Colossal gaps in Open Interest data

API Futures API
1

When I ask for the last x400 5m bars of the Open Interest Historical data while using URL call that clearly specifies bar’s length and the number of bars:

https://fapi.binance.com/futures/data/openInterestHist?symbol=BTCUSDT&period=5m&limit=400

. . . then I get back x400 rows, but only the most recent x400 bars. So far so good.

When I use this different URL, where I only supply start and end timestamp, which is still x400 bars long, than I only get back x30 - x60 rows. Practically over 90% of rows are missing and I get huge gaps in data.

https://fapi.binance.com/futures/data/openInterestHist?symbol=BTCUSDT&period=5m&startTime=1683083400000&endTime=1683203100000

I don’t get it why this second syntax returns less data, together with loads of nasty gaps. I need second syntax because I don’t want just the last x400 bars, but x400 bars before the last and so on all the way to the beginning of the dataset held on the server.

2

My appologies, I’ve just solved the problem myself.

One simply has to use parameter &limit=400 in the above URL and then there are no gaps and I’ve just download x8,400 rows, scot free. Here is correct URL:

https://fapi.binance.com/futures/data/openInterestHist?symbol=BTCUSDT&period=5m&startTime=1683083400000&endTime=1683203100000&limit=400

Please note that if you are trying the above URL startTime and endTime timestamps will run out of a range after 30 days from writing this post.

3

Ok great that you have resolved it. Also FYI, you can also manually download large sets of data through this page: data.binance.vision/

1 Like
4

Thanks for the link, but I’m mostly after the metrics data, like Open Interest, Funding Rate etc.