futures

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

Arguments

Argument	Type	Required	Description
`exchanges`	`string[]`	Yes	One or more of `binance`, `binance-futures`, `bybit`, `okx`, `hyperliquid`
`columns`	`string[]`	Yes	Futures column names to return
`begin`	timestamp	Yes	Inclusive start as ISO 8601, Unix seconds, or Unix milliseconds
`end`	timestamp	Yes	Exclusive end as ISO 8601, Unix seconds, or Unix milliseconds
`resolution`	string or integer	No	Defaults to `1m`
`products`	`string[]`	Conditional	Canonical or venue-style products such as `BTCUSDT`
`coins`	`string[]`	Conditional	Coins such as `BTC`; Meridian expands these to canonical products
`include`	object	No	Coverage, provenance, and column-metadata flags

Provide products or coins. Meridian rejects unbounded product scans.

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": false,
    "provenance": false,
    "column_metadata": false
  }
}

The lean profile above is appropriate for normal Execute calls. Enable coverage when auditing nulls, column_metadata when types and units are needed, and provenance only for a narrow lineage inspection.

Request limit

Each call accepts up to 22,500 estimated metric values. The estimate is time buckets multiplied by products, exchanges, and requested metric columns. Over-limit calls return no rows and a structured warning so the caller can split the time window deterministically.

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.

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.

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.

Overview

Getting Started

Context Integration

Tool Reference

Data Catalog

Custom Bars

Operations

Arguments

Example arguments

Request limit

CVD and order flow

Funding and liquidations

Unsupported venue/product pairs

Futures column catalog

​Arguments

​Example arguments

​Request limit

​CVD and order flow

​Funding and liquidations

​Unsupported venue/product pairs

Futures column catalog

Arguments

Example arguments

Request limit

CVD and order flow

Funding and liquidations

Unsupported venue/product pairs