RED-BASIS-2026-v1: A public benchmark of intraday spot-perpetual basis and funding for BTC/ETH/SOL over a continuous 57.4-day OKX window

RED-BASIS-2026-v1 is a public benchmark dataset of intraday spot-perpetual basis 
and funding-rate observations for BTC, ETH, and SOL across a continuous 57.4-day 
window on OKX (2026-05-08 to 2026-07-05). The primary basis file contains 244,719 
paired spot-perpetual snapshots (spot price, perpetual price, basis in basis 
points). Two companion files record funding cross-section data and perpetual term 
structure over the same window.

Headline descriptive finding: the intraday basis is tight and mean-reverting for 
all three symbols, with the basis and the funding rate exhibiting an honestly null 
short-horizon coupling (small, statistically indistinguishable, and consistent 
with a well-arbitraged perpetual market). This is documented in the corpus paper 
as the null-exception member of the RED-2400 v2 family: unlike the four other 
datasets which exhibit concentration or one-sidedness, RED-BASIS shows the 
signature of an efficient venue.

Ships with fixed-seed reproducibility script, SHA-256 integrity manifest, complete 
field-level schema documentation, and CC-BY-4.0 license.

Part of the RED-2400 v2 corpus (five-dataset Solana/DeFi microstructure benchmark 
family). Companion corpus paper "A Multi-Venue Solana/DeFi Microstructure Data 
Corpus: The RED-2400 Family v2" is forthcoming (SSRN preprint and arXiv q-fin.TR 
preprint; DOIs pending).