Open interest is a periodic snapshot published by each exchange, not a continuous event stream; snapshot cadence varies by venue.
Binance Open Interest Dataset
Binance Historical Open Interest Data
Binance open interest snapshots in contracts and quote notional, aligned with the schema used across CryptoHFTData derivatives venues.
The sample is one real hourly Parquet/Zstd file. No API key is required on the rate-limited free tier; file size varies with venue, symbol, and market activity.
Coverage
Open interest 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 | Open interest symbols |
|---|---|---|---|---|
| Binance Futures | binance_futures | Futures | 2025-06-28 | 871 |
Schema
Normalized open interest schema
Every open interest row is an exchange-published snapshot with total open contracts, quote notional value when available, and snapshot timing.
| Field | Type | Nullable | Description |
|---|---|---|---|
| received_time | INT64 | No | Unix timestamp (nanoseconds) when our system received the open interest data |
| symbol | STRING | No | Trading pair symbol (e.g., 'BTCUSDT') |
| sum_open_interest | STRING | Yes | Total open interest by contract quantity (stored as string for precision) |
| sum_open_interest_value | STRING | Yes | Total open interest notional value in quote currency (stored as string for precision) |
| timestamp | INT64 | No | Unix timestamp when the open interest snapshot was taken by the exchange |
Access
Download with Python or REST
The sample below downloads BTCUSDT from Binance Futures for 2026-09-02, hour 12. The REST example uses the rate-limited free tier; replace YOUR_API_KEY for authenticated SDK access and higher limits.
import cryptohftdata as chd
client = chd.CryptoHFTDataClient(api_key="YOUR_API_KEY")
df = client.get_open_interest(
symbol="BTCUSDT",
exchange=chd.exchanges.BINANCE_FUTURES,
start_date="2026-09-02",
end_date="2026-09-02",
)
print(df.head())
print(f"Open interest snapshots: {len(df):,}")curl --fail --location \
"https://api.cryptohftdata.com/download?file=binance_futures/2026-09-02/12/BTCUSDT_open_interest.parquet" \
-o BTCUSDT_open_interest_12.parquetCaveats
What this data is and is not
These details are important for accurate backtests, replay pipelines, and microstructure features.
Values are reported in contracts and in quote notional where the exchange provides both.
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 open interest data
Validate the free sample first. Then use an API key for larger downloads and move between the SDK reference, tutorial, and data explorer as needed.