Downloadable CSV files

Historical datasets in daily intervals split by exchange, data type and symbol available via Datasets API

Quick start

CSV datasets are available via dedicated datasets API that allows downloading incremental order book L2 updates, order book snapshots, tick-by-tick trades, options chains, quotes and derivative tickers data in daily intervals split by exchange, data type and symbol.

CSV datasets are exported from exchanges' real-time WebSocket feeds data we collected (and also provide via our API as historical data in exchange-native format).

Historical datasets for the first day of each month are available to download without API key. Our Node.js and Python clients have built-in functions to efficiently download whole date range of data.

Python
Node.js
cURL
Python
# pip install tardis-dev
# requires Python >=3.6
from tardis_dev import datasets
datasets.download(
exchange="deribit",
data_types=[
"incremental_book_L2",
"trades",
"quotes",
"derivative_ticker",
"book_snapshot_25"
],
from_date="2019-11-01",
to_date="2019-11-02",
symbols=["BTC-PERPETUAL", "ETH-PERPETUAL"],
api_key="YOUR API KEY (optionally)",
)

See full example that shows all available download options (download path customization, filenames conventions and more).

Node.js
// npm install [email protected]
// requires node version >=12
const { downloadDatasets } = require('tardis-dev')
;(async () => {
await downloadDatasets({
exchange: 'deribit',
dataTypes: [
'incremental_book_L2',
'trades',
'quotes',
'derivative_ticker',
'book_snapshot_25'
],
from: '2019-11-01',
to: '2019-11-02',
symbols: ['BTC-PERPETUAL', 'ETH-PERPETUAL'],
apiKey: 'YOUR API KEY (optionally)'
})
})()

See full example that shows all available download options (download path customization, filenames conventions and more).

cURL
curl -o deribit_trades_2019-11-01_BTC-PERPETUAL.csv.gz https://datasets.tardis.dev/v1/deribit/trades/2019/11/01/BTC-PERPETUAL.csv.gz

See datasets API reference.

CSV format details

  • columns delimiter: , (comma)

  • new line marker: \n (LF)

  • decimal mark: . (dot)

  • date time format: microseconds since epoch (https://www.epochconverter.com/)

  • date time timezone: UTC

Data types

incremental_book_L2

Incremental order book L2 updates collected from exchanges' real-time WebSocket order book L2 data feeds - data as deep and granular as underlying real-time data source.

As exchanges real-time feeds usually publish multiple order book levels updates via single message you can recognize that by grouping rows by local_timestamp field if needed.

If you have any doubts how to correctly reconstruct full order book state from incremental_book_L2 CSV dataset, please see this answer or contact us.

In case you only need order book data for top 25 or top 5 levels, we do provide datasets with already reconstructed snapshots for every update for those. See book_snapshot_25 and book_snapshot_5.

CSV incremental_book_L2 schema
dataset preview
CSV incremental_book_L2 schema

column name

description

exchange

exchange id, one of https://api.tardis.dev/v1/exchanges ([].id field)

symbol

instrument symbol as provided by exchange (always uppercase)

timestamp

timestamp provided by exchange in microseconds since epoch - if exchange does not provide one local_timestamp value is used as a fallback

local_timestamp

message arrival timestamp in microseconds since epoch

is_snapshot

possible values:

  • true - if update was a part of initial order book snapshot

  • false - if update was not a part of initial order book snapshot

If last update was not a snapshot and current one is, then existing order book state must be discarded (all existing levels removed)

side

determines to which side of the order book update belongs to:

  • bid - bid side of the book, buy orders

  • ask - ask side of the book, sell orders

price

price identifying book level being updated

amount

updated price level amount as provided by exchange, not a delta - an amount of 0 indicates that the price level can be removed

dataset preview

exchange

symbol

timestamp

local_timestamp

is_snapshot

side

price

amount

deribit

BTC-PERPETUAL

1585699209920000

1585699209934201

false

ask

6443.5

38640

deribit

BTC-PERPETUAL

1585699209947000

1585699209957629

false

bid

6311.5

0

deribit

BTC-PERPETUAL

1585699209950000

1585699209963464

false

ask

6428

13210

deribit

BTC-PERPETUAL

1585699209967000

1585699209979152

false

bid

6311.5

750

deribit

BTC-PERPETUAL

1585699209970000

1585699209983585

false

bid

6327

16010

deribit

BTC-PERPETUAL

1585699209970000

1585699209983585

false

bid

6325

210530

deribit

BTC-PERPETUAL

1585699209972000

1585699209983691

false

bid

6351

810

deribit

BTC-PERPETUAL

1585699209972000

1585699209983691

false

bid

6352.5

18830

deribit

BTC-PERPETUAL

1585699209974000

1585699209983703

false

ask

6492

100

Deribit FUTURES instruments incremental order book L2 updates for 2020-09-01

● book_snapshot_25

Tick-level order book snapshots reconstructed from exchanges' real-time WebSocket order book L2 data feeds. Each row represents top 25 levels from each side of the limit order book book and was recorded every time any of the tracked bids/asks top 25 levels have changed.

CSV book_snapshot_25 schema
dataset preview
CSV book_snapshot_25 schema

column name

description

exchange

exchange id, one of https://api.tardis.dev/v1/exchanges ([].id field)

symbol

instrument symbol as provided by exchange (always uppercase)

timestamp

timestamp provided by exchange in microseconds since epoch - if exchange does not provide one local_timestamp value is used as a fallback

local_timestamp

message arrival timestamp in microseconds since epoch

asks[0..24].price

top 25 asks prices in ascending order, empty if there aren't enough price levels available in the order book or provided by the exchange

asks[0..24].amount

top 25 asks amounts in ascending order, empty if there aren't enough price levels available in the order book or provided by the exchange

bids[0..24].price

top 25 bids prices in descending order, empty if there aren't enough price levels available in the order book or provided by the exchange

bids[0..24].amount

top 25 bids amounts in descending order, empty if there aren't enough price levels available in the order book or provided by the exchange

dataset preview

exchange

symbol

timestamp

local_timestamp

asks[0].price

asks[0].amount

bids[0].price

bids[0].amount

asks[1].price

asks[1].amount

bids[1].price

bids[1].amount

asks[2].price

asks[2].amount

bids[2].price

bids[2].amount

asks[3].price

asks[3].amount

bids[3].price

bids[3].amount

asks[4].price

asks[4].amount

bids[4].price

bids[4].amount

asks[5].price

asks[5].amount

bids[5].price

bids[5].amount

asks[6].price

asks[6].amount

bids[6].price

bids[6].amount

asks[7].price

asks[7].amount

bids[7].price

bids[7].amount

asks[8].price

asks[8].amount

bids[8].price

bids[8].amount

asks[9].price

asks[9].amount

bids[9].price

bids[9].amount

asks[10].price

asks[10].amount

bids[10].price

bids[10].amount

asks[11].price

asks[11].amount

bids[11].price

bids[11].amount

asks[12].price

asks[12].amount

bids[12].price

bids[12].amount

asks[13].price

asks[13].amount

bids[13].price

bids[13].amount

asks[14].price

asks[14].amount

bids[14].price

bids[14].amount

asks[15].price

asks[15].amount

bids[15].price

bids[15].amount

asks[16].price

asks[16].amount

bids[16].price

bids[16].amount

asks[17].price

asks[17].amount

bids[17].price

bids[17].amount

asks[18].price

asks[18].amount

bids[18].price

bids[18].amount

asks[19].price

asks[19].amount

bids[19].price

bids[19].amount

asks[20].price

asks[20].amount

bids[20].price

bids[20].amount

asks[21].price

asks[21].amount

bids[21].price

bids[21].amount

asks[22].price

asks[22].amount

bids[22].price

bids[22].amount

asks[23].price

asks[23].amount

bids[23].price

bids[23].amount

asks[24].price

asks[24].amount

bids[24].price

bids[24].amount

deribit

BTC-PERPETUAL

1599868800206000

1599868800253274

10396

48050

10395.5

18220

10396.5

22220

10395

16570

10397

100

10394.5

22630

10397.5

8360

10394

16670

10398

1500

10393.5

16570

10398.5

13210

10393

5600

10399.5

60070

10392.5

20500

10400

5100

10392

30

10400.5

5140

10391.5

75780

10401

13040

10391

12110

10401.5

2250

10390.5

280

10402

9150

10390

52680

10402.5

119390

10389.5

18240

10403

23070

10389

73010

10403.5

53930

10388.5

67500

10404

43590

10388

313140

10404.5

271050

10387.5

280

10405

73710

10387

9840

10405.5

32480

10386.5

104570

10406

41220

10386

269050

10406.5

20400

10385.5

21840

10407

45460

10385

79000

10407.5

69630

10384.5

220

10408

22230

10384

71440

10408.5

30840

10383.5

44740

deribit

BTC-PERPETUAL

1599868800280000

1599868800310441

10396

48050

10395.5

18220

10396.5

22220

10395

16570

10397

100

10394.5

22630

10397.5

8360

10394

16670

10398

1500

10393.5

16570

10398.5

13210

10393

5600

10399.5

60070

10392.5

20500

10400

5100

10392

30

10400.5

5140

10391.5

75780

10401

13040

10391

12110

10401.5

2250

10390.5

280

10402

9150

10390

52680

10402.5

119390

10389.5

18240

10403

23070

10389

73010

10403.5

53930

10388.5

67500

10404

43590

10388

313140

10404.5

271050

10387.5

280

10405

73710

10387

9850

10405.5

32480

10386.5

104570

10406

41220

10386

269050

10406.5

20400

10385.5

21840

10407

45460

10385

79000

10407.5

69630

10384.5

220

10408

22230

10384

71440

10408.5

30840

10383.5

44740

deribit

BTC-PERPETUAL

1599868814801000

1599868814817631

10398.5

20

10398

7400

10399

4890

10397.5

17680

10399.5

520

10396.5

17680

10400

1700

10396

30280

10400.5

3010

10395.5

44110

10401

40

10395

20080

10401.5

2570

10394.5

91410

10402

400

10394

97570

10402.5

50530

10393.5

27510

10403

9960

10393

3330

10403.5

54250

10392.5

200

10404

40

10392

20400

10404.5

10

10391.5

75650

10405

93470

10391

9580

10405.5

32540

10390.5

260040

10406

26130

10390

310

10406.5

9670

10389.5

21210

10407

1180

10389

87320

10407.5

89030

10388.5

61140

10408

54860

10388

283120

10408.5

42430

10387.5

10680

10409

260680

10387

11400

10409.5

19220

10386.5

92470

10410

94970

10386

49640

10410.5

50

10385.5

6420

deribit

BTC-PERPETUAL

1599868814809000

1599868814817632

10398.5

20

10398

7400

10399

4890

10397.5

17680

10399.5

520

10396.5

17680

10400

1700

10396

30280

10400.5

3010

10395.5

44110

10401

40

10395

20080

10401.5

2570

10394.5

91410

10402

400

10394

97570

10402.5

50530

10393.5

27510

10403

9960

10393

3330

10403.5

54900

10392.5

200

10404

40

10392

20400

10404.5

10

10391.5

75650

10405

93470

10391

9580

10405.5

32540

10390.5

260040

10406

26130

10390

310

10406.5

9670

10389.5

21210

10407

1180

10389

87320

10407.5

89030

10388.5

61140

10408

54860

10388

283120

10408.5

42430

10387.5

10680

10409

260680

10387

11400

10409.5

19220

10386.5

92470

10410

94970

10386

49640

10410.5

50

10385.5

6420

deribit

BTC-PERPETUAL

1599868815411000

1599868815414125

10399

4910

10398

25080

10399.5

20

10397.5

17680

10400

2200

10396.5

17680

10400.5

2910

10396

31780

10401

40

10395.5

44110

10401.5

570

10395

20050

10402

500

10394.5

91440

10402.5

52990

10394

98510

10403

3500

10393.5

26570

10403.5

45100

10393

3330

10404

9190

10392.5

470

10404.5

10

10392

18300

10405

70030

10391.5

85130

10405.5

60800

10391

8640

10406

26130

10390.5

260040

10406.5

9270

10390

22530

10407

240

10389.5

14030

10407.5

89970

10389

65120

10408

23640

10388.5

72380

10408.5

62090

10388

283120

10409

260680

10387.5

10280

10409.5

18150

10387

11400

10410

94970

10386.5

123630

10410.5

50

10386

8470

10411

28210

10385.5

6420

deribit

BTC-PERPETUAL

1599868815411000

1599868815419035

10399

4910

10398

25080

10399.5

20

10397.5

17680

10400

2200

10396.5

17680

10400.5

2910

10396

31780

10401

40

10395.5

44110

10401.5

570

10395

20050

10402

500

10394.5

91440

10402.5

52990

10394

98510

10403

3500

10393.5

26570

10403.5

45100

10393

3330

10404

9190

10392.5

470

10404.5

10

10392

18300

10405

70030

10391.5

85130

10405.5

60800

10391

8640

10406

26130

10390.5

260040

10406.5

17270

10390

22530

10407

240

10389.5

14030

10407.5

89970

10389

65120

10408

23640

10388.5

72380

10408.5

62090

10388

283120

10409

260680

10387.5

10280

10409.5

18150

10387

11400

10410

94970

10386.5

123630

10410.5

50

10386

8470

10411

28210

10385.5

6420

deribit

BTC-PERPETUAL

1599868907943000

1599868907946933

10398

4600

10397.5

73090

10399.5

10

10397

24630

10400

3300

10396.5

22770

10400.5

10270

10396

3130

10401

25390

10395.5

5000

10401.5

119790

10395

9060

10402

8510

10394.5

17910

10402.5

8180

10394

138990

10403

10000

10393.5

33080

10404

7960

10393

3020

10404.5

15130

10392.5

8130

10405

128930

10392

100920

10405.5

109560

10391.5

83330

10406

8610

10391

32220

10406.5

34890

10390.5

278270

10407

44440

10390

47980

10407.5

102620

10389.5

292240

10408

20660

10389

65100

10408.5

175160

10388.5

790

10409

7660

10388

55720

10409.5

308550

10387.5

31440

10410

138130

10387

3830

10410.5

15940

10386.5

109470

10411

2610

10386

31560

10411.5

3780

10385.5

3450

deribit

BTC-PERPETUAL

1599868907944000

1599868907953129

10398

4600

10397.5

73090

10399.5

10

10397

24630

10400

3300

10396.5

22770

10400.5

10270

10396

3130

10401

25390

10395.5

5000

10401.5

119790

10395

1060

10402

8510

10394.5

17910

10402.5

8180

10394

146990

10403

10000

10393.5

33080

10404

7960

10393

3020

10404.5

15130

10392.5

8130

10405

128930

10392

100920

10405.5

109560

10391.5

83330

10406

8610

10391

32220

10406.5

34890

10390.5

278270

10407

44440

10390

47980

10407.5

102620

10389.5

292240

10408

20660

10389

65100

10408.5

175160

10388.5

790

10409

7660

10388

55720

10409.5

308550

10387.5

31440

10410

138130

10387

3830

10410.5

15940

10386.5

109470

10411

2610

10386

31560

10411.5

3780

10385.5

3450

deribit

BTC-PERPETUAL

1599868907993000

1599868907997022

10398

4600

10397.5

73090

10399.5

2010

10397

24630

10400

3300

10396.5

22770

10400.5

8270

10396

3130

10401

25390

10395.5

5000

10401.5

119790

10395

1060

10402

8510

10394.5

17910

10402.5

8180

10394

146990

10403

10000

10393.5

33080

10404

7960

10393

3020

10404.5

15130

10392.5

8130

10405

128930

10392

100920

10405.5

109560

10391.5

83330

10406

8610

10391

32220

10406.5

34890

10390.5

278270

10407

44440

10390

47980

10407.5

102620

10389.5

292240

10408

20660

10389

65100

10408.5

175160

10388.5

790

10409

7660

10388

55720

10409.5

308550

10387.5

31440

10410

138130

10387

3830

10410.5

15940

10386.5

109470

10411

2610

10386

31560

10411.5

3780

10385.5

3450

Binance USDT Futures BTCUSDT top 25 levels order book snapshots for 2020-09-01

● book_snapshot_5

Tick-level order book snapshots reconstructed from exchanges' real-time WebSocket order book L2 data feeds. Each row represents top 5 levels from each side of the limit order book book and was recorded every time any of the tracked bids/asks top 5 levels have changed.

CSV book_snapshot_5 schema
dataset preview
CSV book_snapshot_5 schema

column name

description

exchange

exchange id, one of https://api.tardis.dev/v1/exchanges ([].id field)

symbol

instrument symbol as provided by exchange (always uppercase)

timestamp

timestamp provided by exchange in microseconds since epoch - if exchange does not provide one local_timestamp value is used as a fallback

local_timestamp

message arrival timestamp in microseconds since epoch

asks[0..4].price

top 5 asks prices in ascending order, empty if there aren't enough price levels available in the order book or provided by the exchange

asks[0..4].amount

top 5 asks amounts in ascending order, empty if there aren't enough price levels available in the order book or provided by the exchange

bids[0..4].price

top 5 bids prices in descending order, empty if there aren't enough price levels available in the order book or provided by the exchange

bids[0..4].amount

top 5 bids amounts in descending order, empty if there aren't enough price levels available in the order book or provided by the exchange

dataset preview

exchange

symbol

timestamp

local_timestamp

asks[0].price

asks[0].amount

bids[0].price

bids[0].amount

asks[1].price

asks[1].amount

bids[1].price

bids[1].amount

asks[2].price

asks[2].amount

bids[2].price

bids[2].amount

asks[3].price

asks[3].amount

bids[3].price

bids[3].amount

asks[4].price

asks[4].amount

bitmex

XBTUSD

1598918402683390

1598918402683390

11658

1399982

11657.5

2293327

11658.5

82328

11657

37555

11659

3001

11656.5

110647

11659.5

10843

11656

10063

11660

2522

bitmex

XBTUSD

1598918403229829

1598918403229829

11658

1399982

11657.5

2293327

11658.5

82328

11657

37555

11659

3001

11656.5

110647

11659.5

10835

11656

10063

11660

2522

bitmex

XBTUSD

1598918403232925

1598918403232925

11658

1399982

11657.5

2295327

11658.5

82328

11657

37555

11659

3001

11656.5

110647

11659.5

10835

11656

10063

11660

2522

bitmex

XBTUSD

1598918403253585

1598918403253585

11658

1399982

11657.5

2295256

11658.5

82328

11657

37555

11659

3001

11656.5

110647

11659.5

10835

11656

10063

11660

2522

bitmex

XBTUSD

1598918403256460

1598918403256460

11658

1399982

11657.5

2294159

11658.5

82328

11657

37555

11659

3001

11656.5

110647

11659.5

10835

11656

10063

11660

2522

bitmex

XBTUSD

1598947264502293

1598947264502293

11950

730542

11949.5

1100309

11950.5

30454

11949

454098

11951

72967

11948.5

2519605

11951.5

48967

11948

97449

11952

55623

bitmex

XBTUSD

1598947264505452

1598947264505452

11950

730542

11949.5

1100309

11950.5

30454

11949

454098

11951

72967

11948.5

2509605

11951.5

48967

11948

97449

11952

55623

bitmex

XBTUSD

1598947264510015

1598947264510015

11950

730542

11949.5

1100975

11950.5

30454

11949

454098

11951

72967

11948.5

2509605

11951.5

48967

11948

97449

11952

55623

bitmex

XBTUSD

1598947264510024

1598947264510024

11950

730542

11949.5

1250975

11950.5

30454

11949

454098

11951

72967

11948.5

2509605

11951.5

48967

11948

97449

11952

55623

Binance USDT Futures BTCUSDT top 5 levels order book snapshots for 2020-09-01

● trades

Tick-by-tick trades data collected from exchanges' real-time WebSocket trades data feeds.

CSV trades schema
dataset preview
CSV trades schema

column name

description

exchange

exchange id, one of https://api.tardis.dev/v1/exchanges ([].id field)

symbol

instrument symbol as provided by exchange (always uppercase)

timestamp

timestamp provided by exchange in microseconds since epoch - if exchange does not provide one local_timestamp value is used as a fallback

local_timestamp

message arrival timestamp in microseconds since epoch

id

trade id as provided by exchange, empty if exchange does not provide one - different exchanges provide id's as numeric values, GUID's or other strings, and some do not provide that information at all

side

liquidity taker side (aggressor), possible values:

  • buy - liquidity taker was buying

  • sell - liquidity taker was selling

  • unknown - exchange did not provide that information

price

trade price as provided by exchange

amount

trade amount as provided by exchange

dataset preview

exchange

symbol

timestamp

local_timestamp

id

side

price

amount

bitmex

XBTUSD

1585699202957000

1585699203089980

d20...

buy

6425.5

12

bitmex

XBTUSD

1585699202980000

1585699203095276

619...

sell

6425

150

bitmex

XBTUSD

1585699203002000

1585699203099299

751...

sell

6425

25

bitmex

XBTUSD

1585699203092000

1585699203122233

3c1...

buy

6425.5

1

bitmex

XBTUSD

1585699203092000

1585699203122233

b9b...

buy

6425.5

1

bitmex

XBTUSD

1585699203092000

1585699203122233

433...

buy

6425.5

1

bitmex

XBTUSD

1585699203092000

1585699203122233

d16...

buy

6425.5

1

bitmex

XBTUSD

1585699203092000

1585699203122233

402...

buy

6425.5

1

bitmex

XBTUSD

1585699203092000

1585699203122233

2f8...

buy

6425.5

1

OKEx Futures FUTURES instruments trades for 2020-03-01 dataset sample

● options_chain

Tick-level options summary info (strike prices, expiration dates, open interest, implied volatility, greeks etc.) for all active options instruments collected from exchanges' real-time WebSocket options tickers data feeds. Options chain data is available for Deribit (sourced from ticker channel) and OKEx Options (sourced from option/summary and index/ticker channels).

For options_chain data type only 'OPTIONS' symbol is available (one file per day for all options instruments).

CSV options_chain schema
dataset preview
CSV options_chain schema

column name

description

exchange

exchange id, one of https://api.tardis.dev/v1/exchanges ([].id field)

symbol

instrument symbol as provided by exchange (always uppercase)

timestamp

ticker timestamp provided by exchange in microseconds since epoch

local_timestamp

ticker message arrival timestamp in microseconds since epoch

type

option type, possible values:

  • put

  • call

strike_price

option strike price

expiration

option expiration date in microseconds since epoch

open_interest

current open interest, empty is exchange does not provide one

last_price

price of the last trade, empty if there weren't any trades yet

bid_price

current best bid price, empty if there aren't any bids

bid_amount

current best bid amount, empty if there aren't any bids

bid_iv

implied volatility for best bid, empty if there aren't any bids

ask_price

current best ask price, empty if there aren't any asks

ask_amount

current best ask amount, empty if there aren't any asks

ask_iv

implied volatility for best ask, empty if there aren't any asks

mark_price

mark price, empty is exchange does not provide one

mark_iv

implied volatility for mark price, empty is exchange does not provide one

underlying_index

underlying index name that option contract is based upon

underlying_price

underlying price, empty is exchange does not provide one, empty is exchange does not provide one

delta

delta value for the option, empty is exchange does not provide one

gamma

gamma value for the option, empty is exchange does not provide one

vega

vega value for the option, empty is exchange does not provide one

theta

theta value for the option, empty is exchange does not provide one

rho

rho value for the option, empty is exchange does not provide one

dataset preview

exchange

symbol

timestamp

local_timestamp

type

strike_price

expiration

open_interest

last_price

bid_price

bid_amount

bid_iv

ask_price

ask_amount

ask_iv

mark_price

mark_iv

underlying_index

underlying_price

delta

gamma

vega

theta

rho

deribit

BTC-9JUN20-9875-P

1591574399413000

1591574400196008

put

9875

1591689600000000

0.1

0.0295

0.0205

15.0

55.91

0.0235

15.0

68.94

0.02210436

62.89

SYN.BTC-9JUN20

9756.36

-0.61752

0.00103

2.24964

-53.05655

-0.22796

deribit

BTC-9JUN20-9875-P

1591574404454000

1591574404473112

put

9875

1591689600000000

0.1

0.0295

0.0205

15.0

55.91

0.0235

15.0

68.94

0.02209480

62.86

SYN.BTC-9JUN20

9756.37

-0.61757

0.00103

2.24954

-53.02754

-0.22798

deribit

BTC-9JUN20-9875-C

1591574397505000

1591574400196010

call

9875

1591689600000000

44.3

0.0080

0.0095

0.5

61.00

0.0105

20.0

65.33

0.00992836

62.87

SYN.BTC-9JUN20

9756.25

0.38232

0.00103

2.24933

-53.03038

0.13272

deribit

BTC-9JUN20-9750-C

1591574399414000

1591574400196011

call

9750

1591689600000000

30.5

0.0145

0.0145

0.3

58.80

0.0160

20.0

65.02

0.01527998

62.05

SYN.BTC-9JUN20

9756.36

0.51442

0.00109

2.35092

-54.69903

0.17789

deribit

BTC-9JUN20-9750-P

1591574397562000

1591574400196012

put

9750

1591689600000000

0.8

0.0185

0.0140

0.3

59.40

0.0155

0.3

65.63

0.01464260

62.06

SYN.BTC-9JUN20

9756.25

-0.48570

0.00109

2.35092

-54.70775

-0.17832

deribit

BTC-9JUN20-9625-P

1591574397824000

1591574400197202

put

9625

1591689600000000

9.5

0.0130

0.0090

0.4

61.64

0.0105

0.4

68.29

0.00975848

65.01

SYN.BTC-9JUN20

9756.25

-0.35780

0.00097

2.20136

-53.66975

-0.13100

deribit

BTC-9JUN20-9625-C

1591574397359000

1591574400197208

call

9625

1591689600000000

18.0

0.0220

0.0215

15.0

57.39

0.0235

20.0

66.31

0.02320750

65.02

SYN.BTC-9JUN20

9756.18

0.64212

0.00097

2.20150

-53.67532

0.22058

deribit

BTC-9JUN20-9500-P

1591574397940000

1591574400197209

put

9500

1591689600000000

51.5

0.0065

0.0060

0.5

66.31

0.0065

17.1

68.91

0.00625625

67.64

SYN.BTC-9JUN20

9756.30

-0.25091

0.00080

1.87744

-47.62196

-0.09165

deribit

BTC-9JUN20-9500-C

1591574399413000

1591574400197211

call

9500

1591689600000000

43.8

0.0165

0.0315

20.0

62.19

0.0350

0.4

80.06

0.03252520

67.64

SYN.BTC-9JUN20

9756.36

0.74914

0.00080

1.87725

-47.61618

0.25540

● quotes

Top of the book (best bid/ask) data reconstructed from exchanges' real-time WebSocket order book L2 data feeds. - best bid/ask recorded every time top of the book has changed. We on purpose choose this solution over native exchanges real-time quotes feeds as those vary a lot between exchanges, can be throttled, some are absent at all, often are delayed and published in batches in comparison to more granular L2 updates which are the basis for our quotes dataset.

CSV quotes schema
dataset preview
CSV quotes schema

column name

description

exchange

exchange id, one of https://api.tardis.dev/v1/exchanges ([].id field)

symbol

instrument symbol as provided by exchange (always uppercase)

timestamp

timestamp provided by exchange in microseconds since epoch - if exchange does not provide one local_timestamp value is used as a fallback

local_timestamp

message arrival timestamp in microseconds since epoch

ask_amount

best ask amount as provided by exchange, empty if there aren't any asks

ask_price

best ask price as provided by exchange, empty if there aren't any asks

bid_price

best bid price as provided by exchange, empty if there aren't any bids

bid_amount

best bid amount as provided by exchange, empty if there aren't any bids

dataset preview

exchange

symbol

timestamp

local_timestamp

ask_amount

ask_price

bid_price

bid_amount

huobi-dm-swap

BTC-USD

1585699201147000

1585699201270777

86

6423

6422.9

112

huobi-dm-swap

BTC-USD

1585699201175000

1585699201292111

86

6423

6422.9

114

huobi-dm-swap

BTC-USD

1585699201257000

1585699201373479

84

6423

6422.9

219

huobi-dm-swap

BTC-USD

1585699201279000

1585699201495667

64

6423

6422.9

219

huobi-dm-swap