API3 Futures market data

Five-minute candles with a range several times the usual one. 1 in the last 24 hours, 5 in 7 days.

• Oct 7, 00:10 Volatility spike 5m range 3.44% — 5.0× average, move −0.96%
• Oct 6, 05:25 Volatility spike 5m range 5.22% — 6.3× average, move +1.58%
• Oct 6, 03:00 Volatility spike 5m range 3.72% — 4.7× average, move +2.81%
• Oct 6, 00:05 Volatility spike 5m range 3.14% — 4.8× average, move +0.54%
• Oct 5, 16:30 Volatility spike 5m range 4.13% — 4.8× average, move +3.08%

Five-minute candles with volume well above the recent average while the price moves. 2 in the last 24 hours, 14 in 7 days.

• Oct 7, 01:20 Volume spike $972K in 5m — 3.7× average, price −1.50%
• Oct 7, 01:00 Volume spike $743K in 5m — 4.0× average, price +1.43%
• Oct 6, 18:25 Volume spike $1.11M in 5m — 5.8× average, price +1.01%
• Oct 6, 11:40 Volume spike $2.57M in 5m — 2.5× average, price −3.79%
• Oct 6, 08:50 Volume spike $2.9M in 5m — 2.4× average, price −2.05%
• Oct 6, 08:10 Volume spike $2.07M in 5m — 2.2× average, price +1.51%
• Oct 6, 07:35 Volume spike $1.6M in 5m — 3.2× average, price +2.03%
• Oct 6, 07:20 Volume spike $2.03M in 5m — 5.1× average, price +2.68%
• Oct 6, 06:50 Volume spike $890K in 5m — 2.9× average, price +1.50%
• Oct 6, 06:30 Volume spike $1.06M in 5m — 4.4× average, price +1.11%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 1 in the last 24 hours, 8 in 7 days.

• Oct 7, 02:02 Open interest down −5.62% Longs closing · OI $6.47M · price −4.04% in 15m
• Oct 6, 18:25 Open interest up +5.15% New longs entering · OI $6.54M · price +2.19% in 15m
• Oct 6, 11:43 Open interest down −5.01% Longs closing · OI $7.19M · price −5.83% in 15m
• Oct 6, 07:59 Open interest up +11.73% New longs entering · OI $8.12M · price +1.59% in 15m
• Oct 6, 07:29 Open interest up +5.56% New longs entering · OI $6.1M · price +3.12% in 15m
• Oct 6, 06:35 Open interest up +8.30% New longs entering · OI $5.31M · price +3.19% in 15m
• Oct 6, 06:05 Open interest up +5.83% New longs entering · OI $4.49M · price +2.87% in 15m
• Oct 5, 16:26 Open interest up +5.16% New longs entering · OI $3.16M · price +2.35% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 1 in the last 24 hours, 6 in 7 days.

• Oct 7, 13:39 Funding spike −0.0496% per 4h — shorts pay longs
• Oct 6, 08:55 Extreme negative funding −1.0929% per 4h — shorts pay longs
• Oct 6, 04:54 Extreme negative funding −0.0511% per 4h — shorts pay longs
• Oct 6, 00:53 Extreme negative funding −0.0502% per 4h — shorts pay longs
• Oct 5, 20:44 Funding spike −0.0380% per 4h — shorts pay longs
• Oct 5, 16:39 Funding flip to negative −0.0101% per 4h — shorts pay longs

Crowded positioning and fast shifts between longs and shorts. 0 in the last 24 hours, 1 in 7 days.

• Oct 6, 07:45 Positioning divergence 62.3% of accounts long · long/short ratio 1.65