~ / data / xyz / PURRDAT

xyz:PURRDATother / unreviewed · growth mode off · 10× max

12.2995last mid · 2026-09-30 18:12 UTC

—next session —

Over 106 days of 20-level order-book snapshots, xyz:PURRDAT quoted a median spread of 10.38 bps in US regular hours with $139k resting within 25 bps of mid. A $25k market order paid about 14.70 bps in regular hours and 57.92 bps on weekends, when depth within 25 bps fell to $3k. Taker fee is 9.00 bps; funding averaged -8.15% annualised over the last 30 days.

spread · rth

10.38 bps

median · p90 21.37 bps

depth ±25bps · rth

$139k

median, both sides

$25k slip · rth

14.70 bps

fills 92%

$25k slip · wknd

57.92 bps

fills 32%

taker fee

9.00 bps

fee scale 1.0 · growth mode off

funding apr · 30d

-8.15%

longs pay when positive · 7d +14.29%

vol 24h · 30d avg

$5.3M

notional

open interest

$16.5M

both sides · 2026-10-01

by sessionNew York time · medians over 106 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	4,830	10.38	21.37	$1k	$10k	$139k	$298k	9.85	14.70	20.28	62%	1%
US extended 4–9:30, 16–20	7,054	11.88	28.67	$339	$1k	$11k	$41k	22.98	39.63	56.29	5%	0%
Overnight 20–4	4,856	11.36	27.45	$270	$682	$4k	$16k	31.03	52.25	121.99	0%	0%
Weekend / holiday	9,144	12.77	29.23	$301	$557	$3k	$16k	31.65	57.92	121.75	0%	0%

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

median bps over mid vs order size · a line ends where the size stops filling in the median snapshot

hour of week

New York time · median per cell over 106 days · brighter = better · the breathing cell is now

weekly · spread

median bps, all sessions

weekly · depth ±25 bps

median USD both sides, all sessions

cost calculator

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

history1 market change to xyz:PURRDAT observed in the changelog · newest first

2026-08-20 17:46OI cap$25.0M ↑ $50.0MoiCap observed changing from $25M to $50M

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

25,884 snapshots · 2026-06-16 18:29 → 2026-09-30 18:12 UTC (106.0 days) · size decimals 0 · raw: /api/xyz/PURRDAT.json · method and caveats: methodology