Funding rate and next funding time ship inside the mark price files ({symbol}_mark_price.parquet.zst) alongside mark, index, and estimated settle prices.
Binance Funding Rate Dataset
Binance Historical Funding Rate Data
Binance funding rates, mark prices, and index prices packaged as hourly files for carry, basis, and risk research.
Coverage
Funding rate coverage
Coverage is organized by exchange, market type, and hourly object path. Live symbol counts are shown when the symbols API responds during page generation.
| Venue | Exchange ID | Market | History start | Mark price symbols |
|---|---|---|---|---|
| Binance Futures | binance_futures | Futures | 2025-06-28 | 807 |
Schema
Normalized mark price schema
Every mark price row carries mark, index, and estimated settle prices plus the current funding rate and next funding time for perpetual contracts.
| Field | Type | Nullable | Description |
|---|---|---|---|
| received_time | INT64 | No | Unix timestamp (nanoseconds) when our system received the mark price event |
| event_time | INT64 | No | Unix timestamp (exchange dependent on timescale) when the exchange generated the event |
| symbol | STRING | No | Trading pair symbol (e.g., 'BTCUSDT') |
| mark_price | STRING | Yes | Mark price used for liquidation calculations (stored as string for precision) |
| index_price | STRING | Yes | Index price from underlying spot exchanges (stored as string for precision) |
| estimated_settle_price | STRING | Yes | Estimated settlement price for contract expiration (stored as string for precision) |
| funding_rate | STRING | Yes | Current funding rate for perpetual contracts (stored as string for precision) |
| next_funding_time | INT64 | Yes | Unix timestamp when the next funding payment will occur |
Access
Download with Python or REST
The sample below downloads BTCUSDT from Binance Futures for 2025-08-01, hour 20.
import cryptohftdata as chd
client = chd.CryptoHFTDataClient(api_key="your-api-key-here")
df = client.get_mark_price(
symbol="BTCUSDT",
exchange=chd.exchanges.BINANCE_FUTURES,
start_date="2025-08-01",
end_date="2025-08-01",
)
print(df.head())
print(f"Mark price updates: {len(df):,}")curl "https://api.cryptohftdata.com/download?file=binance_futures/2025-08-01/20/BTCUSDT_mark_price.parquet.zst&api_key=your-api-key-here" \
-o BTCUSDT_mark_price_20.parquet.zstCaveats
What this data is and is not
These details are important for accurate backtests, replay pipelines, and microstructure features.
Funding applies to perpetual contracts; rows for other instruments carry mark and index prices without funding fields.
This page starts on 2025-06-28 based on the earliest stored hourly files for its covered exchange IDs and grows as new hourly files are published.
Next
Use the funding rate data
Start with an API key, then move between docs, tutorials, and the browser data explorer as needed.