Reported Future Volume

Definition

The sum of all reported volume from all futures markets containing the specified pair in units of U.S. dollars.
Name
Metric
Category
Subcategory
Type
Unit
Frequency
Reported Future Volume, 1 Day
volume_reported_future_usd_1d
Volume
Future
Sum
USD
1d
Reported Future Volume, 1 Hour
volume_reported_future_usd_1h
Volume
Future
Sum
USD
1h

Details

Our reported spot volume metric is an aggregation of the reported volume for all 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_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_usd_1d" : "7076962587.05453"
}, {
"pair" : "btc-usd",
"time" : "2023-04-22T00:00:00.000000000Z",
"volume_reported_future_usd_1d" : "2606894200.29551"
}, {
"pair" : "btc-usd",
"time" : "2023-04-23T00:00:00.000000000Z",
"volume_reported_future_usd_1d" : "2710288743.73996"
}, {
"pair" : "btc-usd",
"time" : "2023-04-24T00:00:00.000000000Z",
"volume_reported_future_usd_1d" : "5702687775.62825"
}, {
"pair" : "btc-usd",
"time" : "2023-04-25T00:00:00.000000000Z",
"volume_reported_future_usd_1d" : "4989361309.40961"
} ]
}
  • 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_usd_1d: The reported future volume in U.S. dollars over the interval of 1 day.

Release History

Availability for Pairs