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DATA · MARK PRICE TIMING

Crypto Mark-Price Data: Event Time vs Retrieval Time

Mark price updates continuously; each reading has a time. Using a mark price from a different moment than the position check misstates liquidation risk.

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

Short answer

Binance's premiumIndex returns markPrice, indexPrice, lastFundingRate, nextFundingTime and a time field; the mark-price stream pushes updates with an event time. Mark price drives liquidation and unrealised P&L, so align it precisely with the moment you evaluate a position. Mark-price klines summarise mark price per interval with the same live-bar caveat as trade klines.

Which times the data carries

TimePresent?Meaning
time (premiumIndex)YesReading time
Stream event timeYesUpdate time
nextFundingTimeYesUpcoming settlement
Retrieval timeNoRecord it

Put Crypto Mark-Price Data next to price, flow and positioning in one workspace.

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What to record yourself

Field to storeWhy
time / event timeEvent key
received_atDelay
markPriceValue
indexPriceSame reading
source (REST/stream/kline)Convention
Mark Price: a stored recordMark Price: a stored record: time / event time — Event key; received_at — Delay; markPrice — Value; indexPrice — Same reading; source (REST/stream/kline) — Convention.time / event timeEvent keyreceived_atDelaymarkPriceValueindexPriceSame readingsource (REST/stream/kline)Convention
Every mark price row carries its own clock. Original ChartsPod editorial graphic.

Example

Mark Price: event vs retrieval (illustrative)Mark Price: event vs retrieval (illustrative): 12:00:00: Mark 60,100 (REST); 12:00:03: Mark 59,820 (stream); CHECK: Position evaluated with REST value; ERROR: Margin overstated.12:00:00Mark 60,100 (REST)12:00:03Mark 59,820 (stream)CHECKPosition evaluated with RESTvalueERRORMargin overstated
Two clocks, one record. Original ChartsPod editorial graphic.

Illustrative: a risk check used a mark price three seconds old during a fast move; the stream had already dropped 280. The liquidation buffer looked larger than it was.

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

Mark-price klines summarise mark price per interval with the same live-bar caveat as trade klines.

Review Crypto Mark-Price Data with bar replay before using it live.

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Questions readers ask

Why does mark price timing matter?

It drives liquidation and P&L.

What time does premiumIndex give?

A time field per reading.

Stream or REST?

Stream for timeliness; record times either way.

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.