Liquidations Data

• Binance Futures, Aster: The liquidation stream of the exchange (forceOrder) sends at most one liquidation snapshot per symbol per second. This is the latest liquidation in each 1,000 ms window. The rows are a subset that the exchange samples, and they do not include every liquidation. Thus, counts and totals are a lower limit.
• Bybit, OKX: price and average_price both contain the bankruptcy price that the exchange publishes. This is not an execution price. order_type, time_in_force and order_status are fixed placeholders, and they do not show the execution status. filled_quantity is equal to quantity.
• OKX: OKX can send liquidations hours late (we saw delays of up to about 4 hours, and the cause is on the exchange side). We put each row in the file for its arrival hour (received_time). Thus, a liquidation can be in the file of an hour that is later than its event_time. Load some hours after the end of your window, and filter on event_time. Sizes are in contracts (multiply by ctVal).
• BitMEX: About 95 % of liquidations occur two times, about 5 seconds apart. event_time and trade_time are in nanoseconds, not in milliseconds. Remove the duplicates, and change the timestamps to the correct unit. We plan a correction of the published history. Quantities are in raw units that are different for each instrument.
• Binance Futures: Before the 2026-09 data-integrity release, COIN-M contracts (for example, BTCUSD_PERP, BTCUSD_260925) and delisted USDⓈ-M symbols also appeared under binance_futures in ticker, mark price and liquidation files. For COIN-M, the volumes and quantities in these files are in contracts. From the release, we do not publish these symbols there. If you need only listed USDⓈ-M markets, filter them out of older history.

For missing hours, partial periods and pending corrections to published history, refer to Known Gaps & Corrections.

Liquidation data is available only for futures/derivatives exchanges.