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Venues and layers

A layer is one kind of measurement, collected and dated on its own. A listing’s mark price and its order book arrive separately and age separately, so they are kept separately: dating one by the other would overstate how fresh the older of them is.

field type unit what it is
bid number quote best bid price
ask number quote best ask price
mid number quote (bid + ask) / 2
spread number fraction (ask − bid) / mid
bid_size number quantity resting quantity at the best bid
ask_size number quantity resting quantity at the best ask
field type unit what it is
funding number fraction published rate for the next settlement, per interval
funding_interval duration ms settlement interval as published
funding_8h number fraction funding × 8h / funding_interval
time_to_funding duration ms next_funding_at − T

Not published by: KRAKEN-FUTURES — asking for those gives null with reason venue_capability, never a guess.

field type unit what it is
mark number quote venue mark price
index number quote venue index price
basis number fraction (mark − index) / index
field type unit what it is
oi number quantity open interest
field type unit what it is
instrument code code the market code, e.g. BTC-PERP
base code code the base asset’s registry code, e.g. BTC
venues_listed number count number of (selected) listings at T
venues_answered number count number of (selected) listings whose mark is present at T
venue code code the venue’s public code
quote code code the listing’s quote currency
tick_size number quote minimum price increment of the listing
lot_size number quantity minimum quantity increment
min_qty number quantity minimum order quantity
field type unit what it is
volume_24h number quantity rolling 24h traded volume as published
turnover_24h number quote rolling 24h traded value as published
change_24h number fraction 24h price change as published

Not published by: HYPERLIQUID — asking for those gives null with reason venue_capability, never a guess.

field type unit what it is
last number quote last trade price

Generated from GET /v2/dql/catalogue at 2026-09-23T21:03:21.124Z.