Mark Price Data

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Get Mark Price History

Retrieve mark price data for futures contracts. Mark price is used for liquidation calculations.

Python SDK Usage

Important Note

Mark price data is typically only available for futures exchanges like binance-futures, bybit-futures, etc.

Data Format - CommonMarkPrice

Mark price data is stored using the CommonMarkPrice structure, which captures mark price information along with related funding data and settlement estimates:

Schema Overview

Each mark price event contains timing information, symbol data, and comprehensive pricing information including mark price, index price, estimated settlement price, and funding rate details.

Field Definitions

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

Price Types

Mark Price

Fair value price used for liquidations

Based on index price and funding premium
Prevents manipulation
Updates continuously
Used for PnL calculations

Index Price

Weighted average from spot exchanges

Composite price from multiple spot markets
Reference for mark price calculation
Updated in real-time

Settlement Price

Estimated final settlement price

For contract expiration
Based on underlying spot price
Used for final settlement

Developer Resources