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Cookbook

Queries that answer a question somebody actually has, with the answer the engine gives.

Every recipe is taken from the guide, where it is explained in full; this page is the index you scan when you know what you want and not how to write it. The answers are rendered on the documentation fixture — real venue codes and symbols, invented numbers.

Intent: instruments with a positive funding rate on at least one venue.

any(venues where funding > 0)
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "BTC-PERP",
"result": "true",
"values": {},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "BTCUSDT",
"quote": "USDT",
"values": {
"funding": {
"value": 0.00002,
"unit": "fraction",
"venue": "BYBIT-PERP",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T11:52:00Z",
"age_ms": 485000,
"status": "stale"
}
}
},
{
"venue": "HYPERLIQUID",
"symbol": "BTC",
"quote": "USDC",
"values": {
"funding": {
"value": 0.000013,
"unit": "fraction",
"venue": "HYPERLIQUID",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_XBTUSD",
"quote": "USD",
"values": {
"funding": {
"value": 0.00001,
"unit": "fraction",
"venue": "KRAKEN-FUTURES",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "BTC-USDT-SWAP",
"quote": "USDT",
"values": {
"funding": {
"value": 0.000054,
"unit": "fraction",
"venue": "OKX-PERP",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": "eyJ0IjoiMjAyNi0wOS0yM1QxMjowMDowNVoiLCJhZnRlciI6IkJUQy1QRVJQIiwicSI6IjdlZjMxMGZmYTMyOTI2ZDEifQ"
}
}

Fresh positive funding on at least three venues

Section titled “Fresh positive funding on at least three venues”

Intent: the funding rate, normalised to eight hours, is above one basis point on three or more venues, and each of those readings is less than two minutes old.

count(venues where funding_8h > 1bps and age(funding) < 2m) >= 3
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [],
"page": {
"limit": 1,
"returned": 0,
"next_cursor": null
}
}

Intent: the highest and lowest mark price across venues differ by more than five basis points of the lowest, and at least three venues are answering.

(max(venues, mark) - min(venues, mark)) / min(venues, mark) > 5bps and venues_answered >= 3
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "ETH-PERP",
"result": "true",
"values": {
"max(venues, mark)": {
"value": 2751,
"unit": "quote",
"from": [
{
"venue": "BYBIT-PERP",
"value": 2751,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
]
},
"min(venues, mark)": {
"value": 2749,
"unit": "quote",
"from": [
{
"venue": "OKX-PERP",
"value": 2749,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
]
},
"venues_answered": {
"value": 3,
"from": "reference",
"as_of": "2026-09-23T12:00:05Z"
}
},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "ETHUSDT",
"quote": "USDT",
"values": {
"mark": {
"value": 2751,
"unit": "quote",
"venue": "BYBIT-PERP",
"layer": "mark",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_ETHUSD",
"quote": "USD",
"values": {
"mark": {
"value": 2750,
"unit": "quote",
"venue": "KRAKEN-FUTURES",
"layer": "mark",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "ETH-USDT-SWAP",
"quote": "USDT",
"values": {
"mark": {
"value": 2749,
"unit": "quote",
"venue": "OKX-PERP",
"layer": "mark",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": null
}
}

Intent: the mark price on KRAKEN-FUTURES and BYBIT-PERP differs by more than 10 (quote units).

max(venues where venue in (KRAKEN-FUTURES, BYBIT-PERP), mark) - min(venues where venue in (KRAKEN-FUTURES, BYBIT-PERP), mark) > 10
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "SOL-PERP",
"result": "unknown",
"values": {
"max(venues where venue in (KRAKEN-FUTURES, BYBIT-PERP), mark)": {
"value": null,
"unit": "quote",
"from": [],
"reason": "no_value"
},
"min(venues where venue in (KRAKEN-FUTURES, BYBIT-PERP), mark)": {
"value": null,
"unit": "quote",
"from": [],
"reason": "no_value"
}
},
"venues": [
{
"venue": "HYPERLIQUID",
"symbol": "SOL",
"quote": "USDC",
"values": {
"venue": {
"value": "HYPERLIQUID",
"venue": "HYPERLIQUID",
"layer": "reference",
"venue_ts": null,
"received_at": "2026-09-23T00:00:00Z",
"age_ms": 43205000,
"status": "present"
},
"mark": {
"value": 118,
"unit": "quote",
"venue": "HYPERLIQUID",
"layer": "mark",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": null
}
}

Intent: every venue that publishes an order book has a spread below five basis points. Venues that publish no book (oracle-priced venues) must not make the condition fail.

all(venues where status(bid) = not_published or spread < 5bps)
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "BTC-PERP",
"result": "true",
"values": {},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "BTCUSDT",
"quote": "USDT",
"values": {
"status(bid)": {
"value": "present",
"venue": "BYBIT-PERP",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"spread": {
"value": 1.1495574203931486e-05,
"unit": "fraction",
"venue": "BYBIT-PERP",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "HYPERLIQUID",
"symbol": "BTC",
"quote": "USDC",
"values": {
"status(bid)": {
"value": "present",
"venue": "HYPERLIQUID",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"spread": {
"value": 2.2985863693828294e-05,
"unit": "fraction",
"venue": "HYPERLIQUID",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_XBTUSD",
"quote": "USD",
"values": {
"status(bid)": {
"value": "present",
"venue": "KRAKEN-FUTURES",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"spread": {
"value": 2.2988505747126437e-05,
"unit": "fraction",
"venue": "KRAKEN-FUTURES",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "BTC-USDT-SWAP",
"quote": "USDT",
"values": {
"status(bid)": {
"value": "present",
"venue": "OKX-PERP",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"spread": {
"value": 2.298982700289e-06,
"unit": "fraction",
"venue": "OKX-PERP",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": "eyJ0IjoiMjAyNi0wOS0yM1QxMjowMDowNVoiLCJhZnRlciI6IkJUQy1QRVJQIiwicSI6ImI5ZTY0YzFjZWJmOTkzZmQifQ"
}
}

Intent: on at least one venue, the 20-candle EMA of hourly closes is above the 50-candle EMA.

any(venues where ema(close, 20) > ema(close, 50)) timeframe 1h
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"timeframe": "1h",
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "BTC-PERP",
"result": "unknown",
"values": {},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "BTCUSDT",
"quote": "USDT",
"values": {
"ema(close, 20)": {
"value": null,
"unit": "quote",
"venue": "BYBIT-PERP",
"layer": "candles",
"timeframe": "1h",
"bars": 80,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"ema(close, 50)": {
"value": null,
"unit": "quote",
"venue": "BYBIT-PERP",
"layer": "candles",
"timeframe": "1h",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "HYPERLIQUID",
"symbol": "BTC",
"quote": "USDC",
"values": {
"ema(close, 20)": {
"value": null,
"unit": "quote",
"venue": "HYPERLIQUID",
"layer": "candles",
"timeframe": "1h",
"bars": 80,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"ema(close, 50)": {
"value": null,
"unit": "quote",
"venue": "HYPERLIQUID",
"layer": "candles",
"timeframe": "1h",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_XBTUSD",
"quote": "USD",
"values": {
"ema(close, 20)": {
"value": null,
"unit": "quote",
"venue": "KRAKEN-FUTURES",
"layer": "candles",
"timeframe": "1h",
"bars": 80,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"ema(close, 50)": {
"value": null,
"unit": "quote",
"venue": "KRAKEN-FUTURES",
"layer": "candles",
"timeframe": "1h",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "BTC-USDT-SWAP",
"quote": "USDT",
"values": {
"ema(close, 20)": {
"value": null,
"unit": "quote",
"venue": "OKX-PERP",
"layer": "candles",
"timeframe": "1h",
"bars": 80,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"ema(close, 50)": {
"value": null,
"unit": "quote",
"venue": "OKX-PERP",
"layer": "candles",
"timeframe": "1h",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": "eyJ0IjoiMjAyNi0wOS0yM1QxMjowMDowNVoiLCJhZnRlciI6IkJUQy1QRVJQIiwicSI6ImRkOWI3MzhhMWQzNzY1OTQifQ"
}
}

A cross on the latest closed 15-minute candle, one venue, clean history

Section titled “A cross on the latest closed 15-minute candle, one venue, clean history”

Intent: on KRAKEN-FUTURES, the 20-EMA crossed above the 50-EMA on the most recent completed 15-minute candle, and the last 200 candles have no gaps.

any(venues where venue = KRAKEN-FUTURES and crossover(ema(close, 20), ema(close, 50)) and gaps(200) = 0) timeframe 15m
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"timeframe": "15m",
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "ETH-PERP",
"result": "unknown",
"values": {},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "ETHUSDT",
"quote": "USDT",
"values": {
"venue": {
"value": "BYBIT-PERP",
"venue": "BYBIT-PERP",
"layer": "reference",
"venue_ts": null,
"received_at": "2026-09-23T00:00:00Z",
"age_ms": 43205000,
"status": "present"
},
"crossover(ema(close, 20), ema(close, 50))": {
"value": null,
"venue": "BYBIT-PERP",
"layer": "candles",
"timeframe": "15m",
"bars": 201,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"gaps(200)": {
"value": null,
"venue": "BYBIT-PERP",
"layer": "candles",
"timeframe": "15m",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_ETHUSD",
"quote": "USD",
"values": {
"venue": {
"value": "KRAKEN-FUTURES",
"venue": "KRAKEN-FUTURES",
"layer": "reference",
"venue_ts": null,
"received_at": "2026-09-23T00:00:00Z",
"age_ms": 43205000,
"status": "present"
},
"crossover(ema(close, 20), ema(close, 50))": {
"value": null,
"venue": "KRAKEN-FUTURES",
"layer": "candles",
"timeframe": "15m",
"bars": 201,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"gaps(200)": {
"value": null,
"venue": "KRAKEN-FUTURES",
"layer": "candles",
"timeframe": "15m",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "ETH-USDT-SWAP",
"quote": "USDT",
"values": {
"venue": {
"value": "OKX-PERP",
"venue": "OKX-PERP",
"layer": "reference",
"venue_ts": null,
"received_at": "2026-09-23T00:00:00Z",
"age_ms": 43205000,
"status": "present"
},
"crossover(ema(close, 20), ema(close, 50))": {
"value": null,
"venue": "OKX-PERP",
"layer": "candles",
"timeframe": "15m",
"bars": 201,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"gaps(200)": {
"value": null,
"venue": "OKX-PERP",
"layer": "candles",
"timeframe": "15m",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": null
}
}

Intent: hourly trend up (EMA 20 above EMA 50 on 1h candles) while the 15-minute RSI is low.

any(venues where ema(close, 20, 1h) > ema(close, 50, 1h) and rsi(close, 14, 15m) < 35)
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "BTC-PERP",
"result": "unknown",
"values": {},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "BTCUSDT",
"quote": "USDT",
"values": {
"ema(close, 20, 1h)": {
"value": null,
"unit": "quote",
"venue": "BYBIT-PERP",
"layer": "candles",
"timeframe": "1h",
"bars": 80,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"ema(close, 50, 1h)": {
"value": null,
"unit": "quote",
"venue": "BYBIT-PERP",
"layer": "candles",
"timeframe": "1h",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"rsi(close, 14, 15m)": {
"value": null,
"venue": "BYBIT-PERP",
"layer": "candles",
"timeframe": "15m",
"bars": 57,
"candle_end": "2026-09-23T12:00:00Z",
"venue_ts": null,
"received_at": "2026-09-23T12:00:00.300Z",
"age_ms": 4700,
"status": "present",
"reason": "gap"
}
}
},
{
"venue": "HYPERLIQUID",
"symbol": "BTC",
"quote": "USDC",
"values": {
"ema(close, 20, 1h)": {
"value": null,
"unit": "quote",
"venue": "HYPERLIQUID",
"layer": "candles",
"timeframe": "1h",
"bars": 80,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"ema(close, 50, 1h)": {
"value": null,
"unit": "quote",
"venue": "HYPERLIQUID",
"layer": "candles",
"timeframe": "1h",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"rsi(close, 14, 15m)": {
"value": 88.19612724877551,
"venue": "HYPERLIQUID",
"layer": "candles",
"timeframe": "15m",
"bars": 57,
"candle_end": "2026-09-23T12:00:00Z",
"venue_ts": null,
"received_at": "2026-09-23T12:00:00.300Z",
"age_ms": 4700,
"status": "present"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_XBTUSD",
"quote": "USD",
"values": {
"ema(close, 20, 1h)": {
"value": null,
"unit": "quote",
"venue": "KRAKEN-FUTURES",
"layer": "candles",
"timeframe": "1h",
"bars": 80,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"ema(close, 50, 1h)": {
"value": null,
"unit": "quote",
"venue": "KRAKEN-FUTURES",
"layer": "candles",
"timeframe": "1h",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"rsi(close, 14, 15m)": {
"value": 88.19612724877551,
"venue": "KRAKEN-FUTURES",
"layer": "candles",
"timeframe": "15m",
"bars": 57,
"candle_end": "2026-09-23T12:00:00Z",
"venue_ts": null,
"received_at": "2026-09-23T12:00:00.300Z",
"age_ms": 4700,
"status": "present"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "BTC-USDT-SWAP",
"quote": "USDT",
"values": {
"ema(close, 20, 1h)": {
"value": null,
"unit": "quote",
"venue": "OKX-PERP",
"layer": "candles",
"timeframe": "1h",
"bars": 80,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"ema(close, 50, 1h)": {
"value": null,
"unit": "quote",
"venue": "OKX-PERP",
"layer": "candles",
"timeframe": "1h",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"rsi(close, 14, 15m)": {
"value": null,
"venue": "OKX-PERP",
"layer": "candles",
"timeframe": "15m",
"bars": 57,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": "eyJ0IjoiMjAyNi0wOS0yM1QxMjowMDowNVoiLCJhZnRlciI6IkJUQy1QRVJQIiwicSI6IjMxOTVhZGUxMDU2YTFhOWMifQ"
}
}

Which instruments have a venue that has gone quiet

Section titled “Which instruments have a venue that has gone quiet”

Intent: instruments where at least one listed venue is not answering (no fresh mark price).

venues_answered < venues_listed
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [],
"page": {
"limit": 1,
"returned": 0,
"next_cursor": null
}
}

Stale, missing and not published are three different things

Section titled “Stale, missing and not published are three different things”

Intent: instruments where at least one venue’s funding rate is stale — we have a value, but it is older than the freshness bound.

count(venues where status(funding) = stale) >= 1
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "BTC-PERP",
"result": "true",
"values": {},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "BTCUSDT",
"quote": "USDT",
"values": {
"status(funding)": {
"value": "stale",
"venue": "BYBIT-PERP",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T11:52:00Z",
"age_ms": 485000,
"status": "stale"
}
}
},
{
"venue": "HYPERLIQUID",
"symbol": "BTC",
"quote": "USDC",
"values": {
"status(funding)": {
"value": "present",
"venue": "HYPERLIQUID",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_XBTUSD",
"quote": "USD",
"values": {
"status(funding)": {
"value": "present",
"venue": "KRAKEN-FUTURES",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "BTC-USDT-SWAP",
"quote": "USDT",
"values": {
"status(funding)": {
"value": "present",
"venue": "OKX-PERP",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": null
}
}

Intent: which instruments had positive funding on three or more venues at 08:00 UTC today, using only what DEBYKO had received by then.

count(venues where funding > 0) >= 3 as of 2026-09-21T08:00:00Z
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": "2026-09-21T08:00:00Z",
"settled": true,
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [],
"page": {
"limit": 1,
"returned": 0,
"next_cursor": null
}
}

Relaxed freshness for a historical question

Section titled “Relaxed freshness for a historical question”

Intent: a week ago at noon, did any venue show open interest at all — accepting values up to ten minutes old.

any(venues where oi > 0) freshness 10m as of 2026-09-14T12:00:00Z
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": "2026-09-14T12:00:00Z",
"settled": true,
"freshness": {
"ticker": "10m",
"mark": "10m",
"oi": "10m",
"book": "10m",
"stats": "10m",
"funding": "10m"
},
"instruments": [
{
"instrument": "BTC-PERP",
"result": "unknown",
"values": {},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "BTCUSDT",
"quote": "USDT",
"values": {
"oi": {
"value": null,
"unit": "base",
"venue": "BYBIT-PERP",
"layer": "oi",
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "HYPERLIQUID",
"symbol": "BTC",
"quote": "USDC",
"values": {
"oi": {
"value": null,
"unit": "base",
"venue": "HYPERLIQUID",
"layer": "oi",
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_XBTUSD",
"quote": "USD",
"values": {
"oi": {
"value": null,
"unit": "base",
"venue": "KRAKEN-FUTURES",
"layer": "oi",
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "BTC-USDT-SWAP",
"quote": "USDT",
"values": {
"oi": {
"value": null,
"unit": "base",
"venue": "OKX-PERP",
"layer": "oi",
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": "eyJ0IjoiMjAyNi0wOS0xNFQxMjowMDowMFoiLCJhZnRlciI6IkJUQy1QRVJQIiwicSI6Ijg5MDVkMmI1ZmRjNWVhNzEifQ"
}
}

Intent: dispersion of mark prices above ten basis points, comparing only listings quoted in a USD stablecoin or USD.

max(venues where quote in (USDT, USDC, USD), mark) / min(venues where quote in (USDT, USDC, USD), mark) - 1 > 10bps
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [],
"page": {
"limit": 1,
"returned": 0,
"next_cursor": null
}
}

Intent: instruments answering on at least two venues, highest eight-hour funding first.

venues_answered >= 2 order by max(venues, funding_8h) desc
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "BTC-PERP",
"result": "true",
"values": {
"venues_answered": {
"value": 4,
"from": "reference",
"as_of": "2026-09-23T12:00:05Z"
},
"max(venues, funding_8h)": {
"value": 0.000104,
"unit": "fraction",
"from": [
{
"venue": "HYPERLIQUID",
"value": 0.000104,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
]
}
},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "BTCUSDT",
"quote": "USDT",
"values": {
"funding_8h": {
"value": 2e-05,
"unit": "fraction",
"venue": "BYBIT-PERP",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T11:52:00Z",
"age_ms": 485000,
"status": "stale"
}
}
},
{
"venue": "HYPERLIQUID",
"symbol": "BTC",
"quote": "USDC",
"values": {
"funding_8h": {
"value": 0.000104,
"unit": "fraction",
"venue": "HYPERLIQUID",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_XBTUSD",
"quote": "USD",
"values": {
"funding_8h": {
"value": 8e-05,
"unit": "fraction",
"venue": "KRAKEN-FUTURES",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "BTC-USDT-SWAP",
"quote": "USDT",
"values": {
"funding_8h": {
"value": 5.4e-05,
"unit": "fraction",
"venue": "OKX-PERP",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": "eyJ0IjoiMjAyNi0wOS0yM1QxMjowMDowNVoiLCJhZnRlciI6IkJUQy1QRVJQIiwicSI6IjE0MTk1NWNjMGNhMzliODEifQ"
}
}

Intent: be told when, for any instrument, the 20/50 EMA cross happens on hourly candles on a venue with a clean 200-candle history. The condition is a query like any other:

any(venues where crossover(ema(close, 20), ema(close, 50)) and gaps(200) = 0) timeframe 1h
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"timeframe": "1h",
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "BTC-PERP",
"result": "unknown",
"values": {},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "BTCUSDT",
"quote": "USDT",
"values": {
"crossover(ema(close, 20), ema(close, 50))": {
"value": null,
"venue": "BYBIT-PERP",
"layer": "candles",
"timeframe": "1h",
"bars": 201,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"gaps(200)": {
"value": null,
"venue": "BYBIT-PERP",
"layer": "candles",
"timeframe": "1h",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "HYPERLIQUID",
"symbol": "BTC",
"quote": "USDC",
"values": {
"crossover(ema(close, 20), ema(close, 50))": {
"value": null,
"venue": "HYPERLIQUID",
"layer": "candles",
"timeframe": "1h",
"bars": 201,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"gaps(200)": {
"value": null,
"venue": "HYPERLIQUID",
"layer": "candles",
"timeframe": "1h",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_XBTUSD",
"quote": "USD",
"values": {
"crossover(ema(close, 20), ema(close, 50))": {
"value": null,
"venue": "KRAKEN-FUTURES",
"layer": "candles",
"timeframe": "1h",
"bars": 201,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"gaps(200)": {
"value": null,
"venue": "KRAKEN-FUTURES",
"layer": "candles",
"timeframe": "1h",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "BTC-USDT-SWAP",
"quote": "USDT",
"values": {
"crossover(ema(close, 20), ema(close, 50))": {
"value": null,
"venue": "OKX-PERP",
"layer": "candles",
"timeframe": "1h",
"bars": 201,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
},
"gaps(200)": {
"value": null,
"venue": "OKX-PERP",
"layer": "candles",
"timeframe": "1h",
"bars": 200,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": "eyJ0IjoiMjAyNi0wOS0yM1QxMjowMDowNVoiLCJhZnRlciI6IkJUQy1QRVJQIiwicSI6ImViMGQ5ZmE4NmMxMzc3ZWIifQ"
}
}

Intent: the mark price is more than half a per cent above where it stood five minutes ago, on any venue. mark is a snapshot field, not a candle, and DQL samples it at the effective timeframe.

any(venues where roc(mark, 5) > 0.5%) timeframe 1m
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"timeframe": "1m",
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "BTC-PERP",
"result": "unknown",
"values": {},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "BTCUSDT",
"quote": "USDT",
"values": {
"roc(mark, 5)": {
"value": null,
"unit": "fraction",
"venue": "BYBIT-PERP",
"layer": "mark",
"timeframe": "1m",
"bars": 6,
"sample_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "HYPERLIQUID",
"symbol": "BTC",
"quote": "USDC",
"values": {
"roc(mark, 5)": {
"value": null,
"unit": "fraction",
"venue": "HYPERLIQUID",
"layer": "mark",
"timeframe": "1m",
"bars": 6,
"sample_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_XBTUSD",
"quote": "USD",
"values": {
"roc(mark, 5)": {
"value": null,
"unit": "fraction",
"venue": "KRAKEN-FUTURES",
"layer": "mark",
"timeframe": "1m",
"bars": 6,
"sample_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "BTC-USDT-SWAP",
"quote": "USDT",
"values": {
"roc(mark, 5)": {
"value": null,
"unit": "fraction",
"venue": "OKX-PERP",
"layer": "mark",
"timeframe": "1m",
"bars": 6,
"sample_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": "eyJ0IjoiMjAyNi0wOS0yM1QxMjowMDowNVoiLCJhZnRlciI6IkJUQy1QRVJQIiwicSI6IjRhZDZhYmRjMjY0ZGMzYTEifQ"
}
}

A spread that is unusually wide for this venue

Section titled “A spread that is unusually wide for this venue”

Intent: the current spread sits above the 90th percentile of its own last hour — “wide for this venue”, not “wide compared with a number I guessed”.

any(venues where spread > percentile(spread, 60, 90%)) timeframe 1m
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"timeframe": "1m",
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "BTC-PERP",
"result": "unknown",
"values": {},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "BTCUSDT",
"quote": "USDT",
"values": {
"spread": {
"value": 1.1495574203931486e-05,
"unit": "fraction",
"venue": "BYBIT-PERP",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"percentile(spread, 60, 0.9)": {
"value": null,
"unit": "fraction",
"venue": "BYBIT-PERP",
"layer": "book",
"timeframe": "1m",
"bars": 60,
"sample_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "HYPERLIQUID",
"symbol": "BTC",
"quote": "USDC",
"values": {
"spread": {
"value": 2.2985863693828294e-05,
"unit": "fraction",
"venue": "HYPERLIQUID",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"percentile(spread, 60, 0.9)": {
"value": null,
"unit": "fraction",
"venue": "HYPERLIQUID",
"layer": "book",
"timeframe": "1m",
"bars": 60,
"sample_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_XBTUSD",
"quote": "USD",
"values": {
"spread": {
"value": 2.2988505747126437e-05,
"unit": "fraction",
"venue": "KRAKEN-FUTURES",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"percentile(spread, 60, 0.9)": {
"value": null,
"unit": "fraction",
"venue": "KRAKEN-FUTURES",
"layer": "book",
"timeframe": "1m",
"bars": 60,
"sample_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "BTC-USDT-SWAP",
"quote": "USDT",
"values": {
"spread": {
"value": 2.298982700289e-06,
"unit": "fraction",
"venue": "OKX-PERP",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"percentile(spread, 60, 0.9)": {
"value": null,
"unit": "fraction",
"venue": "OKX-PERP",
"layer": "book",
"timeframe": "1m",
"bars": 60,
"sample_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": "eyJ0IjoiMjAyNi0wOS0yM1QxMjowMDowNVoiLCJhZnRlciI6IkJUQy1QRVJQIiwicSI6IjA0NWQ1MGE0MmE4NzI1NjkifQ"
}
}

Intent: at least one venue has more than two million quote units resting within ten basis points of the mid on the bid side.

any(venues where depth_bid_value(10bps) > 2000000)
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "ETH-PERP",
"result": "unknown",
"values": {},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "ETHUSDT",
"quote": "USDT",
"values": {
"depth_bid_value(0.001)": {
"value": 330108.0,
"unit": "quote",
"venue": "BYBIT-PERP",
"layer": "book",
"band": "10bps",
"reference": "mid",
"levels": 4,
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_ETHUSD",
"quote": "USD",
"values": {
"depth_bid_value(0.001)": {
"value": 109996.0,
"unit": "quote",
"venue": "KRAKEN-FUTURES",
"layer": "book",
"band": "10bps",
"reference": "mid",
"levels": 4,
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "ETH-USDT-SWAP",
"quote": "USDT",
"values": {
"depth_bid_value(0.001)": {
"value": null,
"unit": "quote",
"venue": "OKX-PERP",
"layer": "book",
"band": "10bps",
"reference": "mid",
"levels": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": null
}
}

Choosing the columns, and ordering by two keys

Section titled “Choosing the columns, and ordering by two keys”

Intent: the instruments where at least two venues answer, the widest funding first and, where that ties, the tighter spread first — and bring back only the three numbers I want.

venues_answered >= 2 select max(venues, funding_8h), min(venues, spread), venues_answered order by max(venues, funding_8h) desc, min(venues, spread) asc
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "BTC-PERP",
"result": "true",
"values": {
"venues_answered": {
"value": 4,
"from": "reference",
"as_of": "2026-09-23T12:00:05Z"
},
"max(venues, funding_8h)": {
"value": 0.000104,
"unit": "fraction",
"from": [
{
"venue": "HYPERLIQUID",
"value": 0.000104,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
]
},
"min(venues, spread)": {
"value": 2.298982700289e-06,
"unit": "fraction",
"from": [
{
"venue": "OKX-PERP",
"value": 2.298982700289e-06,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
]
}
},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "BTCUSDT",
"quote": "USDT",
"values": {
"funding_8h": {
"value": 2e-05,
"unit": "fraction",
"venue": "BYBIT-PERP",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T11:52:00Z",
"age_ms": 485000,
"status": "stale"
},
"spread": {
"value": 1.1495574203931486e-05,
"unit": "fraction",
"venue": "BYBIT-PERP",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "HYPERLIQUID",
"symbol": "BTC",
"quote": "USDC",
"values": {
"funding_8h": {
"value": 0.000104,
"unit": "fraction",
"venue": "HYPERLIQUID",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"spread": {
"value": 2.2985863693828294e-05,
"unit": "fraction",
"venue": "HYPERLIQUID",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_XBTUSD",
"quote": "USD",
"values": {
"funding_8h": {
"value": 8e-05,
"unit": "fraction",
"venue": "KRAKEN-FUTURES",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"spread": {
"value": 2.2988505747126437e-05,
"unit": "fraction",
"venue": "KRAKEN-FUTURES",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "BTC-USDT-SWAP",
"quote": "USDT",
"values": {
"funding_8h": {
"value": 5.4e-05,
"unit": "fraction",
"venue": "OKX-PERP",
"layer": "funding",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"spread": {
"value": 2.298982700289e-06,
"unit": "fraction",
"venue": "OKX-PERP",
"layer": "book",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": "eyJ0IjoiMjAyNi0wOS0yM1QxMjowMDowNVoiLCJhZnRlciI6IkJUQy1QRVJQIiwicSI6IjJhYWQwMDMyMGM4MjFiOTgifQ"
}
}

The venue’s mark candle, not its trade candle

Section titled “The venue’s mark candle, not its trade candle”

Intent: compare the last closed hourly mark candle with the live mark price.

any(venues where mark > mark_close) timeframe 1h
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"timeframe": "1h",
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "BTC-PERP",
"result": "unknown",
"values": {},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "BTCUSDT",
"quote": "USDT",
"values": {
"mark": {
"value": 86990,
"unit": "quote",
"venue": "BYBIT-PERP",
"layer": "mark",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"mark_close": {
"value": null,
"unit": "quote",
"venue": "BYBIT-PERP",
"layer": "candles",
"price_type": "mark",
"timeframe": "1h",
"bars": 1,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "HYPERLIQUID",
"symbol": "BTC",
"quote": "USDC",
"values": {
"mark": {
"value": 87010,
"unit": "quote",
"venue": "HYPERLIQUID",
"layer": "mark",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"mark_close": {
"value": null,
"unit": "quote",
"venue": "HYPERLIQUID",
"layer": "candles",
"price_type": "mark",
"timeframe": "1h",
"bars": 1,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "not_published",
"reason": "venue_capability"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_XBTUSD",
"quote": "USD",
"values": {
"mark": {
"value": 87000,
"unit": "quote",
"venue": "KRAKEN-FUTURES",
"layer": "mark",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"mark_close": {
"value": null,
"unit": "quote",
"venue": "KRAKEN-FUTURES",
"layer": "candles",
"price_type": "mark",
"timeframe": "1h",
"bars": 1,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "BTC-USDT-SWAP",
"quote": "USDT",
"values": {
"mark": {
"value": 86995,
"unit": "quote",
"venue": "OKX-PERP",
"layer": "mark",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
},
"mark_close": {
"value": null,
"unit": "quote",
"venue": "OKX-PERP",
"layer": "candles",
"price_type": "mark",
"timeframe": "1h",
"bars": 1,
"candle_end": null,
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": "eyJ0IjoiMjAyNi0wOS0yM1QxMjowMDowNVoiLCJhZnRlciI6IkJUQy1QRVJQIiwicSI6IjIwNWFiZDlmN2QwZTQ2YzQifQ"
}
}

Intent: a question about yesterday, where a reading a few minutes old is perfectly good.

any(venues where oi > 1000) freshness 30m as of 2026-09-20T12:00:00Z
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": "2026-09-20T12:00:00Z",
"settled": true,
"freshness": {
"ticker": "30m",
"mark": "30m",
"oi": "30m",
"book": "30m",
"stats": "30m",
"funding": "30m"
},
"instruments": [
{
"instrument": "BTC-PERP",
"result": "unknown",
"values": {},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "BTCUSDT",
"quote": "USDT",
"values": {
"oi": {
"value": null,
"unit": "base",
"venue": "BYBIT-PERP",
"layer": "oi",
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "HYPERLIQUID",
"symbol": "BTC",
"quote": "USDC",
"values": {
"oi": {
"value": null,
"unit": "base",
"venue": "HYPERLIQUID",
"layer": "oi",
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "KRAKEN-FUTURES",
"symbol": "PF_XBTUSD",
"quote": "USD",
"values": {
"oi": {
"value": null,
"unit": "base",
"venue": "KRAKEN-FUTURES",
"layer": "oi",
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
},
{
"venue": "OKX-PERP",
"symbol": "BTC-USDT-SWAP",
"quote": "USDT",
"values": {
"oi": {
"value": null,
"unit": "base",
"venue": "OKX-PERP",
"layer": "oi",
"venue_ts": null,
"received_at": null,
"age_ms": null,
"status": "missing",
"reason": "no_value"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": "eyJ0IjoiMjAyNi0wOS0yMFQxMjowMDowMFoiLCJhZnRlciI6IkJUQy1QRVJQIiwicSI6IjY0MGUzZjQ5NjgwNDc3MTYifQ"
}
}

Intent: the listing a venue calls BTCUSDT, whatever DEBYKO calls the instrument.

any(venues where mark > 0) where symbol = "BTCUSDT"
{
"dql": "1",
"evaluated_at": "2026-09-23T12:00:05Z",
"as_of": null,
"settled": false,
"freshness": {
"ticker": "30s",
"mark": "30s",
"oi": "30s",
"book": "30s",
"stats": "120s",
"funding": "300s"
},
"instruments": [
{
"instrument": "BTC-PERP",
"result": "true",
"values": {},
"venues": [
{
"venue": "BYBIT-PERP",
"symbol": "BTCUSDT",
"quote": "USDT",
"values": {
"mark": {
"value": 86990,
"unit": "quote",
"venue": "BYBIT-PERP",
"layer": "mark",
"venue_ts": null,
"received_at": "2026-09-23T12:00:04Z",
"age_ms": 1000,
"status": "present"
}
}
}
]
}
],
"page": {
"limit": 1,
"returned": 1,
"next_cursor": null
}
}