List of flags per exchange
Flags are additionnal information contained in Trade datasets that the exchange provide to qualify the data.
It’s where you can find information such as Index price, IV, Liquidations and
other data that can improve market knowledge.
| Flag | Description |
|---|
l | Liquidation (forced order) |
e | Trade execution |
i | Index Price |
https://binance-docs.github.io/apidocs/futures/en/#mark-price-stream-for-all-market
| Flag | Column | Description |
|---|
e | px | Trade execution Price |
e | qty | Trade execution Volume |
p | px | Mark Price |
p | qty | Estimated Settle Price |
i | px | Index Price |
i | qty | Funding Rate |
Additional info:
- Trade
qty can be negative, meaning it is a Sell order.
- Funding Rate can be negative, meaning short pay long.
| Flag | Column | Description |
|---|
e | px | Trade execution Price |
e | qty | Trade execution Volume |
p | px | Mark Price |
p | qty | Estimated Settle Price |
i | px | Index Price |
i | qty | Funding Rate |
Additional info:
- Trade
qty can be negative, meaning it is a Sell order.
- Funding Rate can be negative, meaning short pay long.
| Flag | Description |
|---|
m | Mark Price |
o | Open Interest |
i | Index Price |
r | Funding rate |
t | Trade execution |
| Flag | Description |
|---|
m | Mark Price |
o | Open Interest |
i | Index Price |
r | Funding rate |
^@ | Null ? |
| Flag | Description |
|---|
i | Index Price |
| Flag | Description |
|---|
e | Trade execution |
| Flag | Description |
|---|
e | Trade execution |
| Flag | Description |
|---|
u | Update ? |
d | Delete ? |
| Flag | Description |
|---|
M | Mark Price |
I | Index Price |
e | |
F | Funding Rate |
V | Volatility Index |
| Flag | Description |
|---|
i | Index Price |
m | Mark Price |
f | Funding rate |
s | Settlement |
e | Trade execution |
| Flag | Description |
|---|
m | Mark Price |
o | Open Interest |
i | Index Price |