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DATA · INDEX PRICE TIMING

Crypto Index-Price Data: Event Time vs Retrieval Time

Index price is a weighted average of spot prices from several venues. Each constituent's price, and the index itself, has its own time.

By ChartsPod Editorial Team · Reviewed by ChartsPod Research
Published · Updated · 5 min read

Short answer

Binance publishes index constituents (exchange, symbol, price, weight) with a time, and indexPrice alongside mark price in premiumIndex with its time. Some constituent prices are hidden as -1. When reconstructing or auditing the index, align constituent prices to the index time; prices fetched later from the venues themselves will differ. Store the index time and your retrieval time.

Which times the data carries

TimePresent?Meaning
Index timeYesCalculation time
Constituents timeYesSnapshot
Hidden constituents-1Sentinel
Retrieval timeNoRecord it

Compare Crypto Index-Price Data across Binance, Bybit, OKX and Hyperliquid markets.

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What to record yourself

Field to storeWhy
index timeEvent key
constituent pricesAs of index time
weightsCalculation
received_atDelay
sentinelsExclude -1
Index Price: a stored recordIndex Price: a stored record: index time — Event key; constituent prices — As of index time; weights — Calculation; received_at — Delay; sentinels — Exclude -1.index timeEvent keyconstituent pricesAs of index timeweightsCalculationreceived_atDelaysentinelsExclude -1
Every index price row carries its own clock. Original ChartsPod editorial graphic.

Example

Index Price: event vs retrieval (illustrative)Index Price: event vs retrieval (illustrative): 12:00:00.000: Index computed; 12:00:00.400: You fetch venue A price; DIFF: Venue moved; AUDIT: Use constituent snapshot.12:00:00.000Index computed12:00:00.400You fetch venue A priceDIFFVenue movedAUDITUse constituent snapshot
Two clocks, one record. Original ChartsPod editorial graphic.

Illustrative: an audit using live venue prices fetched seconds later found a 0.1% 'error' in the index; with the constituent snapshot's own prices, it matched.

Related: Crypto Index-Price Data: Null vs Zero - Handle Missing Fields Correctly, Crypto Mark-Price Data: Event Time vs Retrieval Time.

Store the index time and your retrieval time.

Check Crypto Index-Price Data against a live market before relying on it.

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Questions readers ask

How do I audit an index price?

With constituent prices at the index time.

What does -1 mean?

A hidden constituent price.

Why does timing matter?

Venue prices move between reads.

Sources and methodology

Field definitions come from DEX Screener's API reference and CoinGecko's onchain API documentation, read 17 October 2026. Where a schema doesn't document a timestamp, this guide says so and recommends recording retrieval time yourself.

  1. Binance: USD-M Futures market data API — trades, depth, funding and open interest.

This article explains research tools and workflows. It is not financial advice, does not recommend buying or selling any asset and does not predict prices. Crypto derivatives carry a risk of rapid and total loss of margin.

CHARTSPOD EDITORIAL EDITION · RESEARCH AND EDUCATION ONLY · NOT FINANCIAL ADVICE.