Reported Non-Perpetual Future Volume

Definition

The sum of all reported volume from all non-perpetual futures markets containing the specified pair in units of U.S. dollars. Non-perpetual futures markets are futures markets that expire.

Name

Metric

Category

Subcategory

Type

Unit

Frequency

Reported Non-Perpetual Future Volume, 1 Day

volume_reported_future_

nonperpetual_usd_1d

Volume

Future

Sum

USD

1d

Reported Non-Perpetual Future Volume, 1 Hour

volume_reported_future_

nonperpetual_usd_1h

Volume

Future

Sum

USD

1h

Details

Our reported spot volume metric is an aggregation of the reported volume for all non-perpetual futures markets containing the specified pair in CM's coverage universe. Covered exchanges can be found here.

We use the candle_usd_volume from our market candles as input into the calculation of this metric. For more information on our market candles, please see the page below.

pageMarket Candles

Example

A sample of the metric volume_reported_future_nonperpetual_usd_1d for pair btc-usd from our /timeseries/pair-metrics API endpoint is provided below.

{
  "data" : [ {
    "pair" : "btc-usd",
    "time" : "2023-04-21T00:00:00.000000000Z",
    "volume_reported_future_nonperpetual_usd_1d" : "1425539617.06"
  }, {
    "pair" : "btc-usd",
    "time" : "2023-04-22T00:00:00.000000000Z",
    "volume_reported_future_nonperpetual_usd_1d" : "290515733"
  }, {
    "pair" : "btc-usd",
    "time" : "2023-04-23T00:00:00.000000000Z",
    "volume_reported_future_nonperpetual_usd_1d" : "303388741.93"
  }, {
    "pair" : "btc-usd",
    "time" : "2023-04-24T00:00:00.000000000Z",
    "volume_reported_future_nonperpetual_usd_1d" : "1174208756.83"
  }, {
    "pair" : "btc-usd",
    "time" : "2023-04-25T00:00:00.000000000Z",
    "volume_reported_future_nonperpetual_usd_1d" : "1175557173.03"
  } ]
}
  • pair: The id of the pair. Pair ids use the following naming convention: baseAsset-quoteAsset.

  • time: The time in ISO 8601 date-time format. Always with nanoseconds precision.

  • volume_reported_future_nonperpetual_usd_1d: The reported future non-perpetual volume in U.S. dollars over the interval of 1 day.

Release History

Availability for Pairs

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