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.

book

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

Not published by: AVANTIS-PERP, EDGEX-PERP, GMX-PERP, WEEX-FUTURES — asking for those gives null with reason venue_capability, never a guess.

funding

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, the registry’s; null without one (no comparison)
`funding_short`	number	fraction	rate the short side pays, positive when the short pays
`funding_short_8h`	number	fraction	funding_short × 8h / funding_interval, the registry’s; null without one
`funding_cap`	number	fraction	highest funding rate the venue allows, as published, per the listing’s interval; the cap in force at the funding value’s time
`funding_floor`	number	fraction	lowest funding rate the venue allows, as published, per the listing’s interval; the floor in force at the funding value’s time
`funding_cap_8h`	number	fraction	funding_cap × 8h / funding_interval, the registry’s; null without one
`funding_floor_8h`	number	fraction	funding_floor × 8h / funding_interval, the registry’s; null without one
`funding_at_cap`	boolean	none	funding sits on the cap or the floor in force at its time (funding >= funding_cap or funding <= funding_floor); null when no cap was observed by then
`time_to_funding`	duration	ms	next_funding_at − T

Not published by: AVANTIS-PERP, DERIBIT-PERP, GMX-PERP, EDGEX-PERP, COINBASE-INTX, DYDX-PERP, HYPERLIQUID, NADO-PERP, SYNTHETIX-PERP, WEEX-FUTURES — asking for those gives null with reason venue_capability, never a guess.

mark

field	type	unit	what it is
`mark`	number	quote	venue mark price
`index`	number	quote	venue index price
`basis`	number	fraction	(mark − index) / index

Not published by: AVANTIS-PERP, DYDX-PERP, GMX-PERP — asking for those gives null with reason venue_capability, never a guess.

oi

field	type	unit	what it is
`oi`	number	quantity	open interest

reference

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

stats

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: AVANTIS-PERP, DYDX-PERP, OKX-PERP, COINBASE-INTX, HYPERLIQUID, MEXC-PERP, SYNTHETIX-PERP — asking for those gives null with reason venue_capability, never a guess.

ticker

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

Not published by: AVANTIS-PERP, GMX-PERP — asking for those gives null with reason venue_capability, never a guess.

Generated from GET /v2/dql/catalogue at 2026-11-11T12:24:01.693Z.