BSP Futures market data

Five-minute candles with a range several times the usual one. 0 in the last 24 hours, 1 in 7 days.

• Oct 1, 13:55 Volatility spike 5m range 3.66% — 9.8× average, move −1.52%

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

• Oct 7, 19:55 Volume spike $728K in 5m — 3.1× average, price +1.36%
• Oct 7, 19:40 Volume spike $744K in 5m — 4.3× average, price +2.58%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 4 in the last 24 hours, 4 in 7 days.

• Oct 7, 21:20 Open interest down −5.01% Longs closing · OI $1.48M · price −0.81% in 15m
• Oct 7, 19:58 Open interest up +11.07% New longs entering · OI $1.59M · price +0.54% in 15m
• Oct 7, 19:28 Open interest up +7.30% New longs entering · OI $1.07M · price +0.55% in 15m
• Oct 7, 18:58 Open interest up +5.89% New longs entering · OI $1M · price +2.80% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 3 in the last 24 hours, 10 in 7 days.

• Oct 7, 20:19 Price / funding divergence −0.0106% per 8h — shorts pay longs
• Oct 7, 09:20 Funding spike +0.0503% per 8h — longs pay shorts
• Oct 7, 01:07 Extreme positive funding +0.1812% per 8h — longs pay shorts
• Oct 6, 21:06 Funding flip to positive +0.0100% per 8h — longs pay shorts
• Oct 6, 13:01 Extreme negative funding −0.2972% per 8h — shorts pay longs
• Oct 6, 09:01 Funding spike −0.0510% per 8h — shorts pay longs
• Oct 3, 02:28 Funding spike −0.0515% per 8h — shorts pay longs
• Oct 2, 22:28 Funding spike −0.0784% per 8h — shorts pay longs
• Oct 2, 12:30 Funding flip to negative −0.0110% per 8h — shorts pay longs
• Oct 2, 01:46 Funding spike −0.0505% per 8h — shorts pay longs