Fields and functions
Every name a query may use. Generated from the catalogue the engine runs on — GET /v2/dql/catalogue
serves the same thing as data, and a client should read it from there rather than carry a copy.
Each entry shows a query that reads it and the value the engine gave back, on the documentation fixture. The shape is the shape you will get; the numbers are invented.
Two columns are worth understanding before the tables:
- scope —
instrumentnames belong to the instrument,venuenames to one venue’s listing of it. A venue-scoped name has to sit insideany(…),all(…),count(…)or an aggregate, because an instrument has several venues and the language will not silently pick one. - additive — whether summing it across venues means anything.
sumrefuses a field that is not additive: adding prices is a category error, not a small inaccuracy.
Fields
Section titled “Fields”| field | scope | layer | type | unit | sampleable | additive |
|---|---|---|---|---|---|---|
instrument |
instrument | reference | code | code | — | — |
base |
instrument | reference | code | code | — | — |
venues_listed |
instrument | reference | number | count | — | — |
venues_answered |
instrument | reference | number | count | — | — |
venue |
venue | reference | code | code | — | — |
quote |
venue | reference | code | code | — | — |
tick_size |
venue | reference | number | quote | — | — |
lot_size |
venue | reference | number | quantity | — | — |
min_qty |
venue | reference | number | quantity | — | — |
last |
venue | ticker | number | quote | yes | — |
mark |
venue | mark | number | quote | yes | — |
index |
venue | mark | number | quote | yes | — |
basis |
venue | mark | number | fraction | yes | — |
funding |
venue | funding | number | fraction | yes | — |
funding_interval |
venue | funding | duration | ms | — | — |
funding_8h |
venue | funding | number | fraction | yes | — |
funding_short |
venue | funding | number | fraction | yes | — |
funding_short_8h |
venue | funding | number | fraction | yes | — |
funding_cap |
venue | funding | number | fraction | — | — |
funding_floor |
venue | funding | number | fraction | — | — |
funding_cap_8h |
venue | funding | number | fraction | — | — |
funding_floor_8h |
venue | funding | number | fraction | — | — |
funding_at_cap |
venue | funding | boolean | — | — | — |
time_to_funding |
venue | funding | duration | ms | — | — |
oi |
venue | oi | number | quantity | yes | yes |
bid |
venue | book | number | quote | yes | — |
ask |
venue | book | number | quote | yes | — |
mid |
venue | book | number | quote | yes | — |
spread |
venue | book | number | fraction | yes | — |
bid_size |
venue | book | number | quantity | yes | yes |
ask_size |
venue | book | number | quantity | yes | yes |
volume_24h |
venue | stats | number | quantity | yes | yes |
turnover_24h |
venue | stats | number | quote | yes | yes |
change_24h |
venue | stats | number | fraction | yes | — |
instrument
Section titled “instrument”the market code, e.g. BTC-PERP
Instrument-scoped, layer reference, type code, unit code.
venues_listed >= 1 select instrument{ "value": "BTC-PERP", "from": "reference", "as_of": "2026-09-23T12:00:05Z"}the base asset’s registry code, e.g. BTC
Instrument-scoped, layer reference, type code, unit code.
venues_listed >= 1 select base{ "value": "BTC", "from": "reference", "as_of": "2026-09-23T12:00:05Z"}venues_listed
Section titled “venues_listed”number of (selected) listings at T
Instrument-scoped, layer reference, type number, unit count.
venues_listed >= 1 select venues_listed{ "value": 4, "from": "reference", "as_of": "2026-09-23T12:00:05Z"}venues_answered
Section titled “venues_answered”number of (selected) listings whose mark is present at T
Instrument-scoped, layer reference, type number, unit count.
venues_listed >= 1 select venues_answered{ "value": 4, "from": "reference", "as_of": "2026-09-23T12:00:05Z"}the venue’s public code
Venue-scoped, layer reference, type code, unit code.
venues_listed >= 1 select venue{ "value": "BYBIT-PERP", "venue": "BYBIT-PERP", "layer": "reference", "venue_ts": null, "received_at": "2026-09-23T00:00:00Z", "age_ms": 43205000, "status": "present"}the listing’s quote currency
Venue-scoped, layer reference, type code, unit code.
venues_listed >= 1 select quote{ "value": "USDT", "venue": "BYBIT-PERP", "layer": "reference", "venue_ts": null, "received_at": "2026-09-23T00:00:00Z", "age_ms": 43205000, "status": "present"}tick_size
Section titled “tick_size”minimum price increment of the listing
Venue-scoped, layer reference, type number, unit quote.
venues_listed >= 1 select tick_size{ "value": 0.1, "unit": "quote", "venue": "BYBIT-PERP", "layer": "reference", "venue_ts": null, "received_at": "2026-09-23T00:00:00Z", "age_ms": 43205000, "status": "present"}lot_size
Section titled “lot_size”minimum quantity increment
Venue-scoped, layer reference, type number, unit quantity.
venues_listed >= 1 select lot_size{ "value": 0.001, "unit": "base", "venue": "BYBIT-PERP", "layer": "reference", "venue_ts": null, "received_at": "2026-09-23T00:00:00Z", "age_ms": 43205000, "status": "present"}min_qty
Section titled “min_qty”minimum order quantity
Venue-scoped, layer reference, type number, unit quantity.
venues_listed >= 1 select min_qty{ "value": 0.001, "unit": "base", "venue": "BYBIT-PERP", "layer": "reference", "venue_ts": null, "received_at": "2026-09-23T00:00:00Z", "age_ms": 43205000, "status": "present"}last trade price
Venue-scoped, layer ticker, type number, unit quote, readable as a series.
venues_listed >= 1 select last{ "value": 86988, "unit": "quote", "venue": "BYBIT-PERP", "layer": "ticker", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}venue mark price
Venue-scoped, layer mark, type number, unit quote, readable as a series.
venues_listed >= 1 select mark{ "value": 86990, "unit": "quote", "venue": "BYBIT-PERP", "layer": "mark", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}venue index price
Venue-scoped, layer mark, type number, unit quote, readable as a series.
venues_listed >= 1 select index{ "value": 86950, "unit": "quote", "venue": "BYBIT-PERP", "layer": "mark", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}(mark − index) / index
Venue-scoped, layer mark, type number, unit fraction, readable as a series.
venues_listed >= 1 select basis{ "value": 0.000460034503, "unit": "fraction", "venue": "BYBIT-PERP", "layer": "mark", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}funding
Section titled “funding”published rate for the next settlement, per interval
Venue-scoped, layer funding, type number, unit fraction, readable as a series.
venues_listed >= 1 select funding{ "value": 0.000013, "unit": "fraction", "venue": "HYPERLIQUID", "layer": "funding", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:05:04Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}funding_interval
Section titled “funding_interval”settlement interval as published
Venue-scoped, layer funding, type duration, unit ms.
venues_listed >= 1 select funding_interval{ "value": 3600000, "unit": "ms", "venue": "HYPERLIQUID", "layer": "funding", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:05:04Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}funding_8h
Section titled “funding_8h”funding × 8h / funding_interval, the registry’s; null without one (no comparison)
Venue-scoped, layer funding, type number, unit fraction, readable as a series.
venues_listed >= 1 select funding_8h{ "value": 0.000104, "unit": "fraction", "venue": "HYPERLIQUID", "layer": "funding", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:05:04Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}funding_short
Section titled “funding_short”rate the short side pays, positive when the short pays
Venue-scoped, layer funding, type number, unit fraction, readable as a series.
venues_listed >= 1 select funding_short{ "value": -0.000013, "unit": "fraction", "venue": "HYPERLIQUID", "layer": "funding", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:05:04Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}funding_short_8h
Section titled “funding_short_8h”funding_short × 8h / funding_interval, the registry’s; null without one
Venue-scoped, layer funding, type number, unit fraction, readable as a series.
venues_listed >= 1 select funding_short_8h{ "value": -0.000104, "unit": "fraction", "venue": "HYPERLIQUID", "layer": "funding", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:05:04Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}funding_cap
Section titled “funding_cap”highest funding rate the venue allows, as published, per the listing’s interval; the cap in force at the funding value’s time
Venue-scoped, layer funding, type number, unit fraction.
venues_listed >= 1 select funding_cap{ "value": 0.005, "unit": "fraction", "venue": "KRAKEN-FUTURES", "layer": "funding", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:05:04Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}funding_floor
Section titled “funding_floor”lowest funding rate the venue allows, as published, per the listing’s interval; the floor in force at the funding value’s time
Venue-scoped, layer funding, type number, unit fraction.
venues_listed >= 1 select funding_floor{ "value": -0.005, "unit": "fraction", "venue": "KRAKEN-FUTURES", "layer": "funding", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:05:04Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}funding_cap_8h
Section titled “funding_cap_8h”funding_cap × 8h / funding_interval, the registry’s; null without one
Venue-scoped, layer funding, type number, unit fraction.
venues_listed >= 1 select funding_cap_8h{ "value": 0.04, "unit": "fraction", "venue": "KRAKEN-FUTURES", "layer": "funding", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:05:04Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}funding_floor_8h
Section titled “funding_floor_8h”funding_floor × 8h / funding_interval, the registry’s; null without one
Venue-scoped, layer funding, type number, unit fraction.
venues_listed >= 1 select funding_floor_8h{ "value": -0.04, "unit": "fraction", "venue": "KRAKEN-FUTURES", "layer": "funding", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:05:04Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}funding_at_cap
Section titled “funding_at_cap”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
Venue-scoped, layer funding, type boolean.
venues_listed >= 1 select funding_at_cap{ "value": false, "venue": "KRAKEN-FUTURES", "layer": "funding", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:05:04Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}time_to_funding
Section titled “time_to_funding”next_funding_at − T
Venue-scoped, layer funding, type duration, unit ms.
venues_listed >= 1 select time_to_funding{ "value": 3600000, "unit": "ms", "venue": "HYPERLIQUID", "layer": "funding", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:05:04Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}open interest
Venue-scoped, layer oi, type number, unit quantity, readable as a series, additive across venues.
venues_listed >= 1 select oi{ "value": 60800, "unit": "base", "venue": "BYBIT-PERP", "layer": "oi", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}best bid price
Venue-scoped, layer book, type number, unit quote, readable as a series.
venues_listed >= 1 select bid{ "value": 86989.5, "unit": "quote", "venue": "BYBIT-PERP", "layer": "book", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}best ask price
Venue-scoped, layer book, type number, unit quote, readable as a series.
venues_listed >= 1 select ask{ "value": 86990.5, "unit": "quote", "venue": "BYBIT-PERP", "layer": "book", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}(bid + ask) / 2
Venue-scoped, layer book, type number, unit quote, readable as a series.
venues_listed >= 1 select mid{ "value": 86990, "unit": "quote", "venue": "BYBIT-PERP", "layer": "book", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}spread
Section titled “spread”(ask − bid) / mid
Venue-scoped, layer book, type number, unit fraction, readable as a series.
venues_listed >= 1 select spread{ "value": 0.000011495574, "unit": "fraction", "venue": "BYBIT-PERP", "layer": "book", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}bid_size
Section titled “bid_size”resting quantity at the best bid
Venue-scoped, layer book, type number, unit quantity, readable as a series, additive across venues.
venues_listed >= 1 select bid_size{ "value": 0.79, "unit": "base", "venue": "BYBIT-PERP", "layer": "book", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}ask_size
Section titled “ask_size”resting quantity at the best ask
Venue-scoped, layer book, type number, unit quantity, readable as a series, additive across venues.
venues_listed >= 1 select ask_size{ "value": 3.19, "unit": "base", "venue": "BYBIT-PERP", "layer": "book", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}volume_24h
Section titled “volume_24h”rolling 24h traded volume as published
Venue-scoped, layer stats, type number, unit quantity, readable as a series, additive across venues.
venues_listed >= 1 select volume_24h{ "value": 72800, "unit": "base", "venue": "BYBIT-PERP", "layer": "stats", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:02:04Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}turnover_24h
Section titled “turnover_24h”rolling 24h traded value as published
Venue-scoped, layer stats, type number, unit quote, readable as a series, additive across venues.
venues_listed >= 1 select turnover_24h{ "value": 6332000000, "unit": "quote", "venue": "BYBIT-PERP", "layer": "stats", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:02:04Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}change_24h
Section titled “change_24h”24h price change as published
Venue-scoped, layer stats, type number, unit fraction, readable as a series.
venues_listed >= 1 select change_24h{ "value": 0.011, "unit": "fraction", "venue": "BYBIT-PERP", "layer": "stats", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:02:04Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}Candle sources
Section titled “Candle sources”A source is one column of the candles of one price type. close is the trade price; mark_close is the
venue’s mark price; index_close is its index. They are different measurements and the language keeps
them apart — a funding calculation done on trade prices is a different number from the one the venue
settled.
A source is only readable at a timeframe: timeframe 15m on the query, or as a trailing argument on the
function that reads it.
| source | price type | column | unit | additive |
|---|---|---|---|---|
open |
trade | open | quote | — |
high |
trade | high | quote | — |
low |
trade | low | quote | — |
close |
trade | close | quote | — |
volume |
trade | volume | quantity | yes |
mark_open |
mark | open | quote | — |
mark_high |
mark | high | quote | — |
mark_low |
mark | low | quote | — |
mark_close |
mark | close | quote | — |
mark_volume |
mark | volume | quantity | yes |
index_open |
index | open | quote | — |
index_high |
index | high | quote | — |
index_low |
index | low | quote | — |
index_close |
index | close | quote | — |
index_volume |
index | volume | quantity | yes |
Read one, at a period:
venues_listed >= 1 select close timeframe 15m{ "value": 86980, "unit": "quote", "venue": "BYBIT-PERP", "layer": "candles", "timeframe": "15m", "bars": 1, "candle_end": "2026-09-23T12:00:00Z", "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}Functions
Section titled “Functions”The bars column says how much history the function needs, as a rule over the window it is given. It is
what the platform charges against bars_per_atom and cost, and POST /v2/dql/parse will tell you a
query’s cost before you run it.
| function | kind | returns | bars | unit |
|---|---|---|---|---|
prev(S, k) |
series | series | bars(S) + n | — |
sma(S, n) |
series | series | bars(S) + n − 1 | — |
ema(S, n) |
series | series | bars(S) + 4n − 1 | — |
rsi(S, n) |
series | series | bars(S) + 4n | — |
atr(n) |
series | series | 4n + 1 | — |
stdev(S, n) |
series | series | bars(S) + n − 1 | — |
highest(S, n) |
series | series | bars(S) + n − 1 | — |
lowest(S, n) |
series | series | bars(S) + n − 1 | — |
change(S, n) |
series | series | bars(S) + n | — |
roc(S, n) |
series | series | bars(S) + n | — |
crossover(A, B) |
series | boolean | max(bars(A), bars(B)) + 1 | — |
crossunder(A, B) |
series | boolean | max(bars(A), bars(B)) + 1 | — |
gaps(n) |
series | number | n | — |
carried(S, n) |
series | number | bars(S) + n − 1 | — |
abs(x) |
scalar | number | bars(x) | — |
rolling_sum(S, n) |
series | series | bars(S) + n − 1 | — |
percentile(S, n, p, [method]) |
series | series | bars(S) + n − 1 | — |
percentile_rank(S, n) |
series | series | bars(S) + n − 1 | — |
corr(S, X, n, [VENUE]) |
series | series | bars(S) + n | — |
beta(S, X, n, [VENUE]) |
series | series | bars(S) + n | — |
ref(INSTRUMENT, expr, [VENUE]) |
cross-listing | number | — | — |
age(F) |
data quality | duration | — | — |
status(F) |
data quality | status | — | — |
depth_bid(band) |
book depth | number | — | quantity |
depth_ask(band) |
book depth | number | — | quantity |
depth_bid_value(band) |
book depth | number | — | quote |
depth_ask_value(band) |
book depth | number | — | quote |
venue_depth_bid(band) |
venue depth | number | — | quote |
venue_depth_ask(band) |
venue depth | number | — | quote |
liquidation_count(n) |
event window | number | n | count |
liquidation_long_count(n) |
event window | number | n | count |
liquidation_short_count(n) |
event window | number | n | count |
liquidation_volume(n) |
event window | number | n | quantity |
liquidation_long_volume(n) |
event window | number | n | quantity |
liquidation_short_volume(n) |
event window | number | n | quantity |
liquidation_value(n) |
event window | number | n | quote |
liquidation_long_value(n) |
event window | number | n | quote |
liquidation_short_value(n) |
event window | number | n | quote |
S[k]
prev(S, k) — series, returns series, reads bars(S) + n bars.
venues_listed >= 1 select prev(close, 1) timeframe 15m{ "value": 85476.66666666667, "unit": "quote", "venue": "BYBIT-PERP", "layer": "candles", "timeframe": "15m", "bars": 2, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}simple moving average
sma(S, n) — series, returns series, reads bars(S) + n − 1 bars.
venues_listed >= 1 select sma(close, 20) timeframe 15m{ "value": 85517.16666666666, "unit": "quote", "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 20, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}exponential moving average over a fixed 4n window
ema(S, n) — series, returns series, reads bars(S) + 4n − 1 bars.
venues_listed >= 1 select ema(close, 20) timeframe 15m{ "value": 85564.184136414, "unit": "quote", "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 80, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}relative strength index, Wilder smoothing over 4n
rsi(S, n) — series, returns series, reads bars(S) + 4n bars.
venues_listed >= 1 select rsi(close, 20) timeframe 15m{ "value": 85.16667851522334, "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 81, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}average true range of the trade candles
atr(n) — series, returns series, reads 4n + 1 bars.
venues_listed >= 1 select atr(14) timeframe 15m{ "value": 231.59289811088146, "unit": "quote", "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 57, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}population standard deviation
stdev(S, n) — series, returns series, reads bars(S) + n − 1 bars.
venues_listed >= 1 select stdev(close, 20) timeframe 15m{ "value": 342.66970653645143, "unit": "quote", "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 20, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}highest
Section titled “highest”max(S[0] … S[n−1])
highest(S, n) — series, returns series, reads bars(S) + n − 1 bars.
venues_listed >= 1 select highest(close, 20) timeframe 15m{ "value": 87000, "unit": "quote", "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 20, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}lowest
Section titled “lowest”min(S[0] … S[n−1])
lowest(S, n) — series, returns series, reads bars(S) + n − 1 bars.
venues_listed >= 1 select lowest(close, 20) timeframe 15m{ "value": 85373.33333333333, "unit": "quote", "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 20, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}change
Section titled “change”S[0] − S[n]
change(S, n) — series, returns series, reads bars(S) + n bars.
venues_listed >= 1 select change(close, 20) timeframe 15m{ "value": 1606.6666666666715, "unit": "quote", "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 21, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}(S[0] − S[n]) / S[n]
roc(S, n) — series, returns series, reads bars(S) + n bars.
venues_listed >= 1 select roc(close, 20) timeframe 15m{ "value": 0.01881489577640727, "unit": "fraction", "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 21, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}crossover
Section titled “crossover”A[0] > B[0] and A[1] ≤ B[1]
crossover(A, B) — series, returns boolean, reads max(bars(A), bars(B)) + 1 bars.
venues_listed >= 1 select crossover(ema(close, 5), ema(close, 20)) timeframe 15m{ "value": false, "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 81, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}crossunder
Section titled “crossunder”A[0] < B[0] and A[1] ≥ B[1]
crossunder(A, B) — series, returns boolean, reads max(bars(A), bars(B)) + 1 bars.
venues_listed >= 1 select crossunder(ema(close, 5), ema(close, 20)) timeframe 15m{ "value": false, "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 81, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}missing periods among the last n
gaps(n) — series, returns number, reads n bars.
venues_listed >= 1 select gaps(20) timeframe 15m{ "value": 1, "venue": "BYBIT-PERP", "layer": "candles", "timeframe": "15m", "bars": 20, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}carried
Section titled “carried”periods among the last n whose value was carried, not observed
carried(S, n) — series, returns number, reads bars(S) + n − 1 bars.
venues_listed >= 1 select carried(close, 20) timeframe 15m{ "value": 0, "venue": "BYBIT-PERP", "layer": "candles", "timeframe": "15m", "bars": 20, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}|x|, element-wise for series
abs(x) — scalar, returns number, reads bars(x) bars.
venues_listed >= 1 select abs(change_24h){ "value": 0.011, "unit": "fraction", "derived": true}rolling_sum
Section titled “rolling_sum”S[n−1] + … + S[0]
rolling_sum(S, n) — series, returns series, reads bars(S) + n − 1 bars.
venues_listed >= 1 select rolling_sum(close, 20) timeframe 15m{ "value": 1710343.3333333333, "unit": "quote", "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 20, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}percentile
Section titled “percentile”nearest-rank (default) or linear percentile of S[0] … S[n−1]
percentile(S, n, p, [method]) — series, returns series, reads bars(S) + n − 1 bars.
venues_listed >= 1 select percentile(close, 20, 0.9) timeframe 15m{ "value": 85496.66666666667, "unit": "quote", "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 20, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}percentile_rank
Section titled “percentile_rank”share of S[0] … S[n−1] that are ≤ S[0]
percentile_rank(S, n) — series, returns series, reads bars(S) + n − 1 bars.
venues_listed >= 1 select percentile_rank(close, 20) timeframe 15m{ "value": 1, "unit": "fraction", "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 20, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}Pearson correlation of the n simple returns of S and of S of instrument X, on the same venue (or VENUE)
corr(S, X, n, [VENUE]) — series, returns series, reads bars(S) + n bars.
venues_listed >= 1 select corr(close, BTC-PERP, 10) timeframe 15m{ "value": 1, "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 11, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}cov(returns of S, returns of X) / var(returns of X) over n simple returns, X on the same venue (or VENUE)
beta(S, X, n, [VENUE]) — series, returns series, reads bars(S) + n bars.
venues_listed >= 1 select beta(close, BTC-PERP, 10) timeframe 15m{ "value": 1, "venue": "HYPERLIQUID", "layer": "candles", "timeframe": "15m", "bars": 11, "candle_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": "2026-09-23T12:00:00.300Z", "age_ms": 4700, "status": "present"}the value of expr for the instrument INSTRUMENT on the same venue (or VENUE), at the same instant; a series expr is read at its latest bar, so the result is a scalar (a series function goes inside: ref(X, sma(mark_close, 20))); null with not_in_scope when it is not in scope there
ref(INSTRUMENT, expr, [VENUE]) — cross-listing, returns number.
venues_listed >= 1 select ref(BTC-PERP, mark){ "value": 86990, "unit": "quote", "venue": "BYBIT-PERP", "instrument": "BTC-PERP", "layer": "mark", "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}T − received_at of the value used for F
age(F) — data quality, returns duration.
venues_listed >= 1 select age(funding){ "value": 485000, "unit": "ms", "venue": "BYBIT-PERP", "layer": "funding", "derived": true, "venue_ts": null, "received_at": "2026-09-23T11:52:00Z", "age_ms": 485000, "venue_age_ms": null, "valid_until": "2026-09-23T11:57:00Z", "horizon_source": "assumed", "anchor": "receipt", "status": "stale"}status
Section titled “status”state of F’s layer at T
status(F) — data quality, returns status.
venues_listed >= 1 select status(funding){ "value": "stale", "venue": "BYBIT-PERP", "layer": "funding", "derived": true, "venue_ts": null, "received_at": "2026-09-23T11:52:00Z", "age_ms": 485000, "venue_age_ms": null, "valid_until": "2026-09-23T11:57:00Z", "horizon_source": "assumed", "anchor": "receipt", "status": "stale"}depth_bid
Section titled “depth_bid”bid quantity within band of mid
depth_bid(band) — book depth, returns number.
venues_listed >= 1 select depth_bid(10bps){ "value": 0.79, "unit": "base", "venue": "BYBIT-PERP", "layer": "book", "band": "10bps", "reference": "mid", "levels": 4, "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}depth_ask
Section titled “depth_ask”ask quantity within band of mid
depth_ask(band) — book depth, returns number.
venues_listed >= 1 select depth_ask(10bps){ "value": 3.19, "unit": "base", "venue": "BYBIT-PERP", "layer": "book", "band": "10bps", "reference": "mid", "levels": 4, "venue_ts": null, "received_at": "2026-09-23T12:00:04Z", "age_ms": 1000, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}depth_bid_value
Section titled “depth_bid_value”bid value (price × size) within band of mid
depth_bid_value(band) — book depth, returns number.
venues_listed >= 1 select depth_bid_value(10bps){ "value": 68721.705, "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, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}depth_ask_value
Section titled “depth_ask_value”ask value (price × size) within band of mid
depth_ask_value(band) — book depth, returns number.
venues_listed >= 1 select depth_ask_value(10bps){ "value": 277499.695, "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, "venue_age_ms": null, "valid_until": "2026-09-23T12:00:34Z", "horizon_source": "assumed", "anchor": "receipt", "status": "present"}venue_depth_bid
Section titled “venue_depth_bid”bid-side depth the venue publishes within band of price
venue_depth_bid(band) — venue depth, returns number.
venues_listed >= 1 select venue_depth_bid(10bps){ "value": null, "unit": "quote", "venue": "BYBIT-PERP", "layer": "venue_depth", "band": "10bps", "reference": null, "levels": null, "venue_ts": null, "received_at": null, "age_ms": null, "status": "not_published", "reason": "venue_capability"}venue_depth_ask
Section titled “venue_depth_ask”ask-side depth the venue publishes within band of price
venue_depth_ask(band) — venue depth, returns number.
venues_listed >= 1 select venue_depth_ask(10bps){ "value": null, "unit": "quote", "venue": "BYBIT-PERP", "layer": "venue_depth", "band": "10bps", "reference": null, "levels": null, "venue_ts": null, "received_at": null, "age_ms": null, "status": "not_published", "reason": "venue_capability"}liquidation_count
Section titled “liquidation_count”number of liquidations in the last n periods
liquidation_count(n) — event window, returns number, reads n bars.
venues_listed >= 1 select liquidation_count(4) timeframe 15m{ "value": 4, "venue": "KRAKEN-FUTURES", "layer": "liquidation", "timeframe": "15m", "bars": 4, "window_start": "2026-09-23T11:00:00Z", "window_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": null, "age_ms": null, "status": "present"}liquidation_long_count
Section titled “liquidation_long_count”number of long positions liquidated in the last n periods
liquidation_long_count(n) — event window, returns number, reads n bars.
venues_listed >= 1 select liquidation_long_count(4) timeframe 15m{ "value": 3, "venue": "KRAKEN-FUTURES", "layer": "liquidation", "timeframe": "15m", "bars": 4, "window_start": "2026-09-23T11:00:00Z", "window_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": null, "age_ms": null, "status": "present"}liquidation_short_count
Section titled “liquidation_short_count”number of short positions liquidated in the last n periods
liquidation_short_count(n) — event window, returns number, reads n bars.
venues_listed >= 1 select liquidation_short_count(4) timeframe 15m{ "value": 1, "venue": "KRAKEN-FUTURES", "layer": "liquidation", "timeframe": "15m", "bars": 4, "window_start": "2026-09-23T11:00:00Z", "window_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": null, "age_ms": null, "status": "present"}liquidation_volume
Section titled “liquidation_volume”quantity of liquidations in the last n periods
liquidation_volume(n) — event window, returns number, reads n bars.
venues_listed >= 1 select liquidation_volume(4) timeframe 15m{ "value": 2.1, "unit": "base", "venue": "KRAKEN-FUTURES", "layer": "liquidation", "timeframe": "15m", "bars": 4, "window_start": "2026-09-23T11:00:00Z", "window_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": null, "age_ms": null, "status": "present"}liquidation_long_volume
Section titled “liquidation_long_volume”quantity of long positions liquidated in the last n periods
liquidation_long_volume(n) — event window, returns number, reads n bars.
venues_listed >= 1 select liquidation_long_volume(4) timeframe 15m{ "value": 1.8, "unit": "base", "venue": "KRAKEN-FUTURES", "layer": "liquidation", "timeframe": "15m", "bars": 4, "window_start": "2026-09-23T11:00:00Z", "window_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": null, "age_ms": null, "status": "present"}liquidation_short_volume
Section titled “liquidation_short_volume”quantity of short positions liquidated in the last n periods
liquidation_short_volume(n) — event window, returns number, reads n bars.
venues_listed >= 1 select liquidation_short_volume(4) timeframe 15m{ "value": 0.3, "unit": "base", "venue": "KRAKEN-FUTURES", "layer": "liquidation", "timeframe": "15m", "bars": 4, "window_start": "2026-09-23T11:00:00Z", "window_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": null, "age_ms": null, "status": "present"}liquidation_value
Section titled “liquidation_value”value (price × quantity) of liquidations in the last n periods
liquidation_value(n) — event window, returns number, reads n bars.
venues_listed >= 1 select liquidation_value(4) timeframe 15m{ "value": 181364.5, "unit": "quote", "venue": "KRAKEN-FUTURES", "layer": "liquidation", "timeframe": "15m", "bars": 4, "window_start": "2026-09-23T11:00:00Z", "window_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": null, "age_ms": null, "status": "present"}liquidation_long_value
Section titled “liquidation_long_value”value (price × quantity) of long positions liquidated in the last n periods
liquidation_long_value(n) — event window, returns number, reads n bars.
venues_listed >= 1 select liquidation_long_value(4) timeframe 15m{ "value": 155249.5, "unit": "quote", "venue": "KRAKEN-FUTURES", "layer": "liquidation", "timeframe": "15m", "bars": 4, "window_start": "2026-09-23T11:00:00Z", "window_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": null, "age_ms": null, "status": "present"}liquidation_short_value
Section titled “liquidation_short_value”value (price × quantity) of short positions liquidated in the last n periods
liquidation_short_value(n) — event window, returns number, reads n bars.
venues_listed >= 1 select liquidation_short_value(4) timeframe 15m{ "value": 26115, "unit": "quote", "venue": "KRAKEN-FUTURES", "layer": "liquidation", "timeframe": "15m", "bars": 4, "window_start": "2026-09-23T11:00:00Z", "window_end": "2026-09-23T12:00:00Z", "derived": true, "venue_ts": null, "received_at": null, "age_ms": null, "status": "present"}What is not here
Section titled “What is not here”Names the specification mentions that are not functions of the language: rma and sqrt are notation
inside the formulas of §7.3, not things a query may call. depth_bid and depth_ask were fields in an
early draft and are functions of a price band now — depth_bid_qty(10bps), not depth_bid.