Real-time perpetual futures data
Live quotes, mark prices and trades for 265 perpetual contracts on stocks, ETFs, commodities, indices, currencies, pre-IPO companies and crypto. Each contract is one composite price from multiple independent sources, 24 hours a day, 7 days a week.
Live board
Composite bid, ask and mark, with the number of sources behind each price. The same values the API returns, because this table reads the API.
| Contract | Underlying | Bid | Ask | Mark | Sources |
|---|---|---|---|---|---|
| TSMUSDTTaiwan Semiconductor | Stock | 428.78 | 428.85 | 428.80 | 6 |
| SPYUSDTLarge-cap US equity ETF | ETF | 762.63 | 762.66 | 762.65 | 5 |
| XAUUSDTGold | Commodity | 4,367.69 | 4,367.75 | 4,367.39 | 6 |
| US500USDTUS 500 Index | Index | 7,628.5 | 7,628.6 | 7,628.6 | 3 |
| EURUSDUSDTEuro / US Dollar | FX | 1.14829 | 1.14866 | 1.14837 | 3 |
| OPENAIUSDTOpenAI | Pre-IPO | 1,495.26 | 1,505.55 | 1,495.81 | 3 |
| BTCUSDTBitcoin | Crypto | 76,824.7 | 76,824.8 | 76,830.4 | 6 |
Live composite prices from the production feed, as of 17:31 UTC. The page refreshes them every few minutes; the API and the stream are continuous.
Coverage
A perpetual is an instrument type, not an asset class: the underlying can be a stock, a barrel of oil or a company that has not listed yet. One feed, one symbol form, one payload shape.
164contracts
US large caps, plus Korea, Hong Kong and China
44contracts
The major coins, the deepest perpetual markets
38contracts
Broad market, sector, country and leveraged funds
8contracts
Precious metals, copper, crude oil and gas
6contracts
US, Japan and Korea equities, crypto market
3contracts
Major pairs that stay open all weekend
2contracts
Private companies with no listed share
Why perpetuals
A stock feed tells you what the exchange printed. A perpetuals feed tells you what the market thinks right now, including the hours the exchange is not there to say.
| Topic | Regular market feed | TickerLayerPerpetuals feed |
|---|---|---|
| Trading hours | Exchange session only | 24 hours a day, 7 days a week |
| Weekend and holiday price | None, the last close stands | Live, the market keeps trading |
| Price behind each symbol | One market | Composite across independent sources |
| Mark price | Not applicable | Own stream and REST route |
| Underlying classes in one feed | One | Seven, from stocks to pre-IPO |
| Symbol form | US:KO, XAUUSD, BTCUSD | KOUSDT, XAUUSDT, BTCUSDT |
Methodology
Every market runs its own contract with its own basis, so merging books into one best bid and offer would publish a book nobody quoted. The composite is a median instead. Four steps, the same for every contract.
Collect
Top of book and mark from every source that lists the contract.
Verify
Crossed, stale or out-of-band rows are left aside.
Compose
Median of the live bids, median of the live asks.
A median cannot cross, and one source cannot move it.
Publish
One price, how much market stands behind it, a time that never steps back.
Sources are a mix of centralized and decentralized perpetual markets, normalized into one source-neutral price per contract. Teams that run their own aggregation can ask for source-level streams.
API
Quote, mark, trade, snapshot and bars over REST, three channels over WebSocket. Field for field, the exact responses the API returns.
Best bid and ask for one contract, each the median of the live sources, with the number of sources behind the price.
{
"symbol": "XAUUSDT",
"bid": 4316.31,
"ask": 4316.36,
"bid_size": 118.049,
"ask_size": 51.115,
"source_count": 6,
"timestamp": 1789640504033
}Use cases
Weekend and overnight prices
Show a live number on a stock, gold or oil screen while the exchange is dark, instead of a Friday close that is two days old by Sunday evening.
Trading appsReference prices for protocols
A median across independent sources, a separate mark price and a source count on every message are the inputs an on-chain price needs.
OraclesFront ends for perpetual venues
One symbol set and one payload shape across 265 contracts, so a new market is a row in a list rather than a new integration.
PlatformsRisk, liquidation and gap research
Mark prices for position valuation, and weekend moves you can line up against the Monday open to see how much of the gap was already priced.
ResearchLive pages
Delayed price, chart and ranges for popular contracts, with the exact API calls that return them live.
Plans
Two self-service plans with hosted checkout, billed monthly or yearly. Yearly billing takes 20% off. Individual is REST; streaming and commercial use are on Business.
$179/ month
or $1,718 a year, 20% off
Research, personal dashboards and side projects.
$799/ month
or $7,670 a year, 20% off
Products, platforms and anything customer-facing.
Enterprise
Every quote and mark per source, with its native symbol and currency, next to the composite. Built for oracle networks and quantitative desks, arranged directly with our team.
FAQ
A perpetual futures data API delivers live prices for perpetual contracts, which are futures with no expiry date that trade around the clock. The TickerLayer Perpetuals feed returns the best bid and ask, the mark price and the last trades for each contract over REST and WebSocket, as one composite price built from multiple independent market sources.
The feed covers 265 perpetual contracts across seven underlying classes: 164 stocks, 38 ETFs, 8 commodities, 6 indices, 3 currency pairs, 2 pre-IPO companies and 44 crypto assets. Symbols keep their familiar contract form, for example XAUUSDT for gold, TSMUSDT for Taiwan Semiconductor and BTCUSDT for Bitcoin. The full list is on the symbols page and at GET /perpetuals/symbols.
Yes. Perpetual contracts trade 24 hours a day, 7 days a week, so the feed keeps quoting through the night, the weekend and public holidays. A stock exchange is open for its regular session about 32.5 of the 168 hours in a week. For the other 135 hours, a perpetual on that stock is often the only live price there is.
Each contract is priced from several independent market sources at once. The composite bid is the median of the live source bids and the composite ask is the median of the live source asks, so one source misbehaving cannot move the price and the book can never be crossed. Every message carries a source_count, the number of sources behind that price.
The mark price is the reference price a perpetual market uses to value open positions and trigger liquidations. It is smoother than the last trade and harder to push around. Risk engines, liquidation monitors and oracle networks usually want the mark rather than the top of book, so it has its own channel, perpetuals.marks, and its own REST route.
Yes. GET /perpetuals/agg returns OHLCV bars at 1, 5 and 15 minutes, 1 and 4 hours, and 1 day, on the same aggregates contract as every other feed, and the snapshot carries the previous UTC daily close with the change against it. Weekends are in the series, because the contract traded through them. History starts when a contract was first listed, which for many perpetuals is recent, and bars are built from traded prices on the contract's primary market source.
No. A perpetual is a derivative that tracks its underlying, not the underlying itself: it carries no ownership, voting or dividend rights, and its price can sit above or below the share, most of all at night and on weekends when the stock exchange is closed and the contract is the only market trading. TickerLayer publishes the data only. It does not list, offer or trade any contract, and it is not affiliated with the companies, funds or indices the contracts reference.
Streaming is part of the Business plan. It opens three channels: perpetuals.quotes for the top of book, perpetuals.marks for mark prices and perpetuals.trades for executions, with up to 10 connections and no symbol cap. The Individual plan is REST only, with 250,000 calls a month, which suits research, dashboards that poll, and end-of-day jobs.
The standard feed is source neutral: one normalized price per contract. Source-level streams, where every quote and mark arrives per source with its native symbol and currency, are available to enterprise users such as oracle networks and quantitative desks that run their own aggregation. Talk to our team to set it up.
Common uses are weekend and overnight price displays for stock and commodity apps, reference prices for on-chain protocols and oracle networks, front ends and analytics for perpetual trading venues, liquidation and risk monitoring that needs mark prices, and research into how weekend perpetual moves line up with the Monday open.
Start with the free tier, explore the docs, and connect via REST or WebSocket in minutes.