API3 Futures market data

Five-minute candles with a range several times the usual one. 4 in the last 24 hours, 4 in 7 days.

• Oct 6, 05:25 Volatility spike 5m range 5.22% — 6.3× average, move +1.58%
• Oct 6, 03:00 Volatility spike 5m range 3.72% — 4.7× average, move +2.81%
• Oct 6, 00:05 Volatility spike 5m range 3.14% — 4.8× average, move +0.54%
• Oct 5, 16:30 Volatility spike 5m range 4.13% — 4.8× average, move +3.08%

Five-minute candles with volume well above the recent average while the price moves. 10 in the last 24 hours, 10 in 7 days.

• Oct 6, 08:50 Volume spike $2.9M in 5m — 2.4× average, price −2.05%
• Oct 6, 08:10 Volume spike $2.07M in 5m — 2.2× average, price +1.51%
• Oct 6, 07:35 Volume spike $1.6M in 5m — 3.2× average, price +2.03%
• Oct 6, 07:20 Volume spike $2.03M in 5m — 5.1× average, price +2.68%
• Oct 6, 06:50 Volume spike $890K in 5m — 2.9× average, price +1.50%
• Oct 6, 06:30 Volume spike $1.06M in 5m — 4.4× average, price +1.11%
• Oct 6, 06:15 Volume spike $608K in 5m — 3.1× average, price +2.01%
• Oct 6, 06:00 Volume spike $711K in 5m — 5.3× average, price +2.93%
• Oct 6, 05:25 Volume spike $1.1M in 5m — 16.7× average, price +1.58%
• Oct 5, 16:30 Volume spike $968K in 5m — 18.7× average, price +3.08%

Sharp changes in open interest within 15 minutes and what they mean: new positions or closing. 5 in the last 24 hours, 5 in 7 days.

• Oct 6, 07:59 Open interest up +11.73% New longs entering · OI $8.12M · price +1.59% in 15m
• Oct 6, 07:29 Open interest up +5.56% New longs entering · OI $6.1M · price +3.12% in 15m
• Oct 6, 06:35 Open interest up +8.30% New longs entering · OI $5.31M · price +3.19% in 15m
• Oct 6, 06:05 Open interest up +5.83% New longs entering · OI $4.49M · price +2.87% in 15m
• Oct 5, 16:26 Open interest up +5.16% New longs entering · OI $3.16M · price +2.35% in 15m

Extreme funding, sign flips and spikes: which side pays and how crowded it is. 5 in the last 24 hours, 5 in 7 days.

• Oct 6, 08:55 Extreme negative funding −1.0929% per 4h — shorts pay longs
• Oct 6, 04:54 Extreme negative funding −0.0511% per 4h — shorts pay longs
• Oct 6, 00:53 Extreme negative funding −0.0502% per 4h — shorts pay longs
• Oct 5, 20:44 Funding spike −0.0380% per 4h — shorts pay longs
• Oct 5, 16:39 Funding flip to negative −0.0101% per 4h — shorts pay longs

Crowded positioning and fast shifts between longs and shorts. 1 in the last 24 hours, 1 in 7 days.

• Oct 6, 07:45 Positioning divergence 62.3% of accounts long · long/short ratio 1.65