API
Miscellaneous
Delta
Delta historical market data details - available instruments, data coverage and data collection specifics
Delta exchange historical data for all it's instruments is available since 2020-03-30.
See Delta historical data coverage: available symbols, channels, date ranges and incidents
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.
data type
symbol
date
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 or official client libs that perform data normalization client-side.
Python
Node.js
cURL & HTTP API
cURL & tardis-machine
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# pip install tardis-client
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import asyncio
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from tardis_client import TardisClient, Channel
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tardis_client = TardisClient(api_key="YOUR_API_KEY")
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async def replay():
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# replay method returns Async Generator
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messages = tardis_client.replay(
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exchange="delta",
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from_date="2020-06-01",
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to_date="2020-06-02",
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filters=[Channel(name="l2_orderbook", symbols=["BTCUSD"])]
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)
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# messages as provided by Delta Exchange real-time stream
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async for local_timestamp, message in messages:
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print(message)
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asyncio.run(replay())
Copied!
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// npm install tardis-dev
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const { replay } = require('tardis-dev');
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async function run() {
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try {
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const messages = replay({
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exchange: 'delta',
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from: '2020-06-01',
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to: '2020-06-02',
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filters: [{ channel: 'l2_orderbook', symbols: ['BTCUSD'] }],
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apiKey: 'YOUR_API_KEY'
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});
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// messages as provided by Delta Exchange real-time stream
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for await (const { localTimestamp, message } of messages) {
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console.log(localTimestamp, message);
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}
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} catch (e) {
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console.error(e);
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}
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}
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run();
Copied!
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curl -g 'https://api.tardis.dev/v1/data-feeds/delta?from=2020-06-01&filters=[{"channel":"l2_orderbook","symbols":["BTCUSD"]}]&offset=0'
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Example API response for Delta Exchange historical market data request
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curl -g 'localhost:8000/replay?options={"exchange":"delta","filters":[{"channel":"l2_orderbook","symbols":["BTCUSD"]}],"from":"2020-06-01","to":"2020-06-02"}'
Copied!
Tardis-machine is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to HTTP API that provides data only in minute by minute slices.
Captured real-time channels
See Delta Exchange WebSocket API docs providing documentation for each captured channel's format
- recent_trade - available until 2020-10-14, after that trades are available via
all_tradeschannel, this is due to change in Delta exchange API which discontinuedrecent_tradechannel support, see https://docs.delta.exchange/#new-socket-channels - product_updates
- announcements
Market data collection details
Market data collection infrastructure for Delta Exchange is located in GCP europe-west2 region (London, UK).
Real-time market data is captured via multiple WebSocket connection.
Delta Exchange servers are located in AWS eu-west-1 region (Dublin, Ireland).
Last modified 1yr ago