Boros Historical Data

Name	Size
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Market Data (`market-data/`)

Hourly snapshots of market state.

Field	Type	Description
timestamp	number	Unix timestamp
datetime	string	ISO 8601 datetime
blockNumber	number	Arbitrum block number
midApr	number	Mid APR (average of best bid and best ask)
bestBid	number \| null	Best bid rate (highest long order)
bestAsk	number \| null	Best ask rate (lowest short order)
ammImpliedApr	number \| null	AMM implied APR
markApr	number	Mark APR (on-chain mark rate)
notionalOI	number \| null	Notional open interest
lastTradedApr	number \| null	Rate of the most recent trade
latestSettlementApr	number \| null	Latest on-chain settlement APR (0 from market creation until first settlement)

{"timestamp":1754006400,"datetime":"2025-08-01T00:00:00.000Z","blockNumber":363657956,"midApr":0.07625,"bestBid":0.07605,"bestAsk":0.07637,"ammImpliedApr":0.07625,"markApr":0.07615,"notionalOI":51,"lastTradedApr":0.07615,"latestSettlementApr":0.07}

Settlement Data (`settlement/`)

On-chain settlement rate updates (FIndexUpdated events). Settlement APR is 0% from market creation until the first settlement event.

Field	Type	Description
timestamp	number	Unix timestamp of the block
datetime	string	ISO 8601 datetime
blockNumber	number	Arbitrum block number
settlementApr	number	Annualized settlement rate (0 until first settlement)
txHash	string	Transaction hash

{"timestamp":1767211230,"datetime":"2025-12-31T20:00:30.000Z","blockNumber":416536437,"settlementApr":0.0990756,"txHash":"0x193c...2370"}

Funding Rate (`funding-rate/`)

Historical underlying funding rates sourced from exchanges. One file per exchange-asset pair (e.g. Binance-BTC.ndjson.zip).

Field	Type	Description
timestamp	number	Unix timestamp (funding rate start time)
datetime	string	ISO 8601 datetime
annualizedFundingRate	number	Annualized funding rate

{"timestamp":1754006400,"datetime":"2025-08-01T00:00:00.000Z","annualizedFundingRate":0.05234}

Note: This data is carefully monitored to match the funding rates reported by each exchange. In rare cases, exchange API instability may cause minor discrepancies.

Premium Index (`premium-index/`)

Historical perpetual premium index ((mark - index) / index) per exchange-asset pair. One file per pair (e.g. BINANCE-BTC.ndjson.zip). isApproximated=false means a native exchange premium feed; true means derived from mark/index prices.

Field	Type	Description
timestamp	number	Unix timestamp (observation start time)
datetime	string	ISO 8601 datetime
premiumIndex	number	Premium index (fraction, e.g. 0.0005 = 0.05%)
isApproximated	boolean	true when derived from mark/index rather than a native feed

{"timestamp":1754006400,"datetime":"2025-08-01T00:00:00.000Z","premiumIndex":0.0005034,"isApproximated":false}

Futures Premium (`futures-premium/`)

Annualized dated-futures basis (premium) for quarterly contracts on CME, Binance, Bybit and Deribit. One file per contract: {exchange}-{base}-{expiryYYYYMMDD}.ndjson.zip (e.g. cme-BTC-20260626.ndjson.zip). premiumApr = (futuresPrice - spotPrice) / spotPrice * 365 / daysToExpiry.

Field	Type	Description
timestamp	number	Unix timestamp (observation start time)
datetime	string	ISO 8601 datetime
contractSymbol	string	Exchange-native contract symbol
expiryDate	number	Unix timestamp of contract expiry
premiumApr	number	Annualized basis (fraction, e.g. 0.05 = 5%)
futuresPrice	number	Dated-futures price at the observation
spotPrice	number	Spot/index price joined within ±1h
daysToExpiry	number	Days remaining to settlement
isSpotProxy	boolean	true when spot is a synthetic front-month proxy (e.g. commodities)

{"timestamp":1780570800,"datetime":"2026-06-04T19:00:00.000Z","contractSymbol":"BTCUSDT-26JUN26","expiryDate":1782432000,"premiumApr":0.05142,"futuresPrice":63887.3,"spotPrice":63763.03,"daysToExpiry":13.83,"isSpotProxy":false}

Trades (`market-trades/`)

Individual trade events.

Field	Type	Description
eventIndex	number	On-chain event index
blockTimestamp	number	Unix timestamp of the block
datetime	string	ISO 8601 datetime
rate	number	Trade rate (implied APR)
side	string	Taker side: "long" or "short"
size	number	Absolute trade size
txHash	string	Transaction hash

{"eventIndex":363716829000015,"blockTimestamp":1754021093,"datetime":"2025-08-01T04:04:53.000Z","rate":0.07332,"side":"short","size":0.005,"txHash":"0x2578..."}

OHLCV Candles (`ohlcv/`)

Available in three timeframes: 5m, 1h, 1d.

Field	Type	Description
periodStartTimestamp	number	Unix timestamp of candle start
datetime	string	ISO 8601 datetime
open	number	Opening rate (implied APR)
high	number	Highest rate in the period
low	number	Lowest rate in the period
close	number	Closing rate
volume	number	Total absolute trade size

{"periodStartTimestamp":1754020800,"datetime":"2025-08-01T04:00:00.000Z","open":0.07332,"high":0.07332,"low":0.07332,"close":0.07332,"volume":0.005}

Order Book — Raw (`order-book/{market}/raw/`)

Full order book snapshots with individual tick entries.

Field	Type	Description
blockNumber	number	Arbitrum block number
blockTimestamp	number	Unix timestamp
datetime	string	ISO 8601 datetime
long	object[]	Bid side entries (sorted by rate descending)
short	object[]	Ask side entries (sorted by rate ascending)

Each entry in long / short:

Field	Type	Description
rate	number	Implied APR at this tick
tick	number	On-chain tick index
size	number	Notional size at this tick

Order Book — Combined (`order-book/{market}/combined_{tickSize}/`)

Order book merged with AMM liquidity, aggregated by tick size. Available tick sizes: 0.0001, 0.001, 0.01, 0.1.

Field	Type	Description
timestamp	number	Unix timestamp
datetime	string	ISO 8601 datetime
blockNumber	number	Arbitrum block number
long	object[]	Bid side entries, grouped by tick size
short	object[]	Ask side entries, grouped by tick size

Each entry in long / short:

Field	Type	Description
rate	number	Implied APR (tick index x tick size)
size	number	Aggregated notional size at this level

All rates are expressed as implied APR (annualized percentage rate as a decimal, e.g. 0.07 = 7% )
All timestamps are Unix seconds (UTC)

Boros Historical Data

Market Data (market-data/)

Settlement Data (settlement/)

Funding Rate (funding-rate/)

Premium Index (premium-index/)

Futures Premium (futures-premium/)

Trades (market-trades/)

OHLCV Candles (ohlcv/)

Order Book — Raw (order-book/{market}/raw/)

Order Book — Combined (order-book/{market}/combined_{tickSize}/)