPlanned capture regions
hyperliquid1 hms (block time on L3/L4)USDCapne1, euw1
binance8 h (4 h on some contracts)msUSDTapne1, euw1
bybit8 h (4 h on some contracts)msUSDTapne1, euw1
okx8 hmsUSDTapne1, euw1
coinbasen/aµsn/a (spot)use1, euw1
deribitcontinuous accrual, 8 h referencemsUSDCeuw1, apne1
krakennot at launchµs (spot), ms (futures)USDuse1, euw1
bitget8 hmsUSDTapne1, euw1
kucoin8 hns (spot trades), ms (books, futures)USDTapne1, euw1
bitfinexnot at launchmsUSDTeuw1, use1
bitstampn/aµsn/a (spot)euw1, use1
dydx1 hms (block height in seq)USDCapne1, euw1

Every venue other than Hyperliquid is planned, subject to a data agreement with the exchange. Figures for those venues come from each venue's public API documentation and will be confirmed with the venue before capture starts.

Reading the columns

  • Funding interval is the venue's default. Venues change intervals per contract, sometimes during volatile periods, so use interval_s on each funding row and the grid="1h" option to compare venues. rate_ann is simple: rate_1h times 8,760. Deribit accrues funding continuously and its rows use an 8-hour reference interval. Venues marked n/a list no perpetuals. For Kraken and Bitfinex, funding is not in the planned first release; trades and depth are. See Aligning funding across venues.
  • ts_exchange precision is what the venue publishes. Every timestamp is stored as int64 nanoseconds, so a millisecond venue timestamp ends in six zeros. ts_capture has nanosecond resolution everywhere. See Timestamps and clocks.
  • BTC-PERP margin is the settlement asset of the venue's main linear perpetual, which is what BTC-PERP means on that venue. Other margin types have their own symbols; see Symbology.
  • Book depth and continuity. Hyperliquid books are full depth, aggregated from L3, and continuity is checked by block height and event index. For other venues, the depth window, book checksum and sequence fields are to be confirmed with the venue and will be listed here when capture starts. How continuity is verified is described in Data quality and Order book depth.
  • Planned capture regions record each venue independently; the first is primary. use1 (N. Virginia) is added in Phase 2.

History

Depth history (L2, L3, L4) starts on the day our capture of a venue began. For Hyperliquid that is November 2025, and that history will be available from launch. Rows from our own capture carry source = "fdc_capture". Rows from a venue's licensed historical archive, where the agreement with that venue includes one, carry source = "venue_archive".

Requesting a venue

Phase 4 includes up to 20 venues in total, and the remaining slots are allocated by customer demand. To ask for a venue, use the venue request form. Pre-registered partners' requests are weighted first.