Reported Perpetual Future Volume

Definition

The sum of all reported volume from all perpetual futures markets containing the specified pair in units of U.S. dollars. Perpetual futures markets are futures markets that do not expire, sometimes also called perpetual swaps.
Name
Metric
Category
Subcategory
Type
Unit
Frequency
Reported Perpetual Future Volume, 1 Day
volume_reported_future_
perpetual_usd_1d
Volume
Future
Sum
USD
1d
Reported Perpetual Future Volume, 1 Hour
volume_reported_future_
perpetual_usd_1h
Volume
Future
Sum
USD
1h

Details

Our reported spot volume metric is an aggregation of the reported volume for all 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.

Example

A sample of the metric volume_reported_future_perpetual_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_perpetual_usd_1d" : "5651422969.99453"
}, {
"pair" : "btc-usd",
"time" : "2023-04-22T00:00:00.000000000Z",
"volume_reported_future_perpetual_usd_1d" : "2316378467.29551"
}, {
"pair" : "btc-usd",
"time" : "2023-04-23T00:00:00.000000000Z",
"volume_reported_future_perpetual_usd_1d" : "2406900001.80996"
}, {
"pair" : "btc-usd",
"time" : "2023-04-24T00:00:00.000000000Z",
"volume_reported_future_perpetual_usd_1d" : "4528479018.79825"
}, {
"pair" : "btc-usd",
"time" : "2023-04-25T00:00:00.000000000Z",
"volume_reported_future_perpetual_usd_1d" : "3813804136.3796"
} ]
}
  • 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_perpetual_usd_1d: The reported future perpetual volume in U.S. dollars over the interval of 1 day.

Release History

Availability for Pairs