getPremiumIndexPriceKline
Retrieve historical premium index klines showing the basis between mark price and index price for funding rate analysis of USDT and USDC perpetual contracts.
Instructions
Query historical premium index price klines, representing the basis between mark price and index price used in funding rate calculations for USDT and USDC perpetual contracts.
Use this endpoint when you need to:
Analyze historical funding rate basis for perpetual contracts
Research the relationship between mark price and index price over time
Build charts of the premium index (values are typically small positive or negative decimals)
Supported Products: USDT perpetual, USDC perpetual
Each kline entry is a 5-element array: [startTime, open, high, low, close].
Data is returned in reverse chronological order (most recent first).
Do not use this endpoint for trading/mark/index price candles — use the respective kline endpoints.
Notes:
Data is returned in reverse chronological order (most recent first)
No authentication required
Agent hint: Use this endpoint to retrieve historical premium index candles used in funding rate calculation. The premium index represents the spread between mark price and index price. For trading price candles use getMarketKline; for mark price use getMarkPriceKline; for index price use getIndexPriceKline.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| category | No | linear | |
| symbol | Yes | ||
| interval | Yes | ||
| start | No | ||
| end | No | ||
| limit | No |