---
title: Data Sources
description: All available market data feeds — OHLCV, funding, liquidations, options, ETF flows, and more.
---

Data sources are timeseries feeds you open with `source(...)` (or via the dedicated function for some sources). Every script needs at least one. Most scripts open `ohlcv`; specialized indicators reach for the others.

```javascript title="Opening data sources" lines wrap
timeseries ohlcvData = source("ohlcv", currentSymbol, currentExchange);
timeseries funding = source("funding_rate", currentSymbol, currentExchange);
```

## Data Access Methods

kScript v2 provides two ways to access market data.

### 1. Direct Functions (Recommended)

Use dedicated functions for each data source — cleaner and more readable, with better compile-time checking:

```javascript title="Direct function" lines wrap
timeseries trade = ohlcv(currentSymbol, currentExchange);
```

### 2. Universal `source()` Function

Use the general `source()` function with a data type parameter. More dynamic, but the string identifier isn't checked until runtime:

```javascript title="source() function" lines wrap
timeseries trade = source("ohlcv", currentSymbol, currentExchange);
```

Some sources expose dedicated functions that take additional parameters:

```javascript title="Dedicated function with custom params" lines wrap
// Treasury balance is keyed by asset, not symbol/exchange
timeseries treasuryBalance = binance_treasury_balance(asset="BTC");

// Equivalent via source()
timeseries treasuryBalance = source("binance_treasury_balance", asset="BTC");
```

## Available Data Sources

kScript provides access to a wide range of data sources covering price data, derivatives, options, lending markets, and institutional flows.

### Market data

| Source             | Description                                                                                                                             |
| ------------------ | --------------------------------------------------------------------------------------------------------------------------------------- |
| `ohlcv`            | Open, High, Low, Close, Volume bars. The default chart feed.                                                                            |
| `orderbook`        | Live bid/ask depth — feed the `_*` orderbook functions (`sumBids`, `sumAsks`, etc.).                                                    |
| `buy_sell_volume`  | Volume split by aggressor side.                                                                                                         |
| `liquidations`     | Forced-liquidation events.                                                                                                              |
| `funding_rate`     | Perpetual funding rates with predicted values.                                                                                          |
| `open_interest`    | Open interest series.                                                                                                                   |
| `long_short_ratio` | Long/short positioning ratios across all traders, top trader accounts, and top trader positions. Available for Binance, Bybit, and OKX. |
| `cme_oi`           | CME open interest. Only available for BTC and ETH.                                                                                      |

### Options & volatility

| Source                       | Description                                                                                                          |
| ---------------------------- | -------------------------------------------------------------------------------------------------------------------- |
| `options_volume`             | Puts and calls volume from Binance Options or Deribit. Limited to BTC and ETH.                                       |
| `options_open_interest`      | Puts and calls open interest from Binance Options or Deribit. Limited to BTC and ETH.                                |
| `deribit_implied_volatility` | Implied volatility on Deribit. Returns 1W / 1M / 3M tenors. BTC and ETH only.                                        |
| `deribit_volatility_index`   | Deribit DVOL volatility index (OHLC). BTC and ETH only.                                                              |
| `skew`                       | % difference in IV between call and put options on Deribit. Deltas 15 and 25; tenors 1W / 1M / 3M. BTC and ETH only. |

### ETF, treasury & DeFi

| Source                     | Description                                                                                |
| -------------------------- | ------------------------------------------------------------------------------------------ |
| `etf_flow`                 | ETF inflow/outflow data. Only available on 1D intervals.                                   |
| `etf_holding`              | Asset balance held by major BTC, ETH, and SOL ETFs.                                        |
| `etf_premium_rate`         | ETF premium/discount to NAV. BTC, ETH, and SOL ETFs.                                       |
| `binance_treasury_balance` | Value of assets held by Binance, updated monthly. Available for BTC, ETH, SOL, USDT, USDC. |
| `ethena_positions`         | Amount of collateral within the Ethena protocol.                                           |

## Data Source Categories

Data sources are organized into categories based on the type of market information they provide.

| Category                  | Description                                                      | Sources                                                                                                     |
| ------------------------- | ---------------------------------------------------------------- | ----------------------------------------------------------------------------------------------------------- |
| **Price & Volume**        | Core market data including price, volume, and orderbook dynamics | `ohlcv`, `buy_sell_volume`, `orderbook`                                                                     |
| **Derivatives & Futures** | Futures, perpetuals, and derivative market metrics               | `funding_rate`, `liquidations`, `open_interest`, `cme_oi`, `long_short_ratio`                               |
| **Options & Volatility**  | Options data, implied volatility, and skew metrics               | `options_volume`, `options_open_interest`, `deribit_implied_volatility`, `deribit_volatility_index`, `skew` |
| **Institutional & ETF**   | ETF flows, institutional holdings, and treasury data             | `etf_flow`, `etf_holding`, `etf_premium_rate`, `binance_treasury_balance`                                   |
| **Protocols & DeFi**      | Protocol-specific metrics and DeFi positions                     | `ethena_positions`                                                                                          |

## Calling source()

Most data sources are opened with `source(name, symbol, exchange)`:

```javascript title="Calling source()" lines wrap
timeseries ohlcvData = source("ohlcv", currentSymbol, currentExchange);
timeseries fundingData = source("funding_rate", currentSymbol, currentExchange);
timeseries liquidationData = source("liquidations", currentSymbol, currentExchange);
```

## Aligning multiple sources

When mixing feeds (e.g. liquidations on top of OHLCV), align timestamps with `matchTimestamp`:

```javascript title="Aligning multiple sources" lines wrap
timeseries ohlcvData = source("ohlcv", currentSymbol, currentExchange);
timeseries liquidationData = source("liquidations", currentSymbol, currentExchange);

timeseries alignedLiquidations = matchTimestamp(liquidationData, ohlcvData, "contains");
```

Match modes:

- `"exact"` — exact timestamp match
- `"closest"` — nearest timestamp
- `"contains"` — bar contains the source timestamp (default for sub-bar events like liquidations)

## Common Usage Patterns

Examples of how to use different data sources in your trading strategies.

### Basic Price Data

Access OHLCV data for price-based technical analysis.

```javascript title="Price Analysis" lines wrap
//@version=2

define("Price Analysis", "onchart", true);

// Method 1: Direct function (recommended)
timeseries trade = ohlcv(symbol=currentSymbol, exchange=currentExchange);

// Method 2: Using source() function
// timeseries trade = source("ohlcv", currentSymbol, currentExchange);

// Calculate simple moving average on close prices
var sma20 = sma(trade, 20, 4);

plotLine(value=sma20, width=2, colors=["blue"], label=["SMA 20"], desc=["20-period Simple Moving Average"]);
```

### Funding Rate Analysis

Monitor funding rates across perpetual futures markets.

```javascript title="Funding Rate Monitor" lines wrap
//@version=2

define("Funding Rate Monitor", "offchart", true);

// Method 1: Direct function (recommended)
timeseries funding = funding_rate(symbol=currentSymbol, exchange=currentExchange);

// Method 2: Using source() function
// timeseries funding = source("funding_rate", currentSymbol, currentExchange);

// Plot funding rate
var width = input("width", "number", 2);

plotLine(value=funding, width=width, colors=["blue", "green", "red"], label=["Funding Rate"], desc=["Funding Rate Data"]);
```

### Liquidation Monitoring

Track liquidation events and volumes for market sentiment.

```javascript title="Liquidation Tracker" lines wrap
//@version=2

define("Liquidation Tracker", "offchart", true);

// Method 1: Direct function (recommended)
timeseries liquidationData = liquidations(symbol=currentSymbol, exchange=currentExchange);

// Method 2: Using source() function
// timeseries liquidationData = source("liquidations", currentSymbol, currentExchange);

// Plot liquidations as bars
plotBar(value=liquidationData, width=1, colors=["green", "red"], label=["Liquidations"], desc=["Liquidation Data"]);
```

## Best Practices

<table data-view="cards" data-layout="stack"><tbody>
<tr><td>Choose Appropriate Sources</td><td>Select data sources that match your strategy timeframe and requirements. For example, `etf_flow` only updates on 1D intervals, so it's not suitable for intraday strategies.</td><td></td></tr>
<tr><td>Cache Data References</td><td>Store data source references to avoid repeated function calls.<pre><code class="language-javascript">timeseries trade = ohlcv(currentSymbol, currentExchange);
var fastMA = sma(trade.close, 10);
var slowMA = sma(trade.close, 20);</code></pre></td><td></td></tr>
<tr><td>Handle Data Availability</td><td>Not all data sources are available for every symbol/exchange combination. For example, funding rates only exist for perpetual futures contracts, options data is only available on exchanges that offer options trading, and `cme_oi` is restricted to BTC and ETH. When data is unavailable, the timeseries will contain `na` values.</td><td></td></tr>
</tbody></table>

<!-- ### Choose Appropriate Sources

Select data sources that match your strategy timeframe and requirements. For example, `etf_flow` only updates on 1D intervals, so it's not suitable for intraday strategies.

### Cache Data References

Store data source references to avoid repeated function calls.

```javascript lines wrap
timeseries trade = ohlcv(currentSymbol, currentExchange);
var fastMA = sma(trade.close, 10);
var slowMA = sma(trade.close, 20);
```

### Handle Data Availability

Not all data sources are available for every symbol/exchange combination. For example, funding rates only exist for perpetual futures contracts, options data is only available on exchanges that offer options trading, and `cme_oi` is restricted to BTC and ETH. When data is unavailable, the timeseries will contain `na` values. -->