Mark Price Data

• OKX perpetual swaps: From the 2026-09 data-integrity release, the event_time of funding rows is the publish time of the funding message (ts). The settlement time (fundingTime) stays in next_funding_time. Before this release, funding rows contained the next settlement time (fundingTime) as event_time. This timestamp is later than the time when the value was observed. Thus, a join on it adds look-ahead bias. For older history, use received_time. We plan a correction of the published history.
• Kraken Futures: From the 2026-09 data-integrity release, funding_rate is the Kraken relative funding rate. This is a fraction for each funding period, and you can compare it with other venues. Earlier files contained the Kraken absolute funding rate (quote currency per contract). We corrected these files on 2026-09-30. For funding periods from 2025-09-24, the corrected value is the relative rate that Kraken published. The Kraken funding history does not include earlier periods. For these periods, we calculated the value from the absolute rate and the index price, and it is within about 0.2 %.
• Lighter: From the 2026-09 data-integrity release, funding_rate is a fraction, and next_funding_time is the next funding time. Earlier files had funding_rate in percent, and next_funding_time contained the last funding time. We corrected these files on 2026-09-30.
• Bybit Futures: Before the 2026-09 data-integrity release, ticker, mark price and open interest rows were change-only deltas. A field that did not change in a message is null. An open interest file exists only for hours in which open interest changed. Forward-fill the values for each symbol, and look back into earlier hours if necessary. From the release, each row contains the full carried-forward state. After a collector loses its state, the first hour contains only the fields that the collector received during that hour.
• 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 From the release, we do not publish these symbols there.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.