Crypto Exchange Market Data — Spot, Perps, Futures & Options

What does Crypto Exchange Market Data do?

It reads public market data from 11 crypto exchanges — Binance, Bybit, OKX, Bitget, Gate, KuCoin, MEXC, Coinbase, Kraken, Deribit and Hyperliquid — and returns it in one aligned row shape for every instrument type: spot, perpetual swaps (linear and inverse), OKX X Perps (5-year contracts that pay funding), dated futures and options. Tokenized stocks (xStocks, Ondo, Bitget r… tokens) and TradFi perps (stocks, ETFs, indices, commodities, FX, pre-IPO, rates) are classified by underlyingType and matched across venues by underlyingTicker.

Six modes: tickers (a live snapshot of every market), instruments (contract specs), funding-rate history, candles, order books and open-interest history. No API keys, no login — public data only.

Why use this Actor?

• One schema for 11 venues. CCXT-style unified symbols (BTC/USDT:USDT, BTC/USD:BTC-261225-100000-C), the same units everywhere and every field present on every row (null when a venue does not give it).
• Comparable numbers. 24h volume in base, quote and USD; one-sided open interest in base units and USD (the 2× long + short figures that Bybit's API and Gate publish are halved); funding per interval, per 8 hours and annualised; implied volatility in percent.
• Arbitrage and basis scans. Every ticker row carries the cross-exchange median price, its deviation from that median and the number of venues listing the asset — spot and perpetuals separately.
• TradFi on crypto venues. Filter underlyingTypes: ["stock"] and get every AAPL, TSLA, NVDA… perp and tokenized stock on all venues side by side, matched by underlyingTicker.
• History where venues keep it. Funding back to listing on Binance/Bybit/Deribit/Hyperliquid, candles with automatic paging, order books up to 500 levels, open-interest history on the five venues that publish it.

How much does it cost?

Pay per result: $0.50 per 1,000 rows + $0.01 per run.

Run	Rows	Cost
Prefilled example (BTC and ETH perpetuals on 4 venues)	≈ 25	≈ $0.02
Every BTC spot and perpetual market on all 11 venues	≈ 115	≈ $0.07
Full snapshot: all markets incl. options on all venues	≈ 36,000	≈ $18.01
90 days of funding for 20 BTC perpetuals	≈ 15,000	≈ $7.51
1-hour candles, 7 days, 16 BTC perpetuals	≈ 2,700	≈ $1.36
Order books, 50 levels, 24 BTC perpetuals	≈ 2,300	≈ $1.16

Keep first runs small with Maximum results (prefilled at 200) and the market filters.

Input

Field	What it does	Example
mode	tickers, instruments, fundingHistory, candles, orderBook, openInterestHistory	"tickers"
exchanges	Venues to read (default: all 11)	["binance","okx","bybit","hyperliquid"]
marketTypes	spot, perpetual, xperp, future, option (options are opt-in)	["perpetual"]
underlyingTypes	crypto, stock, etf, index, commodity, fx, preipo, rates, other	["stock"]
baseAssets	Base asset or underlying ticker (AAPL matches AAPLX, rAAPL, xyz:AAPL)	["BTC","AAPL","XAU"]
quoteAssets	Quote assets	["USDT","USDC"]
symbols	Native or unified symbols, added on top of the filters (alone: only these)	["BTC/USDT:USDT","PF_XBTUSD"]
minVolume24hUsd	Minimum 24h USD volume	1000000
interval	Candle / open-interest interval: 1m 5m 15m 30m 1h 4h 1d 1w	"1h"
startDate / endDate	History window (date or period such as "90 days"; default last 30 days)	"90 days"
orderBookDepth	Levels per side (1–500)	50
maxMarkets	Markets read in the history modes (default 10)	20
enrichPerMarket	Per-market details (see below)	true
includeCrossExchangeStats	Cross-exchange median / deviation / venue count	true
maxResults	Row limit (0 = up to 200,000)	200

How the limits pick markets. Each exchange's matching markets are sorted by 24h USD volume. Maximum results (tickers, instruments) and Maximum markets (history modes) then take the most traded market of every exchange, then the second of every exchange, and so on — one big venue cannot use up the whole limit.

Per-market details (enrichPerMarket) are fields the venues only publish market by market: Binance futures and options open interest, Deribit option greeks / bid-ask IV / bid-ask sizes, Hyperliquid best bid/ask with sizes and Coinbase best bid/ask with sizes. They are read for the most traded matching markets, up to 500 calls per exchange per run; beyond that the fields are null and the log says so. Narrow the filters to cover every market.

Output

Every row has a dataType (ticker, instrument, fundingRate, candle, orderBookLevel, openInterestPoint). Example ticker:

{
    "dataType": "ticker",
    "exchange": "okx",
    "marketType": "perpetual",
    "contractType": "linear",
    "symbol": "BTC-USDT-SWAP",
    "unifiedSymbol": "BTC/USDT:USDT",
    "base": "BTC",
    "quote": "USDT",
    "settle": "USDT",
    "underlyingType": "crypto",
    "underlyingTicker": null,
    "dex": null,
    "expiry": null,
    "strike": null,
    "optionType": null,
    "contractSize": 0.01,
    "priceCurrency": "USDT",
    "lastPrice": 80520.9,
    "bidPrice": 80520.8,
    "bidSize": 5.2062,
    "askPrice": 80520.9,
    "askSize": 12.2366,
    "spreadPct": 0.000124,
    "markPrice": 80519.9,
    "indexPrice": 80550.8,
    "underlyingPrice": null,
    "open24h": 80608.8,
    "high24h": 81786.9,
    "low24h": 80350,
    "change24hPct": -0.109,
    "volume24hBase": 54817.917,
    "volume24hQuote": null,
    "volume24hUsd": 4413933195.05,
    "openInterest": 31319.1468,
    "openInterestContracts": 3131914.68,
    "openInterestUsd": 2521814568.42,
    "fundingRate": 0.0000706,
    "fundingIntervalHours": 8,
    "fundingRate8h": 0.0000706,
    "fundingRateAnnualizedPct": 7.7358,
    "nextFundingTime": "2026-10-29T00:00:00.000Z",
    "markIvPct": null,
    "bidIvPct": null,
    "askIvPct": null,
    "delta": null,
    "gamma": null,
    "vega": null,
    "theta": null,
    "crossExchangeMedianPrice": 80528.5,
    "deviationFromMedianPct": -0.0094,
    "listedOnExchanges": 11,
    "status": "trading",
    "marketUrl": "https://www.okx.com/trade-swap/btc-usdt-swap",
    "exchangeTimestamp": "2026-10-28T16:31:20.664Z",
    "scrapedAt": "2026-10-28T16:31:20.630Z"
}

The dataset has one table view per mode (Tickers, Instruments, Funding history, Candles, Order books, Open-interest history); each field is described in the Output tab.

Coverage (markets on 2026-10-28)

Exchange	Spot	Perpetual	X Perp	Future	Option
Binance	1,385	815	–	14	1,520
Bybit	523	903	–	44	2,500
OKX	1,211	526	257	28	2,834
Bitget	3,594	915	–	–	–
Gate	2,182	1,066	–	30	3,029
KuCoin	970	711	–	1	–
MEXC	1,768	1,184	–	–	–
Coinbase	517	29	–	24	–
Kraken	1,602	213	–	18	–
Deribit	56	144	–	62	4,682
Hyperliquid	347	348	–	–	–

Hyperliquid perpetuals include the HIP-3 dexes (xyz, para, io, mkts…; dex column). Coinbase "perpetual" rows are its perp-style futures (hourly funding, long-dated expiry kept in expiry). Combos, Hyperliquid outcome markets, demo products and delisted or expired markets are left out.

Units

• Sizes (bid/ask sizes, order-book sizes, volumes, open interest) are in base units; contracts are converted with the contract size (inverse USD contracts ÷ price). openInterestContracts keeps the venue's contract count.
• Open interest is one-sided (Bybit singleOpenInterest, Gate position size). Bybit's API field openInterest and Gate's website count long + short (2×); Bybit's website shows one side, as this Actor does.
• OKX daily open-interest points are stamped 16:00 UTC (OKX's UTC+8 day).
• Bitget r… tokenized-stock volumes are taken as the venue reports them; they can be large enough to lead the volume sort and the Maximum results selection.
• Funding intervals in history rows follow each settlement: the interval is the gap to the previous settlement (rounded to 1, 2, 4 or 8 h) when a venue does not state it, so markets that moved from 8 h to 4 h or 1 h funding are labelled correctly over time.
• USD values: USD, USDT, USDC, FDUSD, USD1, USDE, USDH, USDT0, DAI, PYUSD and RLUSD count as 1 USD; other quotes are converted with the same run's spot prices (same exchange first, then the cross-exchange median). Unknown → null. Option volume24hUsd and openInterestUsd are notional (base × underlying price).
• Funding: fundingRate is per interval (fundingIntervalHours); fundingRate8h = rate × 8 / interval; fundingRateAnnualizedPct = rate × payments per year × 100. Deribit funding is continuous: its 8-hour rate is shown with an 8 h interval (history rows are hourly). Kraken Futures rates are relative rates per hour.
• Implied volatility in percent. Greeks as each venue reports them (OKX: Black-Scholes values).
• 24h open: Kraken spot gives today's 00:00 UTC open, MEXC contracts the 16:00 UTC (UTC+8 day) open, Gate spot has none (derived from the 24h change). Deribit daily candles open at 08:00 UTC.
• Times are ISO 8601 UTC. lotSize / minOrderSize are in contractSizeCurrency units.

Fields some venues do not publish

Venue	Not available (null)
Binance	option bid/ask sizes; max leverage; spot listing time
Bybit	option candles; option 24h open; USD value in open-interest history
OKX	quote volume of linear contracts
Bitget	open-interest history; options and dated futures (none listed); books beyond 150 levels (spot) or 100 (perpetuals)
Gate	option 24h volume / high / low; tickers' exchange time
KuCoin	open-interest history; full-depth books (100 levels max)
MEXC	perpetual bid/ask sizes; open-interest history
Coinbase	funding and open-interest history; mark price; candle quote volume
Kraken	spot candles beyond the latest 720; spot book depth beyond 500; options (none listed)
Deribit	open-interest history; option greeks beyond the 500 most traded (per run); 4h and 1w candles
Hyperliquid	24h high/low; open-interest history; books beyond 20 levels

History depth

Venue	Funding history	Candles	Open-interest history
Binance	full (since listing)	full	last 30 days
Bybit	full	full	since 2020
OKX	≈ 3 months	full (spot 2017+)	≈ 6 months+ (5m/1H/1D)
Bitget	≈ 100 days	full	–
Gate	180 days	spot full; contracts latest 10,000 bars	180 days
KuCoin	full (paged)	full	–
MEXC	≈ 18 months	full	–
Coinbase	–	full	–
Kraken	≈ 1 year	spot latest 720 bars; futures full	since 2023
Deribit	full	full	–
Hyperliquid	full (since 2023)	latest ≈ 5,000 bars per interval	–

Kraken's inverse contracts (PI_ perpetuals and FI_ futures) are delisted by Kraken on 30 October 2026; they disappear from the results when the venue stops listing them.

When a window reaches further back than a venue keeps, the run returns what exists and logs one warning per venue.

Tips and tricks

• Cheapest snapshot of a few coins: baseAssets: ["BTC","ETH"] keeps the run short; on Bybit only the matching markets (and option chains of those coins) are read.
• Funding arbitrage: mode tickers, marketTypes: ["perpetual","xperp"], sort by fundingRate8h.
• Tokenized stocks vs stock perps: underlyingTypes: ["stock"], baseAssets: ["AAPL","TSLA"], compare deviationFromMedianPct.
• Options chains: marketTypes: ["option"], baseAssets: ["BTC"]; set exchanges to Deribit for greeks on every strike (≤ 500 per run with per-market details on).
• Long candle histories: 1-minute candles are ≈ 525,000 rows per market per year — set Maximum results accordingly.

Scheduling

Every run is a fresh snapshot; the Actor keeps nothing between runs and creates no storage in your account. For a time series of tickers, schedule the Actor (e.g. every 15 minutes) and append the datasets — exchange + symbol + marketType + scrapedAt identify a row. For history modes, set From to a relative period that matches the schedule (e.g. "1 day" for a daily schedule) and de-duplicate by exchange + symbol + time field downstream.

Integrations

Use the dataset API (JSON, CSV, Excel) or Apify integrations to send rows to Google Sheets, Slack, Zapier, Make, webhooks or your database. Problems (an exchange that could not be read, a market that failed) are listed under the ERRORS key of the run's key-value store; the run continues with the other exchanges.