Market Data Overview - CryptoQuant API

API v2 Market Data serves raw market time-series — prices, volumes, and derivatives metrics — both per individual exchange and as CryptoQuant’s cross-exchange aggregate. It uses the same status/result envelope, Bearer authentication, and window/from/to time convention as the rest of the API.

Endpoint structure

Every market data endpoint follows one shape:

/v2/market/{origin}/{instrument}/{metric}

Segment	Values	Meaning
`origin`	`exchange`, `cq`	Per-exchange data, or CryptoQuant’s cross-exchange aggregate
`instrument`	`spot`, `swap`	Cash (spot) market, or perpetual/futures (swap)
`metric`	`ohlcv`, `trade`, `funding-rate`, `open-interest`, `liquidation`	The dataset

Not every combination exists — funding-rate, open-interest, and liquidation are derivatives-only (swap), so there is no spot variant.

Metric	`exchange/spot`	`exchange/swap`	`cq/spot`	`cq/swap`
OHLCV	✓	✓	✓	✓
Trade	✓	✓	✓	✓
Funding Rate	—	✓	—	✓
Open Interest	—	✓	—	✓
Liquidation	—	✓	—	✓

Origin: `exchange` vs `cq`

exchange — data for one named exchange. Requires an exchange parameter (e.g. binance) and per-quote symbols such as btc_usdt.
cq — CryptoQuant’s cross-exchange aggregate. Takes no exchange parameter, and is selected by aggregated symbols such as btc_all.

Symbols

The symbol parameter selects the trading pair. There are two symbol classes:

Class	Example	Where
Per-quote	`btc_usdt`	Exchange origin — a specific base/quote pair on one exchange
All-quote (aggregated)	`btc_all`	CQ origin — one base aggregated across all quotes/exchanges

For funding rate, open interest, and liquidation, the exchange endpoints are dual-class: a btc_usdt symbol returns the single pair, while btc_all returns that exchange’s all-quote aggregate across all its quote currencies. Because exchange and symbol are open-ended, use the discovery endpoints to enumerate valid values:

List Active Exchanges — /v2/market/info/exchanges
List Active Symbols — /v2/market/info/symbols

A typical first-time flow: call exchanges to pick an exchange, then symbols for the endpoint you want, then query the data endpoint with those values.

Discovery returns what has been active in the last 30 days. Delisted or illiquid symbols are hidden there, but can still be queried directly with from/to.

Linear vs inverse (`swap` only)

Swap endpoints accept an optional inverse flag:

inverse=false (default) — linear contracts (USDⓈ-margined).
inverse=true — inverse contracts (coin-margined).

inverse only applies to swap. Spot endpoints don’t take it — sending inverse to a spot endpoint is ignored (the request still succeeds).

Time parameters

Identical to the rest of the API — see Time Convention.

Parameter	Notes
`window`	`day` (default), `hour`, `10min`, `min`
`from`, `to`	`YYYYMMDDTHHMMSS` (UTC); `YYYYMMDD` also accepted when `window=day`
`limit`	Max rows returned (default 100, max 10000)
`format`	`json` (default) or `csv`

Market timestamps are returned as datetime in YYYY-MM-DD HH:MM:SS (UTC).

Response envelope

{
  "status": { "code": 200, "message": "success" },
  "result": {
    "window": "day",
    "data": [
      { "datetime": "2024-01-01 00:00:00", "symbol": "btc_usdt", "base": "btc", "quote": "usdt",
        "open": 42280.0, "high": 44200.0, "low": 42120.0, "close": 44180.0,
        "volume": 18342.5, "quote_volume": 794512000.0 }
    ]
  }
}

Each metric page below documents its own response fields, parameters, and an interactive playground.

​Endpoint structure

​Origin: exchange vs cq

​Symbols

​Linear vs inverse (swap only)

​Time parameters

​Response envelope

Endpoint structure

Origin: `exchange` vs `cq`

Symbols

Linear vs inverse (`swap` only)

Time parameters

Response envelope