Historical Data

Historical market data exports for Pendle Boros on Arbitrum.

All data is stored as NDJSON (newline-delimited JSON) compressed with ZIP. Each file covers one calendar month per market.

Browse data: https://historical-data.boros.finance

Directory Structure

market-data/{market}/                     Hourly market snapshots
settlement/{market}/                      On-chain settlement rate updates
underlying-apr/                           Historical underlying funding rates
market-trades/{market}/                   Individual trades
ohlcv/{timeframe}/{market}/               OHLCV candles (5m, 1h, 1d)
order-book/{market}/raw/                  Raw order book snapshots
order-book/{market}/combined_{tickSize}/  Order book aggregated by tick size

Market naming: {ID}-{EXCHANGE}-{PAIR}-{EXPIRY} (e.g. 2-BINANCE-BTCUSDT-26SEP2025)

File naming: YYYY-MM.ndjson.zip (e.g. 2025-08.ndjson.zip)

How to Decompress

Files are compressed with ZIP. Decompress with any standard unzip tool:

# Decompress a single file
unzip 2025-08.ndjson.zip

# Decompress all files in place
find . -name '*.ndjson.zip' -exec sh -c 'unzip -o -q "$1" -d "$(dirname "$1")"' _ {} \;

How to Read the Data

Each .ndjson file contains one JSON object per line. You can parse it with standard tools:

# Preview first 3 lines (pretty-printed)
unzip -p 2025-08.ndjson.zip | head -3 | jq .

# Count records
unzip -p 2025-08.ndjson.zip | wc -l

# Filter by timestamp range
unzip -p 2025-08.ndjson.zip | jq -c 'select(.timestamp >= 1754006400 and .timestamp < 1754092800)'

Python

import json
import zipfile

# Read compressed file directly
with zipfile.ZipFile('2025-08.ndjson.zip') as zf:
    with zf.open(zf.namelist()[0]) as f:
        records = [json.loads(line) for line in f]

JavaScript / TypeScript

import { execSync } from 'child_process';

const output = execSync('unzip -p 2025-08.ndjson.zip', { encoding: 'utf-8' });
const records = output.trim().split('\n').map(line => JSON.parse(line));

Data Schemas

Market Data (market-data/)

Hourly snapshots of market state.

Field	Type	Description
timestamp	number	Unix timestamp
datetime	string	ISO 8601 datetime
blockNumber	number	Arbitrum block number
midApr	number	Mid APR (average of best bid and best ask)
bestBid	number | null	Best bid rate (highest long order)
bestAsk	number | null	Best ask rate (lowest short order)
ammImpliedApr	number | null	AMM implied APR
markApr	number	Mark APR (on-chain mark rate)
notionalOI	number | null	Notional open interest
lastTradedApr	number | null	Rate of the most recent trade
latestSettlementApr	number | null	Latest on-chain settlement APR (0 from market creation until first settlement)

{"timestamp":1754006400,"datetime":"2025-08-01T00:00:00.000Z","blockNumber":363657956,"midApr":0.07625,"bestBid":0.07605,"bestAsk":0.07637,"ammImpliedApr":0.07625,"markApr":0.07615,"notionalOI":51,"lastTradedApr":0.07615,"latestSettlementApr":0.07}

Settlement Data (settlement/)

On-chain settlement rate updates (FIndexUpdated events). Settlement APR is 0% from market creation until the first settlement event.

Field	Type	Description
timestamp	number	Unix timestamp of the block
datetime	string	ISO 8601 datetime
blockNumber	number	Arbitrum block number
settlementApr	number	Annualized settlement rate (0 until first settlement)
txHash	string	Transaction hash

{"timestamp":1767211230,"datetime":"2025-12-31T20:00:30.000Z","blockNumber":416536437,"settlementApr":0.0990756,"txHash":"0x193c...2370"}

Underlying Funding Rate (underlying-apr/)

Historical underlying funding rates sourced from exchanges. One file per exchange-asset pair (e.g. Binance-BTC.ndjson.zip).

Field	Type	Description
timestamp	number	Unix timestamp (funding rate start time)
datetime	string	ISO 8601 datetime
annualizedFundingRate	number	Annualized funding rate

{"timestamp":1754006400,"datetime":"2025-08-01T00:00:00.000Z","annualizedFundingRate":0.05234}

note

This data is carefully monitored to match the funding rates reported by each exchange. In rare cases, exchange API instability may cause minor discrepancies.

Trades (market-trades/)

Individual trade events.

Field	Type	Description
eventIndex	number	On-chain event index
blockTimestamp	number	Unix timestamp of the block
datetime	string	ISO 8601 datetime
rate	number	Trade rate (implied APR)
side	string	Taker side: "long" or "short"
size	number	Absolute trade size
txHash	string	Transaction hash

{"eventIndex":363716829000015,"blockTimestamp":1754021093,"datetime":"2025-08-01T04:04:53.000Z","rate":0.07332,"side":"short","size":0.005,"txHash":"0x2578..."}

OHLCV Candles (ohlcv/)

Available in three timeframes: 5m, 1h, 1d.

Field	Type	Description
periodStartTimestamp	number	Unix timestamp of candle start
datetime	string	ISO 8601 datetime
open	number	Opening rate (implied APR)
high	number	Highest rate in the period
low	number	Lowest rate in the period
close	number	Closing rate
volume	number	Total absolute trade size

{"periodStartTimestamp":1754020800,"datetime":"2025-08-01T04:00:00.000Z","open":0.07332,"high":0.07332,"low":0.07332,"close":0.07332,"volume":0.005}

Order Book — Raw (order-book/{market}/raw/)

Full order book snapshots with individual tick entries.

Field	Type	Description
blockNumber	number	Arbitrum block number
blockTimestamp	number	Unix timestamp
datetime	string	ISO 8601 datetime
long	object[]	Bid side entries (sorted by rate descending)
short	object[]	Ask side entries (sorted by rate ascending)

Each entry in long / short:

Field	Type	Description
rate	number	Implied APR at this tick
tick	number	On-chain tick index
size	number	Notional size at this tick

Order Book — Combined (order-book/{market}/combined_{tickSize}/)

Order book merged with AMM liquidity, aggregated by tick size. Available tick sizes: 0.00001, 0.0001, 0.001, 0.01, 0.1.

Field	Type	Description
timestamp	number	Unix timestamp
datetime	string	ISO 8601 datetime
blockNumber	number	Arbitrum block number
long	object[]	Bid side entries, grouped by tick size
short	object[]	Ask side entries, grouped by tick size

Each entry in long / short:

Field	Type	Description
rate	number	Implied APR (tick index x tick size)
size	number	Aggregated notional size at this level

Notes

• All rates are expressed as implied APR (annualized percentage rate as a decimal, e.g. 0.07 = 7%)
• All timestamps are Unix seconds (UTC)
• Data is exported monthly and only includes fully completed periods (e.g. an incomplete 1h candle at the time of export is excluded)
• Data is updated every 2–3 days