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On this page
  • Downloadable CSV files
  • API Access and data format
  • Captured real-time channels
  • Market data collection details
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  1. Historical Data Details

Delta

Delta historical market data details - available instruments, data coverage and data collection specifics

PreviousPhemexNextAscendEX (BitMax)

Last updated 2 years ago

Delta exchange historical data for all it's instruments is available since 2020-03-30.

Downloadable CSV files

data type

symbol

date

trades

BTCUSD

2020-06-01

incremental_book_L2

BTCUSD

2020-06-01

quotes

BTCUSD

2020-06-01

book_snapshot_25

BTCUSD

2020-06-01

derivative_ticker

BTCUSD

2020-06-01

trades

PERPETUALS

2020-06-01

API Access and data format

# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")

async def replay():
  # replay method returns Async Generator
  messages = tardis_client.replay(
    exchange="delta",
    from_date="2020-06-01",
    to_date="2020-06-02",
    filters=[Channel(name="l2_orderbook", symbols=["BTCUSD"])]
  )

  # messages as provided by Delta Exchange real-time stream
  async for local_timestamp, message in messages:
    print(message)


asyncio.run(replay())
// npm install tardis-dev
const { replay } = require('tardis-dev');

async function run() {
  try {
    const messages = replay({
      exchange: 'delta',
      from: '2020-06-01',
      to: '2020-06-02',
      filters: [{ channel: 'l2_orderbook', symbols: ['BTCUSD'] }],
      apiKey: 'YOUR_API_KEY'
    });

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

run();
curl -g 'https://api.tardis.dev/v1/data-feeds/delta?from=2020-06-01&filters=[{"channel":"l2_orderbook","symbols":["BTCUSD"]}]&offset=0'
curl -g 'localhost:8000/replay?options={"exchange":"delta","filters":[{"channel":"l2_orderbook","symbols":["BTCUSD"]}],"from":"2020-06-01","to":"2020-06-02"}'

Captured real-time channels

  • product_updates

  • announcements

Market data collection details

Delta exchange servers are located in AWS ap-northeast-1 region (Tokyo, Japan).

Historical CSV datasets for the first day of each month are available to download without API key. See .

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 or official that perform data normalization client-side.

See .

See .

See .

is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to that provides data only in minute by minute slices.

See docs.

Click any channel below to see response with historical data recorded for it.

- available until 2020-10-14, after that trades are available via all_trades channel, this is due to change in Delta exchange API which discontinued recent_trade channel support, see

- available until 2020-10-14

- available from 2020-10-14

- available from 2020-10-14

for Delta Exchange is located in GCP europe-west2 region (London, UK). Real-time market data is captured via multiple WebSocket connection.

downloadable CSV files documentation
downloadable CSV files
client libs
Python client docs
Node.js client docs
HTTP API docs
Tardis-machine
HTTP API
tardis-machine
l2_orderbook
recent_trade
https://docs.delta.exchange/#new-socket-channels
recent_trade_snapshot
all_trades
mark_price
spot_price
funding_rate
funding_rate_8h
v2/ticker
Download sample
Download sample
Download sample
Download sample
Download sample
Download sample
https://api.tardis.dev/v1/exchanges/deltaapi.tardis.dev
See Delta historical data coverage: available symbols, channels, date ranges and incidents
https://api.tardis.dev/v1/data-feeds/delta?from=2020-06-01&filters=[{%22channel%22:%22l2_orderbook%22,%22symbols%22:[%22BTCUSD%22]}]&offset=0api.tardis.dev
Example API response for Delta Exchange historical market data request
Delta Exchange Api
See Delta Exchange WebSocket API docs providing documentation for each captured channel's format
Market data collection infrastructure
HTTP API
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