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DEBYKO

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 — instrument names belong to the instrument, venue names to one venue’s listing of it. A venue-scoped name has to sit inside any(…), 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. sum refuses 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 —
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"
}

base

Section titled “base”

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"
}

venue

Section titled “venue”

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"
}

quote

Section titled “quote”

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

Section titled “last”

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,
  "status": "present"
}

mark

Section titled “mark”

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,
  "status": "present"
}

index

Section titled “index”

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,
  "status": "present"
}

basis

Section titled “basis”

(mark − index) / index

Venue-scoped, layer mark, type number, unit fraction, readable as a series.

venues_listed >= 1 select basis
{
  "value": 0.00046003450258769407,
  "unit": "fraction",
  "venue": "BYBIT-PERP",
  "layer": "mark",
  "venue_ts": null,
  "received_at": "2026-09-23T12:00:04Z",
  "age_ms": 1000,
  "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": 0.00002,
  "unit": "fraction",
  "venue": "BYBIT-PERP",
  "layer": "funding",
  "venue_ts": null,
  "received_at": "2026-09-23T11:52:00Z",
  "age_ms": 485000,
  "status": "stale"
}

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": 28800000,
  "unit": "ms",
  "venue": "BYBIT-PERP",
  "layer": "funding",
  "venue_ts": null,
  "received_at": "2026-09-23T11:52:00Z",
  "age_ms": 485000,
  "status": "stale"
}

funding_8h

Section titled “funding_8h”

funding × 8h / funding_interval

Venue-scoped, layer funding, type number, unit fraction, readable as a series.

venues_listed >= 1 select 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"
}

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": 14400000,
  "unit": "ms",
  "venue": "BYBIT-PERP",
  "layer": "funding",
  "venue_ts": null,
  "received_at": "2026-09-23T11:52:00Z",
  "age_ms": 485000,
  "status": "stale"
}

oi

Section titled “oi”

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,
  "status": "present"
}

bid

Section titled “bid”

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,
  "status": "present"
}

ask

Section titled “ask”

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,
  "status": "present"
}

mid

Section titled “mid”

(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",
  "venue_ts": null,
  "received_at": "2026-09-23T12:00:04Z",
  "age_ms": 1000,
  "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": 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"
}

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,
  "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,
  "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,
  "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,
  "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,
  "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 —
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 —
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

prev

Section titled “prev”

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",
  "venue_ts": null,
  "received_at": "2026-09-23T12:00:00.300Z",
  "age_ms": 4700,
  "status": "present"
}

sma

Section titled “sma”

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",
  "venue_ts": null,
  "received_at": "2026-09-23T12:00:00.300Z",
  "age_ms": 4700,
  "status": "present"
}

ema

Section titled “ema”

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",
  "venue_ts": null,
  "received_at": "2026-09-23T12:00:00.300Z",
  "age_ms": 4700,
  "status": "present"
}

rsi

Section titled “rsi”

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",
  "venue_ts": null,
  "received_at": "2026-09-23T12:00:00.300Z",
  "age_ms": 4700,
  "status": "present"
}

atr

Section titled “atr”

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",
  "venue_ts": null,
  "received_at": "2026-09-23T12:00:00.300Z",
  "age_ms": 4700,
  "status": "present"
}

stdev

Section titled “stdev”

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",
  "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",
  "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",
  "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",
  "venue_ts": null,
  "received_at": "2026-09-23T12:00:00.300Z",
  "age_ms": 4700,
  "status": "present"
}

roc

Section titled “roc”

(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",
  "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",
  "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",
  "venue_ts": null,
  "received_at": "2026-09-23T12:00:00.300Z",
  "age_ms": 4700,
  "status": "present"
}

gaps

Section titled “gaps”

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",
  "venue_ts": null,
  "received_at": "2026-09-23T12:00:00.300Z",
  "age_ms": 4700,
  "status": "present"
}

abs

Section titled “abs”

|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,
  "atoms": {
    "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,
      "status": "present"
    }
  }
}

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",
  "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",
  "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",
  "venue_ts": null,
  "received_at": "2026-09-23T12:00:00.300Z",
  "age_ms": 4700,
  "status": "present"
}

age

Section titled “age”

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",
  "venue_ts": null,
  "received_at": "2026-09-23T11:52:00Z",
  "age_ms": 485000,
  "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",
  "venue_ts": null,
  "received_at": "2026-09-23T11:52:00Z",
  "age_ms": 485000,
  "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,
  "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,
  "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,
  "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,
  "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.