Quickstart
Get started with downloading CSV datasets via Python, Node.js or cURL
CSV datasets are available via dedicated datasets API that allows downloading tick level incremental order book L2 updates, order book snapshots (top 25 and top 5), trades, options chains, quotes, book tickers, derivative tickers and liquidations data.
For ongoing data, CSV datasets for a given day are available on the next day around 06:00 UTC. Historical datasets for the first day of each month are available to download without API key.
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.
Row order in CSV files reflects the original capture order. When multiple events share the same millisecond exchange timestamp, use row position as the tie-breaker — see event ordering FAQ.
Download via client libraries
# pip install tardis-dev
# requires Python >=3.9
from tardis_dev import download_datasets
download_datasets(
exchange="deribit",
data_types=[
"incremental_book_L2",
"trades",
"quotes",
"derivative_ticker",
"book_snapshot_25",
"liquidations"
],
from_date="2019-11-01",
to_date="2019-11-02",
symbols=["BTC-PERPETUAL", "ETH-PERPETUAL"],
api_key="YOUR API KEY (optionally)",
)// npm install tardis-dev
// requires Node.js v24+
import { downloadDatasets } from 'tardis-dev'
await downloadDatasets({
exchange: 'deribit',
dataTypes: [
'incremental_book_L2',
'trades',
'quotes',
'derivative_ticker',
'book_snapshot_25',
'liquidations'
],
from: '2019-11-01',
to: '2019-11-02',
symbols: ['BTC-PERPETUAL', 'ETH-PERPETUAL'],
apiKey: 'YOUR API KEY (optionally)'
})How to download all exchange CSV datasets
The examples above download data for specific symbols. To download all available datasets for every instrument of a given exchange, use the exchange metadata API to iterate over all symbols automatically.
Grouped symbols
In addition to standard currency pairs & instrument symbols available via the CSV datasets API, each exchange has special grouped symbols depending on which market types it supports: SPOT, FUTURES, OPTIONS, PERPETUALS, COMBOS, and PREDICTIONS. When you request a grouped symbol, the downloaded file contains data for all instruments of that market type. This is especially useful for options, where specifying each symbol one by one would be tedious — using OPTIONS as a symbol gives data for all options available at a given time. PREDICTIONS is available only for trades datasets.
trades - available for SPOT, FUTURES, OPTIONS, PERPETUALS, COMBOS, PREDICTIONS
Examples:
derivative_ticker - available for FUTURES, PERPETUALS, COMBOS
book_snapshot_25 - available for OPTIONS (Deribit, OKX Options, Binance European Options)
book_snapshot_5 - available for OPTIONS (Deribit, OKX Options, Binance European Options)
book_ticker - available for OPTIONS (Deribit, OKX Options, Binance European Options)
Those special symbols are also listed in response to /exchanges/:exchange API call.
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