Futures Info
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
FuturesInfo | FuturesInfoQueryParams | FuturesInfoData |
Import Statement
from openbb_core.provider.standard_models.futures_info import (
FuturesInfoData,
FuturesInfoQueryParams,
)
Parameters
- standard
- deribit
symbol: Union[str, list[str]]
Symbol to get data for. Perpetual contracts can be referenced by their currency pair - i.e, SOLUSDC - or by their official Deribit symbol - i.e, SOL_USDC-PERPETUAL For a list of currently available instruments, use derivatives.futures.instruments() Multiple items allowed for provider(s): deribit.
• Optional: False
Data
- standard
- deribit
symbol: str
Symbol representing the entity requested in the data.
symbol: str
Symbol representing the entity requested in the data.
state: Literal['open', 'closed']
The state of the order book. Possible values are open and closed.
open_interest: float
The total amount of outstanding contracts in the corresponding amount units.
index_price: float
Current index (reference) price
best_ask_amount: float
It represents the requested order size of all best asks
best_ask_price: float
The current best ask price, null if there aren't any asks
best_bid_price: float
The current best bid price, null if there aren't any bids
best_bid_amount: float
It represents the requested order size of all best bids
last_price: float
The price for the last trade
high: float
Highest price during 24h
low: float
Lowest price during 24h
change_percent: float
24-hour price change expressed as a percentage, null if there weren't any trades
volume: float
Volume during last 24h in base currency
volume_usd: float
Volume in USD
mark_price: float
The mark price for the instrument
settlement_price: float
The settlement price for the instrument. Only when state = open
delivery_price: float
The settlement price for the instrument. Only when state = closed.
estimated_delivery_price: float
Estimated delivery price for the market.
current_funding: float
Current funding (perpetual only)
funding_8h: float
Funding 8h (perpetual only)
interest_value: float
Value used to calculate realized_funding in positions (perpetual only)
max_price: float
The maximum price for the future. Any buy orders submitted higher than this price, will be clamped to this maximum.
min_price: float
The minimum price for the future. Any sell orders submitted lower than this price will be clamped to this minimum.
timestamp: datetime
The timestamp of the data.