get https://api.amberdata.com/markets/derivatives/analytics/futures-perpetuals/apr-basis
This endpoint returns the quoted futures basis, for the various exchanges, interpolated to represent a constant DTE (days to expiration). The data is returned with 15min granularity.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| payload.metadata.api-version | string | Version of the API. |
| payload.data[index].timestamp | timestamp | This represents the datapoint timestamp. |
| payload.data[index].symbol | string | This is the normalized asset symbol, including the selected exchange. |
| payload.data[index].basisUSD | number | This is the total US dollar differential between the spot price and the constant maturity future's price. |
| payload.data[index].apr | number | This is the annualized yield calculated from the spot price and future's price differential. |