Crypto futures and spot data across venues

Compare markets.
Not exchange APIs.

Pull price, funding, open interest, liquidations, and trade flow across the venues you already use. Meridian returns the same columns in one query and keeps missing coverage visible.

See a cross-venue query Explore the docs

Built for notebooks, data pipelines, and MCP-compatible agents.

futures BTCUSDT · 1h · 4 venues sample

exchange	close	funding	open interest	liq 1h
binance	67,412.30	+0.0084%	$2.18B	$4.12M
bybit	67,409.80	+0.0079%	$911.2M	$1.88M
okx	67,415.10	-0.0012%	$604.1M	$902K
hyperliquid	67,410.55	+0.0102%	$388.2M	$1.20M

df.shape = (2184, 11) schema: canonical provenance: captured

51futures products

9spot products

8venue integrations

4custom bar types

BINANCE BTCUSDT funding +0.0084% 67,412.30 BYBIT ETHUSDT OI delta +2.1% 3,481.12 OKX SOLUSDT liq 1h $1.2M 168.44 HYPERLIQUID BTCUSDT funding +0.0102% 67,410.55 COINBASE BTC-USD spot sample 67,398.02 BINANCE ETHUSDT funding -0.0012% 3,479.90 BINANCE BTCUSDT funding +0.0084% 67,412.30 BYBIT ETHUSDT OI delta +2.1% 3,481.12 OKX SOLUSDT liq 1h $1.2M 168.44 HYPERLIQUID BTCUSDT funding +0.0102% 67,410.55

01 / Coverage

Every supported market, the same schema.

Compare supported venues without rewriting your research pipeline for each exchange. Exact product and field availability stays attached to the result.

Futures 4 venues

BinanceUSD-M perps
BybitUSDT perps
OKXswap
Hyperliquidperp

Spot 4 venues

Binancespot
Bybitspot
OKXspot
Coinbasespot

Product contracts

51 futures and 9 spot product contracts. Unsupported and source-limited cases remain explicit, so the result never looks more complete than the source.

Custom bars live on BTCUSDT dollar bars BTCUSDT volume bars BTCUSDT tick bars BTCUSDT imbalance bars

02 / One schema

One request in. Comparable rows out.

Choose the venues, products, time range, resolution, and fields. Meridian returns flat typed rows in the same shape, ready for pandas, Polars, a backtest, dashboard, or research agent.

query.json

{
  "surface": "futures",
  "exchanges": [
    "binance",
    "bybit",
    "okx"
  ],
  "products": ["BTCUSDT"],
  "resolution": "1h",
  "columns": [
    "close_price",
    "funding_rate",
    "dollar_open_interest_close"
  ]
}

response / 200 OKdf.shape = (2184, 11)

ts	exchange	close	oi_close	funding
06-01 00:00	binance	67,190.20	2,101,004,112	+0.0081%
06-01 01:00	binance	67,242.55	2,109,441,203	+0.0079%
06-01 00:00	bybit	67,188.90	901,204,552	+0.0074%
06-01 00:00	okx	67,201.40	598,204,113	-0.0009%

df.ready() Every endpoint returns flat typed rows for pandas and Polars. No nested JSON to unpack.

03 / Data quality

Gaps stay visible.

Meridian returns captured facts with coverage and provenance attached. If a venue does not provide a field or a stored interval is missing, the response says so instead of silently filling it with zero.

Captured facts

Every row traces back to a captured exchange event. Nothing is modeled to look complete.

Visible coverage

Each series ships with start date, gap log, and venue-specific notes before you query.

Traceable rows

Know which endpoint, capture method, and timestamp produced each row.

No fake parity

If an exchange does not publish a field, Meridian says so instead of estimating it.

04 / Custom bars

Bars built from trades, not the clock.

Dollar, volume, tick, and imbalance bars built from Binance Futures BTCUSDT trades. Activity, not a fixed interval, determines when each bar closes.

Dollar bars

close every $N traded

Volatile stretches produce more bars automatically.

Volume bars

close every N units traded

Useful when comparing size across instruments.

Tick bars

close every N trades

A consistent sampling rate tied to market activity.

Imbalance bars

close on order-flow imbalance

Surfaces directional pressure as it builds.

05 / How Meridian works

From market scope to research-ready rows.

Define the market and facts you need. Meridian returns comparable rows with the evidence needed to interpret their limits.

Choose the market

Select futures, spot, or custom bars, then choose the supported venues, products, resolution, and time window.

Choose the facts

Request only the price, trade-flow, funding, open-interest, premium, or liquidation fields the analysis needs.

Keep the evidence

Receive flat rows together with coverage, warnings, and provenance so the limits travel with the data.

Agent access / MCP Give your agent a market-data layer.

Connect Meridian to an MCP-compatible agent and request normalized futures, spot, or custom bars. Coverage, provenance, and warnings travel with the rows, so the agent can distinguish missing evidence from zero.

Connect an agent Read the data contract

06 / Research questions

Start with the comparison you need to make.

Meridian is designed for questions that become difficult when every venue names, shapes, or limits the underlying data differently.

1
Positioning across venues

How did funding and open interest diverge across supported perpetual markets?
2
Market participation

Which venue led buy and sell trade flow during the move?
3
Liquidation intensity

Where did liquidation print volume concentrate across supported venues?
4
Activity-based sampling

What changes when trade activity, rather than the clock, closes each bar?

07 / FAQ

Common questions.

Short answers here, full detail in the docs.

What markets and venues are supported?

Futures on Binance, Bybit, OKX, and Hyperliquid; spot on Binance, Bybit, OKX, and Coinbase; and BTCUSDT custom bars built from Binance Futures trades. Exact product and interval coverage is documented per series.

Which futures and spot fields are available?

Futures include OHLCV, buy and sell trade flow, open interest, funding, premium, and liquidation fields where supported. Spot includes OHLCV and buy and sell trade flow.

What do custom bars cover today?

Dollar, volume, tick, and imbalance bars are currently available for Binance Futures BTCUSDT, built from stored individual trades.

How is missing data handled?

It stays missing. If an exchange did not publish a field or a capture gap exists, Meridian returns explicit coverage metadata, warnings, and nulls — never silent zeros or interpolated values.

What format do responses come in?

Flat, typed tabular rows with canonical exchange, product, and time identities — ready to load into pandas or Polars without unpacking nested JSON.

Can an AI agent use Meridian?

Yes. MCP-compatible agents can access Meridian through its hosted MCP integration and receive the same normalized rows, coverage, provenance, and warnings described in the data contract.

Does Meridian place trades or provide signals?

No. Meridian provides market data for research systems. It does not place orders, manage capital, approve trades, or promise trading outcomes.

Meridian

Bring one cross-venue market question.

See how Meridian turns supported exchange data into comparable rows without hiding the gaps.

Explore the docs View futures coverage

Compare markets.Not exchange APIs.