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futures returns stored futures facts under Meridian’s unified 30-column contract.

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Arguments

ArgumentTypeRequiredDescription
exchangesstring[]YesOne or more of binance, binance-futures, bybit, okx, hyperliquid
columnsstring[]YesFutures column names to return
begintimestampYesInclusive start as ISO 8601, Unix seconds, or Unix milliseconds
endtimestampYesExclusive end as ISO 8601, Unix seconds, or Unix milliseconds
resolutionstring or integerNoDefaults to 1m
productsstring[]ConditionalCanonical or venue-style products such as BTCUSDT
coinsstring[]ConditionalCoins such as BTC; Meridian expands these to canonical products
includeobjectNoCoverage, provenance, and column-metadata flags
Provide products or coins. Meridian rejects unbounded product scans.

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Example arguments

{
  "exchanges": ["binance", "bybit", "okx", "hyperliquid"],
  "products": ["BTCUSDT"],
  "columns": [
    "open_price",
    "high_price",
    "low_price",
    "close_price",
    "buy_dollar_volume",
    "sell_dollar_volume",
    "dollar_open_interest_close",
    "funding_rate",
    "liquidations_dollar_volume"
  ],
  "begin": "2026-07-13T00:00:00Z",
  "end": "2026-07-13T06:00:00Z",
  "resolution": "1h",
  "include": {
    "coverage": true,
    "provenance": true,
    "column_metadata": true
  }
}

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CVD and order flow

For dollar CVD, request buy_dollar_volume and sell_dollar_volume, calculate their difference for each bucket, and cumulatively sum that difference in timestamp order. Do not calculate CVD from buy_trades and sell_trades; those fields are counts, not volume.

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Funding and liquidations

  • Positive funding means longs pay shorts; negative funding means shorts pay longs.
  • Liquidation fields are normalized buy-side and sell-side liquidation prints.
  • Do not rename them long and short liquidations unless the returned provenance explicitly supports that mapping.

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Unsupported venue/product pairs

A product may be supported on one venue and absent on another. Treat this as venue availability, not a missing row. Read coverage and warnings before asserting cross-venue completeness.

Futures column catalog

See all 30 columns, families, and units.