How our datasets are made
Sources, observation windows and download columns, including what the data cannot establish.
Exchange fees
The fee index uses the same source-checked standard-tier maker and taker fee facts as the exchange fee page. Every venue retains its official source links and review date; unchecked figures stay empty.
This is a curated edition, not a live quote or an automatic monthly refresh. Fees can depend on product, account tier and jurisdiction; check the linked official schedule before trading.
Funding rates
The market collector reads Binance USDT-M premiumIndex and OKX public funding-rate APIs on a five-minute cycle. It targets the top 20 USDT symbols by Binance 24-hour quote volume, excluding stablecoin base assets; its fallback symbol list is BTC, ETH, SOL, XRP, DOGE and BNB.
A row can have one missing venue rate. The daily download is the latest current-period observation dated by UTC day, not a historical daily mean or settled funding payment. Downloads reject observations older than 30 minutes; the collector itself can retain its last funding snapshot for up to two hours.
The funding page's annualized estimate assumes an eight-hour interval (rate × 1,095). Actual contract intervals can differ; this estimate is not realized yield.
Observed liquidations
Binance's USDT-M force-order stream reports at most the latest liquidation order per symbol per second. The OKX collector polls filled swap liquidation orders for BTC, ETH, SOL, XRP and DOGE, converts contracts to USD using instrument contract values, and deduplicates observed orders.
The live page shows rolling one-hour, four-hour and 24-hour windows. Daily history sums one-hour snapshots captured once per UTC hour; the export includes the observation count and a partial-day flag. Historical output contains up to 30 daily records, and today's record is partial.
These figures are a lower bound for the tracked instruments, not a whole-market total. Missing collection time, sampled exchange streams and untracked venues remain outside the figures. The collector excludes historical entries marked as suspect after the OKX duplicate-order repair.
Freshness and reuse
Unavailable or stale downloads return an unavailable response instead of estimated rows. Empty fields mean missing or unchecked data, never an implied zero. Dataset JSON includes the same observations as the CSV and cite blocks identify the canonical page.
The fee index is licensed under CC BY 4.0. Credit NexuAlpha, link the canonical dataset and state its review date. Exchange source terms still apply to their underlying material.
Funding and liquidation datasets remain subject to the existing NexuAlpha market data terms, with rights reserved. Review those terms before republishing, and cite the canonical page and observation time.
Download columns
Exchange fee index
- edition
- Curated fee-index edition; not a live observation date.
- exchange
- Exchange display name.
- slug
- NexuAlpha venue identifier.
- venue_type
- Venue classification in the fee index.
- spot_maker_pct
- Standard-tier spot maker fee in percent (0.1 means 0.1%).
- spot_taker_pct
- Standard-tier spot taker fee in percent.
- spot_status
- Whether the spot fee is checked, not checked or not offered.
- spot_scope
- Product or schedule scope of the spot fee source.
- perp_maker_pct
- Standard-tier perpetual maker fee in percent.
- perp_taker_pct
- Standard-tier perpetual taker fee in percent.
- perp_status
- Whether the perpetual fee is checked, not checked or not offered.
- perp_scope
- Product or schedule scope of the perpetual fee source.
- reviewed_on
- Date the venue's cited fee evidence was reviewed.
- source_url
- Primary official fee source.
- other_source_urls
- Other official source URLs, separated by semicolons.
- license
- License of this dataset export.
- attribution
- Canonical NexuAlpha dataset URL for attribution.
Funding rates: daily snapshot
- day_utc
- UTC calendar date of the observation or historical summary.
- observed_at_utc
- UTC time of the latest funding observation.
- symbol
- Base asset symbol of the tracked USDT contract.
- binance_rate
- Binance current-period rate as a fraction (0.0001 means 0.01%); empty when missing.
- okx_rate
- OKX current-period rate as a fraction; empty when missing.
- binance_next_at_utc
- Next funding timestamp returned by Binance, when available.
- okx_next_at_utc
- Next funding timestamp returned by OKX, when available.
- observation_type
- latest_current_period_snapshot; this export is not a daily average or settled return.
Daily observed liquidations
- day_utc
- UTC calendar date of the observation or historical summary.
- long_usd
- Observed USD liquidations of long positions, summed from hourly snapshots.
- short_usd
- Observed USD liquidations of short positions, summed from hourly snapshots.
- total_usd
- Observed long plus short USD liquidation total.
- hours_observed
- Number of hourly observations included (1–24); not proof of uninterrupted coverage.
- partial
- True for an incomplete day or fewer than 24 hourly observations.
- coverage
- Coverage limitation of the observed liquidation sample.