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, tick-by-tick trades, options chains, quotes and derivative tickers data in daily intervals split by exchange, data type and symbol. 

Both Node.js and Python clients have built-in functions to efficiently download whole date range of data.
Historical datasets for the first day of each month are available to download without API key.
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"
    ],
    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'
    ],
    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 
If you'd like to access L3 data (market by order) provided by few exchanges, contact us.
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.

Each CSV file includes an initial snapshot (rows with is_snapshot=true)  and then incremental updates to the order book on each row. Additionally, snapshot are also provided for events when connection that was recording the historical data got disconnected.
As exchanges real-time feeds usually publish multiple order book levels updates via single message you can recognize that by grouping rows by timestamp field if needed. 
https://datasets.tardis.dev/v1/deribit/incremental_book_L2/2020/04/01/BTC-PERPETUAL.csv.gz
datasets.tardis.dev
Deribit BTC-PERPETUAL incremental order book L2 updates for 2020-04-01
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
​
​
● trades
Tick-by-tick trades data collected from exchanges' real-time WebSocket trades data feeds - in contrary to pooling periodically the REST API, see the trade-offs.
https://datasets.tardis.dev/v1/bitmex/trades/2020/03/01/XBTUSD.csv.gz
datasets.tardis.dev
Bitmex XBTUSD trades for 2020-03-01 dataset sample
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
​
​
● 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).
https://datasets.tardis.dev/v1/deribit/options_chain/2020/03/01/OPTIONS.csv.gz
datasets.tardis.dev
Deribit options chain for 2020-03-01
https://datasets.tardis.dev/v1/okex-options/options_chain/2020/03/01/OPTIONS.csv.gz
datasets.tardis.dev
OKEx options chain for 2020-03-01
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
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
mark_iv
implied volatility for mark price
underlying_index
underlying index name that option contract is based upon
underlying_price
underlying price, empty is exchange does not provide one
delta
delta value for the option
gamma
gamma value for the option
vega
vega value for the option
theta
theta value for the option
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 sourced from reconstructed L2 order book state - 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.
https://datasets.tardis.dev/v1/huobi-dm-swap/quotes/2020/05/01/BTC-USD.csv.gz
datasets.tardis.dev
Huobi DM Swap BTC-USD quotes for 2020-05-01
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
ask_price
best ask price as provided by exchange
bid_price
best bid price as provided by exchange
bid_amount
best bid amount as provided by exchange
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
BTC-USD
1585699201295000
1585699201495715
64
6423
6422.9
229
huobi-dm-swap
BTC-USD
1585699201447000
1585699201564788
2
6423
6422.9
229
huobi-dm-swap
BTC-USD
1585699201556000
1585699201677770
64
6423
6422.9
229
huobi-dm-swap
BTC-USD
1585699201668000
1585699201784213
64
6423
6422.9
235
huobi-dm-swap
BTC-USD
1585699201747000
1585699201865051
2
6423
6422.9
235
​
​
● derivative_ticker
Derivative instrument ticker info (open interest, funding, mark price, index price) collected from exchanges' real-time WebSocket instruments & tickers data feeds. 

Anytime  any of the tracked values has changed data was added to final dataset.
https://datasets.tardis.dev/v1/bitmex/derivative_ticker/2019/04/01/ETHUSD.csv.gz
datasets.tardis.dev
BitMEX ETHUSD derivative ticker for 2019-04-01
CSV derivative_ticker schema
dataset preview
CSV derivative_ticker 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
funding_timestamp
timestamp of the next funding event in microseconds since epoch, empty if exchange does not provide one 
funding_rate
current funding rate, empty if exchange does not provide one 
predicted_funding_rate
estimated next funding rate, empty if exchange does not provide one 
open_interest
current open interest, empty if exchange does not provide one 
last_price
last instrument price, empty if exchange does not provide one 
index_price
index price of the instrument, empty if exchange does not provide one 
mark_price
mark price of the instrument, empty if exchange does not provide one 
dataset preview
1
exchange
symbol
timestamp
local_timestamp
funding_timestamp
funding_rate
predicted_funding_rate
open_interest
last_price
index_price
mark_price
2
bitmex
ETHUSD
1585699199651000
1585699202577291
1585713600000000
0.0001
0.001654
45921455
133.25
133.14
133.15
3
bitmex
ETHUSD
1585699200000000
1585699204834359
1585713600000000
0.0001
0.001654
45921455
133.25
133.12
133.13
4
bitmex
ETHUSD
1585699202925000
1585699205076090
1585713600000000
0.0001
0.001654
45921455
133.3
133.12
133.13
5
bitmex
ETHUSD
1585699202925000
1585699205090339
1585713600000000
0.0001
0.001654
45883853
133.3
133.12
133.13
6
bitmex
ETHUSD
1585699203465000
1585699205274555
1585713600000000
0.0001
0.001654
45883853
133.25
133.12
133.13
7
bitmex
ETHUSD
1585699204439000
1585699205951209
1585713600000000
0.0001
0.001654
45883853
133.15
133.12
133.13
8
bitmex
ETHUSD
1585699205000000
1585699206389317
1585713600000000
0.0001
0.001654
45883853
133.15
133.09
133.1
9
bitmex
ETHUSD
1585699207279000
1585699207490211
1585713600000000
0.0001
0.001654
45883853
133.2
133.09
133.1
10
bitmex
ETHUSD
1585699207279000
1585699208084951
1585713600000000
0.0001
0.001654
45867677
133.2
133.09
133.1
​
​
Datasets API details
all downloadable datasets are gzip compressed

historical market data is available in daily intervals split by exchange, data type and symbol
​
data for a given day is available on the next day around 3h after 00:00 UTC - exact date until when data is available can be requested via /exchanges/:exchange API call (datasets.exportedUntil), e.g., https://api.tardis.dev/v1/exchanges/ftx

datasets are ordered and split into separate daily files by local_timestamp (timestamp of message arrival time)

empty gzip compressed file is being returned in case of no data available for a given day, symbol and data type, e.g., exchange downtime, very low volume currency pairs etc.

iftimestamp equals to local_timestamp it means that exchange didn't provide timestamp for message, e.g., BitMEX order book updates

cell in CSV file is empty if there's no value for it, e.g., no trade id if a given exchange doesn't provide one

in addition to standard currency pairs/instrument symbols, each exchange also has special 'grouped' symbols available depending if it supports given market type: SPOT, FUTURES, OPTIONS and PERPETUALS. That feature is useful if someone is interested in for examples all Deribit's options instruments' trades data without a need to specify each symbol separately one by one.

For example Deribit supports futures, options and perpetuals markets so following requests are allowed:
​https://datasets.tardis.dev/v1/deribit/trades/2019/11/01/FUTURES.csv.gz​
​https://datasets.tardis.dev/v1/deribit/trades/2019/11/01/PERPETUALS.csv.gz​
​https://datasets.tardis.dev/v1/deribit/trades/2019/11/01/OPTIONS.csv.gz

those special symbols are also listed in response to /exchanges/:exchange API call


datasets are sourced from Tardis.dev HTTP API, which in turn provides the the data sourced from exchanges real-time WebSocket market data feeds (in contrast to REST API endpoints)

See "Data FAQ" regarding potential order book overlaps issues, non monotonically increasing exchanges timestamps, duplicated trade data and more
​
​
Download via client libraries
Historical datasets for the first day of each month are available to download without API key.
Python
Node.js
Python
# pip install tardis-dev
# requires Python >=3.6
from tardis_dev import datasets, get_exchange_details
import logging
​
# comment out to disable debug logs
logging.basicConfig(level=logging.DEBUG)
​
# function used by default if not provided via options
def default_file_name(exchange, data_type, date, symbol, format):
    return f"{exchange}_{data_type}_{date.strftime('%Y-%m-%d')}_{symbol}.{format}.gz"
​
​
# customized get filename function - saves data in nested directory structure
def file_name_nested(exchange, data_type, date, symbol, format):
    return f"{exchange}/{data_type}/{date.strftime('%Y-%m-%d')}_{symbol}.{format}.gz"
​
​
# returns data available at https://api.tardis.dev/v1/exchanges/deribit
deribit_details = get_exchange_details("deribit")
# print(deribit_details)
​
datasets.download(
    # one of https://api.tardis.dev/v1/exchanges with supportsDatasets:true - use 'id' value
    exchange="deribit",
    # accepted data types - 'datasets.dataTypes' field in https://api.tardis.dev/v1/exchanges/deribit,
    # or get those values from 'deribit_details["datasets"]["dataTypes"] dict above
    data_types=["incremental_book_L2", "trades", "quotes", "derivative_ticker"],
    # change date ranges as needed to fetch full month or year for example
    from_date="2019-11-01",
    # to date is non inclusive
    to_date="2019-11-02",
    # accepted values: 'datasets.symbols[].id' field in https://api.tardis.dev/v1/exchanges/deribit
    symbols=["BTC-PERPETUAL", "ETH-PERPETUAL",],
    # (optional) your API key to get access to non sample data as well
    # api_key="YOUR API KEY",
    # (optional) path where data will be downloaded into, default dir is './datasets'
    # download_dir="./datasets",
    # (optional) - one can customize downloaded file name/path (flat dir strucure, or nested etc) - by default function 'default_file_name' is used
    # get_filename=default_file_name,
    # (optional) file_name_nested will download data to nested directory structure (split by exchange and data type)
    # get_filename=file_name_nested,
)
Node.js
// npm install [email protected]
// requires node version >=12
​
// remove it to disable debug logs
process.env.DEBUG = 'tardis-dev*'
​
const { downloadDatasets, getExchangeDetails } = require('tardis-dev')
​
;(async () => {
  // returns data available at https://api.tardis.dev/v1/exchanges/deribit
  const deribitDetails = await getExchangeDetails('deribit')
​
  // console.log(deribitDetails.datasets)
​
  await downloadDatasets({
    exchange: 'deribit', // one of https://api.tardis.dev/v1/exchanges with supportsDatasets:true - use 'id' value
    dataTypes: ['incremental_book_L2', 'trades', 'quotes', 'derivative_ticker'], // accepted data types - 'datasets.dataTypes' field in https://api.tardis.dev/v1/exchanges/deribit, or get those values from 'deribitDetails.datasets.dataTypes' object above
    from: '2019-11-01', // change date ranges as needed to fetch full month or year for example
    to: '2019-11-02', // to date is non inclusive
    symbols: ['BTC-PERPETUAL', 'ETH-PERPETUAL'] // accepted values: 'datasets.symbols[].id' field in https://api.tardis.dev/v1/exchanges/deribit, or `deribitDetails.datasets.symbols[].id` from object above
​
    // apiKey: 'YOUR_API_KEY', // (optional) your API key to get access to non sample data as well
    // downloadDir:'./datasets', // (optional) path where data will be downloaded into, default dir is './datasets'
​
    // getFilename: getFilenameDefault, // (optional) - one can customize downloaded file name/path (flat dir strucure, or nested etc) - by default function 'getFilenameDefault' is used
    // getFilename: getFilenameCustom // (optional) getFilenameCustom will download data to nested directory structure (split by exchange and data type)
  })
})().catch((e) => {
  console.log('download error', e)
})
​
// function used by default if not provided via options
function getFilenameDefault({ exchange, dataType, format, date, symbol }) {
  return `${exchange}_${dataType}_${date.toISOString().split('T')[0]}_${symbol}.${format}.gz`
}
​
// customized get filename function - saves data in nested directory structure
function getFilenameCustom({ exchange, dataType, format, date, symbol }) {
  return `${exchange}/${dataType}/${date.toISOString().split('T')[0]}_${symbol}.${format}.gz`
}
​
​
get
Datasets API reference
https://datasets.tardis.dev/v1/:exchange/:dataType/:year/:month/:day/:symbol.csv.gz
Returns gzip compressed CSV dataset for given exchange, data type, date (year, month, day) and symbol.
Request
Response
Request
Path Parameters
exchange
required
string
one of https://api.tardis.dev/v1/exchanges (field id, only exchanges with "supportsDatasets":true)
dataType
required
string
one of datasets.dataTypes values from https://api.tardis.dev/v1/exchanges/:exchange API response
year
required
string
year in format YYYY (four-digit year)
month
required
string
month in format MM (two-digit month of the year)
day
optional
string
day in format DD (two-digit day of the month)
symbol
required
string
one of datasets.symbols[].id values from https://api.tardis.dev/v1/exchanges/:exchange API response, see details below
Headers
Authorization
optional
string
For authenticated requests provide Authorization header with value: 'Bearer YOUR_API_KEY'.
Without API key historical datsets for the first day of each month are available to download.
Response
200: OK
gzip compressed CSV dataset
​
​
symbols param provided to datasets API in comparison to HTTP API needs to be both always uppercase and  have '/' and ':' characters replaced with '-' so symbol is url safe.

list of allowed symbols for each exchange can be requested via /exchanges/:exchange API call, e.g., https://api.tardis.dev/v1/exchanges/deribit - datasets.symbols[].id field

in addition to standard currency pairs/instrument symbols, each exchange also has special 'grouped' symbols available depending if it supports given market type: SPOT, FUTURES, OPTIONS and PERPETUALS. That feature is useful if someone is interested in for examples all Deribit's options instruments' trades data without a need to specify each symbol separately one by one.

For example Deribit supports futures, options and perpetuals markets so following requests are allowed:
​https://datasets.tardis.dev/v1/deribit/trades/2019/11/01/FUTURES.csv.gz​
​https://datasets.tardis.dev/v1/deribit/trades/2019/11/01/PERPETUALS.csv.gz​
​https://datasets.tardis.dev/v1/deribit/trades/2019/11/01/OPTIONS.csv.gz

those special symbols are also listed in response to /exchanges/:exchange API call
​
Sample requests
https://datasets.tardis.dev/v1/deribit/trades/2019/11/01/BTC-PERPETUAL.csv.gz
datasets.tardis.dev
https://datasets.tardis.dev/v1/deribit/trades/2019/11/01/OPTIONS.csv.gz
datasets.tardis.dev
https://datasets.tardis.dev/v1/bitmex/incremental_book_L2/2020/04/01/XBTUSD.csv.gz
datasets.tardis.dev
https://datasets.tardis.dev/v1/deribit/options_chain/2019/08/01/OPTIONS.csv.gz
datasets.tardis.dev
​
​
Billing and Subscriptions
Historical Data Details
Last updated 2 weeks ago
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
Downloadable CSV files

Quick start

CSV format details

Data types

● incremental_book_L2

● trades

● options_chain

● quotes

● derivative_ticker

Datasets API details

Download via client libraries

getDatasets API reference

Sample requests

get
Datasets API reference
