mkts:USTECHindex · growth mode on · 25× max
Over 99 days of 20-level order-book snapshots, mkts:USTECH quoted a median spread of 1.39 bps in US regular hours with $1.0M resting within 25 bps of mid. A $25k market order paid about 2.69 bps in regular hours and 5.24 bps on weekends, when depth within 25 bps fell to $113k. Taker fee is 0.90 bps with growth mode on; funding averaged +0.67% annualised over the last 30 days.
order book replay48 snapshots · 2026-10-08 10:35 → 16:40 UTC · USTECH.json
depth = USD resting within ±25 bps of mid · slip = $25k market order through the book, avg fill vs mid, buy/sell mean · med = this market's median in the snapshot's session
order book replay: no recent order book snapshots
by sessionNew York time · medians over 99 days
| session | snaps | spread | p90 | top | depth ±10 | depth ±25 | depth ±50 | $5k | $25k | $100k | $100k fills | $250k fills |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| US regular 9:30–16:00 | 4,493 | 1.39 | 3.23 | $1.0M | 2.69 | 2.51 | 63% | 54% | ||||
| US extended 4–9:30, 16–20 | 6,539 | 1.25 | 2.99 | $374k | 2.68 | 3.01 | 53% | 44% | ||||
| Overnight 20–4 | 4,533 | 1.47 | 3.07 | $624k | 2.57 | 2.74 | 56% | 50% | ||||
| Weekend / holiday | 8,210 | 0.96 | 3.33 | $113k | 5.24 | 10.50 | 33% | 20% |
bps unless stated RTH 9:30–16:00 extended 4:00–9:30 and 16:00–20:00 overnight 20:00–4:00 on weekdays weekend runs Friday 20:00 to Monday 4:00 and includes NYSE holidays slip = mean of the buy and sell side of a market order walking the visible 20 levels fills = share of snapshots the size fits inside those levels "—" = not fillable in the median snapshot
slippage curve
hour of week
weekly · spread
weekly · depth ±25 bps
per round trip = 2 × median slippage + 2 × taker fee funding uses the 30-day mean hourly rate, annualised, charged for a position held all day slippage between tested sizes is interpolated on a log scale ignores maker rebates, impact that persists after your fill, and fee tiers
history7 market changes to mkts:USTECH observed in the changelog · newest first
- 2026-08-06 02:52OI cap$20.0M ↑ $30.0MoiCap observed changing from $20M to $30M
- 2026-07-01 15:05listedannounced → tradingtrading enabled, announced 2026-06-22 · OI cap $20M · 25× max · growth mode on · marginTableId 25 · szDecimals 3 · fundingInterestRate 0.0000456621
- 2026-07-01 15:05OI cap$1 ↑ $20.0MoiCap observed changing from $1 to $20M
- 2026-06-25 11:05OI cap$20.0M ↓ $1oiCap observed changing from $20M to $1
- 2026-06-25 02:05growth modedisabled → enabledgrowthMode observed changing from disabled to enabled
- 2026-06-25 02:05OI cap— → $20.0MoiCap observed changing from unknown to $20M
- 2026-06-22 11:05announced— → announcedmarket announced, trading not enabled
Plus 1 funding-parameter change on 1 day, not listed here: show them in the changelog.
observed = first collector snapshot showing the new value, UTC; the change happened between the previous snapshot and that one announced = the market appeared with trading disabled; listed = trading enabled; trading halt = off and back within 48 h, before → after = mark either side full changelog atom feed
23,775 snapshots · 2026-07-01 15:06 → 2026-10-08 16:15 UTC (99.0 days) · size decimals 3 · raw: /api/mkts/USTECH.json · method and caveats: methodology