How to read a StockTicker24 card
- Card mode uses open interest: reference below $10,000, price discovery at $50,000 or more; between the thresholds, the previous mode remains.
- The large price uses the perpetual-futures mid price first, then the mark price if the mid is missing. A missing comparison is not zero.
- Solid and dashed segments use the same reference series. On price-discovery cards the style follows the cash-market session clock; reference-value cards are solid throughout.
Section highlights (4)
- The price belongs to a perpetual-futures contract; the cash stock, official index, FX price and dated settlement are separate values.
- A 24-hour comparison and a comparison with the last cash-session timestamp use different bases.
- Missing comparison data leaves a gap; it does not supply a zero or a previous value.
- Line style follows the symbol's session clock; neither a dashed segment nor its color supplies a cash price or forecast.
Contents
What the large price is
StockTicker24 displays 24-hour reference prices for indices, stocks, commodities, foreign exchange and crypto. Prices are fetched only through this site's API, which draws on the public Hyperliquid API. Even if retrieval fails, the browser does not communicate directly with Hyperliquid.
A perpetual future is a derivative with no expiry or delivery date. Positions can be held from one day to the next. Funding is a mechanism between long and short positions designed to keep the contract near a reference. It does not turn its price into the cash instrument's price.
The large card price uses the mid price, halfway between the best bid and best ask. Only when that is unavailable does it use the mark price. When neither exists, the price cell shows a dash and an unavailable-data reason. The tooltip identifies the price basis.
| This board shows | This board does not show |
|---|---|
| Mid or mark price of a perpetual future | The last cash trade of the listed stock |
| A value that can exist after the cash close | An official index value from the index owner |
| Yen converted with the USD/JPY perpetual-futures price | A Tokyo cash FX price |
The reference is also separate from a dated futures settlement. Cash-market and perpetual-futures prices can differ by small or large amounts. This page describes the displayed value and comparison; it does not select a “real price” for the reader.
Yen figures, when shown, are indicative conversions using the Hyperliquid USD/JPY perpetual-futures price. Crypto contracts on the same board are perpetual-futures references too. Listing them together does not make them cash equities.
The operator does not place a Hyperliquid referral link. Hyperliquid is named because it is the feed. Account opening, leverage and order types are outside this site.
The price belongs to a perpetual-futures contract; the cash stock, official index, FX price and dated settlement are separate values.
A label names the calculation
The change next to the price compares two values that the site has. The label names its comparison basis.
| Comparison | Other value | If missing |
|---|---|---|
| 24-hour change | Previous-day reference price of the same contract | Show a dash and the missing-reference reason; do not calculate a change |
| Change vs. close | On price-discovery cards, only while the cash market is closed, using the close basis named in the tooltip | Omit the ratio |
The 24-hour change is not the cash market's change from its previous close. The close basis is the oracle price, the contract issuer's reference for the underlying, recorded at the last cash-session close. If none was recorded, it is the close of the perpetual-futures 15-minute candle at that same time. Neither is a verified official cash-market close. The current side remains the perpetual-futures reference.
The close ratio is shown only while the cash market is closed. If no close basis exists, or the data is not fresh enough, the ratio is not shown. Reference-value cards do not show the ratio either. The two comparisons are not mixed under one caption.
A 24-hour comparison and a comparison with the last cash-session timestamp use different bases.
A gap is not zero
When a comparison cannot be computed, its change figure is omitted. The current price can still appear. An empty change does not mean the price was unchanged, and is not a copy of an earlier session's change.
The feed may fail or be too stale. A new contract may have no saved comparison value. A close basis may be absent, or the card's mode may exclude the close ratio. Each case keeps the figures that exist and omits those that cannot be computed. No substitute or invented example price is inserted.
This data rule is separate from the layout rule. On narrow cards, the price and signed change are not allowed to be cut or dropped. Other fields are dropped when they do not fit, rather than overlapping the price.
Missing comparison data leaves a gap; it does not supply a zero or a previous value.
Open interest sets the card mode
Open interest is measured in dollars. Below $10,000 the card is in reference-value mode with a gray “Reference value” or “Reference (index)” badge. At $50,000 or more it is in price-discovery mode. In between, it keeps its previous mode.
Price-discovery mode is the site's mode for cards above its open-interest threshold. Reference-value mode draws the whole reference line solid and omits the close ratio. Neither mode switches to an official cash series.
Solid and dashed segments
On a price-discovery card, a solid segment marks the related cash market's session hours. A dashed segment marks hours outside that session, including nights, weekends and holidays recorded in the site's session table. Both are the same perpetual-futures series; the clock changes the line style, not the price feed.
Each symbol uses its own session table. Tokyo and New York hours differ, so two cards can have different line styles at the same time. If no exchange table applies, or its holiday records do not cover the date, the card falls back to a weekday/weekend split in New York time. Line style alone therefore does not prove that a cash market is open.
A weekend or recorded holiday is a longer dashed segment. The perpetual-futures reference can keep updating while the cash market publishes no new value. The next cash open is a separate value from a separate venue. The values can differ; the reference is not converted into a predicted opening price.
The color of the line is neither a session clock nor the direction of the move. The signed change beside the price is a separate element.
Line style follows the symbol's session clock; neither a dashed segment nor its color supplies a cash price or forecast.
Retrieval status and missing fields
The board and symbol pages use the same price and 24-hour comparison rules on weekdays and weekends. Symbol-page status labels show the time since retrieval.
| Time since retrieval | Symbol-page label |
|---|---|
| Up to 60 seconds | Observed hh:mm:ss JST |
| Over 60 seconds and up to 10 minutes, or while a saved value is shown | Snapshot · Last retrieved hh:mm JST |
| Over 10 minutes and up to 6 hours | Updates stopped · minutes elapsed (on saved pages, Last retrieved hh:mm JST) |
| Over 6 hours | Prolonged update outage · Last retrieved yyyy/mm/dd hh:mm JST |
| No retrieval time | Data unavailable |
Times are in Japan time. While an updates-stopped label is shown, the saved price and 24-hour change stay on screen. Status depends on time since retrieval, not the day of the week. A missing price is not filled from another price; a missing previous-day reference leaves the 24-hour change uncalculated. The missing item and its reason are shown.
Labels for missing values
| State | Label | Handling of the number |
|---|---|---|
| No mid price | Price basis: Mark price (mid missing) | Use the mark price as the reference value |
| No price | —(unavailable) | Not filled in from another price |
| No previous-day reference price | —(prior-day ref missing) | The 24-hour change is not calculated |
The previous-day reference price belongs to the same perpetual-futures contract, as returned by the data provider; it is not Friday's Tokyo Stock Exchange close.
Source: the site's existing card, session-table and symbol-page display rules, previously described in “Solid lines and dashed lines”, “Labels and gaps”, “Perpetual-futures reference”, “After-hours index references”, and the status-label section of “Weekend price moves, measured”. The market-price source is the Hyperliquid public API. The rules above do not refresh the historical figures in the measured articles.
Common questions
Is the large number the stock price or official index value?
It is the perpetual-futures mid price, or the mark price when the mid is missing. It is not the cash instrument's price.
Why can a price remain while its change is missing?
The current reference can exist without a usable comparison value. An empty change is not zero; the layout keeps the price.
Do index cards and stock cards share session hours?
Each symbol uses its related cash-market session. The mode determines whether line style switches. The missing-data rule is the same: omit a figure that cannot be computed.
Are yen figures Tokyo cash FX prices?
They are indicative conversions using the USD/JPY perpetual-futures price.
Is a dashed weekend segment Monday's open?
It remains the same derivative reference. Monday's cash open is a separate value from a separate venue.
Where are the diagrams and Japanese articles?
The About the data page includes the diagram. Japanese articles form a separate corpus. The live board supplies current figures.
Further reading
See About the data, reading notes, Japanese-language articles and the live board.
Source: Hyperliquid (site reference price) / Published: / Last updated: / Perpetual-futures prices are reference values.