# Delta Exchange

Delta Exchange historical data for **all its instruments** is available since **2020-03-30**.

{% embed url="<https://api.tardis.dev/v1/exchanges/delta>" %}
See Delta Exchange historical data coverage: available symbols, channels, date ranges and incidents
{% endembed %}

### Downloadable **CSV** files

Historical CSV datasets for the first day of each month are **available to download without API key**. See [downloadable CSV files documentation](/downloadable-csv-files/overview.md).

| data type             | symbol | date       |                                                                                                      |
| --------------------- | ------ | ---------- | ---------------------------------------------------------------------------------------------------- |
| incremental\_book\_L2 | BTCUSD | 2020-06-01 | [Download sample](https://datasets.tardis.dev/v1/delta/incremental_book_L2/2020/06/01/BTCUSD.csv.gz) |
| trades                | BTCUSD | 2020-06-01 | [Download sample](https://datasets.tardis.dev/v1/delta/trades/2020/06/01/BTCUSD.csv.gz)              |
| derivative\_ticker    | BTCUSD | 2020-06-01 | [Download sample](https://datasets.tardis.dev/v1/delta/derivative_ticker/2020/06/01/BTCUSD.csv.gz)   |

### API Access and data format

Historical data format is the same as provided by real-time Delta Exchange WebSocket API with addition of local timestamps. If you'd like to work with **normalized data format** instead (same format for each exchange) see [downloadable CSV files](/downloadable-csv-files/overview.md) or official [client libs](/api/quickstart.md) that perform data normalization client-side.

{% tabs %}
{% tab title="Python" %}

```python
# pip install tardis-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="delta",
        from_date="2023-01-01",
        to_date="2023-01-02",
        filters=[Channel(name="l2_orderbook", symbols=["BTCUSDT"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by Delta Exchange real-time stream
        print(message)

asyncio.run(main())
```

See [Python client docs](/python-client/quickstart.md).
{% endtab %}

{% tab title="Node.js" %}

```javascript
// npm install tardis-dev
import { replay } from 'tardis-dev';

const messages = replay({
  exchange: 'delta',
  from: '2023-01-01',
  to: '2023-01-02',
  filters: [{ channel: 'l2_orderbook', symbols: ['BTCUSDT'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by Delta Exchange real-time stream
for await (const { localTimestamp, message } of messages) {
  console.log(localTimestamp, message);
}
```

See [Node.js client docs](/node-client/quickstart.md).
{% endtab %}

{% tab title="cURL & HTTP API" %}

```bash
curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/delta?from=2023-01-01&filters=[{"channel":"l2_orderbook","symbols":["BTCUSDT"]}]&offset=0'
```

{% embed url="<https://api.tardis.dev/v1/data-feeds/delta?from=2023-01-01&filters=[{%22channel%22:%22l2_orderbook%22,%22symbols%22:[%22BTCUSDT%22]}]&offset=0>" %}
Example API response for Delta Exchange historical market data request
{% endembed %}

See [HTTP API docs](/api/http-api-reference.md).
{% endtab %}

{% tab title="cURL & tardis-machine" %}

```bash
curl -g 'localhost:8000/replay?options={"exchange":"delta","filters":[{"channel":"l2_orderbook","symbols":["BTCUSDT"]}],"from":"2023-01-01","to":"2023-01-02"}'
```

[Tardis-machine](/tardis-machine/quickstart.md) is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to [HTTP API](/api/http-api-reference.md) that provides data only in minute by minute slices.

See [tardis-machine](/tardis-machine/quickstart.md) docs.
{% endtab %}
{% endtabs %}

### Captured real-time channels

{% embed url="<https://docs.delta.exchange/#websocket-feed>" %}
See Delta Exchange WebSocket API docs providing documentation for each captured channel's format
{% endembed %}

{% hint style="info" %}
Click any channel below to see [HTTP API](/api/http-api-reference.md#data-feeds-exchange) response with historical data recorded for it.
{% endhint %}

* [recent\_trade](https://api.tardis.dev/v1/data-feeds/delta?from=2020-10-01\&filters=\[{%22channel%22:%22recent_trade%22}]) — available **until 2020-10-14** Legacy trade updates stream replaced by all\_trades. After that date trades are available via `all_trades` channel, this is due to change in Delta Exchange API which discontinued `recent_trade` channel support, see <https://docs.delta.exchange/#new-socket-channels>
* [all\_trades](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22all_trades%22}]) — available since **2020-10-14** Trade executions stream
* [l2\_orderbook](https://api.tardis.dev/v1/data-feeds/delta?from=2023-04-01\&filters=\[{%22channel%22:%22l2_orderbook%22}]) Order book snapshots and incremental updates stream
* [l2\_updates](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22l2_updates%22}]) — available since **2023-04-01** Incremental level 2 order book updates stream
* [l1\_orderbook](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22l1_orderbook%22}]) — available since **2023-04-01** Top of book snapshots stream
* [mark\_price](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22mark_price%22}]) Mark price updates stream
* [funding\_rate](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22funding_rate%22}]) Funding rate updates stream
* [spot\_price](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22spot_price%22}]) Spot index price updates stream
* [product\_updates](https://api.tardis.dev/v1/data-feeds/delta?from=2020-10-01\&filters=\[{%22channel%22:%22product_updates%22}]) — available **until 2020-10-14** Instrument definition and status updates stream
* [announcements](https://api.tardis.dev/v1/data-feeds/delta?from=2020-10-01\&filters=\[{%22channel%22:%22announcements%22}]) — available **until 2020-10-14** Exchange announcements stream
* [v2/ticker](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22v2/ticker%22}]) — available since **2020-10-14** Best bid/ask, last price and 24h market stats stream
* [spot\_30mtwap\_price](https://api.tardis.dev/v1/data-feeds/delta?from=2024-01-01\&filters=\[{%22channel%22:%22spot_30mtwap_price%22}]) — available since **2023-04-01** 30 minute TWAP spot price updates stream

### Market data collection details

[Market data collection infrastructure](/faq/general.md#what-is-your-infrastructure-setup) for Delta Exchange is located in GCP europe-west2 region (London, UK).

Real-time market data is captured via **multiple WebSocket connections** to `wss://socket.delta.exchange`.

{% hint style="info" %}
Delta Exchange servers are located in AWS ap-northeast-1 region (Tokyo, Japan).
{% endhint %}


---

# Agent Instructions: Querying This Documentation

If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question.

Perform an HTTP GET request on the current page URL with the `ask` query parameter:

```
GET https://docs.tardis.dev/historical-data-details/delta.md?ask=<question>
```

The question should be specific, self-contained, and written in natural language.
The response will contain a direct answer to the question and relevant excerpts and sources from the documentation.

Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.