Datasets

Market data

Candles, instruments, latest tickers, funding rates and open interest from crypto venues.

Exchange market data in one shape across venues. Reference: Market data routes.

What is in it#

Dataset	Route	One row is
`finance.market.candles_1m`, `candles_1h`, `candles_1d`	`GET /v1/finance/market/candles_{1m,1h,1d}`	One confirmed OHLCV bar of one instrument
`finance.market.instruments`	`GET /v1/finance/market/instruments`	One instrument: venue, product, base, quote, tick size, `enabled`
`finance.market.tickers_latest`	`GET /v1/finance/market/tickers`	The latest price and rolling 24-hour figures of one enabled instrument
`finance.market.funding_rates`	`GET /v1/finance/market/funding_rates`	One settled funding payment of a perpetual
`finance.market.open_interest`	`GET /v1/finance/market/open_interest`	One open-interest snapshot of a perpetual

Instruments are identified as {VENUE}:{PRODUCT}:{native} (Identifiers). List what is available with GET /v1/finance/market/instruments?venue=&product=: it is the authority on which instruments exist and are enabled.

Candles#

Required: instrument_id. Optional: from, to (Unix ms on ts, from inclusive, to exclusive), limit (1 to 1000, default 100), order (asc or desc, default desc).
ts is the bar's open time in UTC. Only confirmed bars are stored: a bar still forming is not served.
version orders updates of the same bar: a higher version replaces a lower one.
meta.dataDate is the open time of the newest returned bar. meta.status is stale when the newest stored bar is more than one closed bar behind now (judged only when to is not set).
There is no cursor: next_cursor is always null. Read further with from/to (Pagination).

Latest tickers#

One row per enabled instrument, the latest only: no history, no from/to, no cursor.

price is the last traded price (price_basis: "last") or, where a venue publishes no last price in its bulk answer (Hyperliquid), its mark price ("mark"). Check price_basis.
open_24h, high_24h, low_24h, volume_24h, quote_volume_24h are the venue's rolling 24 hours ending at ts (not a UTC day) and are null where the venue does not send them. The API never computes them.
ts is the venue's timestamp, or Aggre's clock when the venue sends none. meta.status is stale when the newest row is more than 5 minutes old; judge each row's own ts for per-instrument freshness.
Filters are optional and exact: venue, product, instrument_id (which must agree with the other two when given).

Funding rates and open interest#

Perpetuals (PERP) and futures only.

A funding row is one settled payment. rate is that period's fraction as the venue reports it: not annualised, and the period differs by venue and instrument. meta.status is stale after 24 hours.
Open interest is a snapshot: venues publish only the current value, so history starts the day Aggre began collecting. Values are in base-asset units; open_interest_usd appears only where the venue states it. meta.status is stale after 30 minutes.

Caveats#

Market data is subject to each venue's terms. Aggre grants nothing beyond them (Attribution).
Aggre reads public endpoints on a schedule; it is not a streaming feed and not an execution venue. Do not use it for latency-sensitive trading.

Source: content/datasets/market.md