Deribit

Downloadable CSV files API Docs Historical Data Details
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Deribit
Deribit historical market data details - available instruments, data coverage and data collection specifics
Deribit historical data for all it's instruments (including all options data) is available since 2019-03-30. 
https://api.tardis.dev/v1/exchanges/deribit
api.tardis.dev
See Deribit 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
​
trades
BTC-PERPETUAL
2019-07-01
​Download sample​
incremental_book_L2
BTC-PERPETUAL
2019-07-01
​Download sample​
quotes
BTC-PERPETUAL
2019-07-01
​Download sample​
book_snapshot_25
BTC-PERPETUAL
2019-07-01
​Download sample​
derivative_ticker
BTC-PERPETUAL
2019-07-01
​Download sample​
trades
OPTIONS
2020-03-01
​Download sample​
quotes
OPTIONS
2020-03-01
​Download sample​
options_chain
OPTIONS
2020-03-01
​Download sample​
book_snapshot_25
OPTIONS
2020-03-01
​Download sample​
liquidations
PERPETUALS
2021-09-01
​Download sample​
​
API Access and data format
Historical data format is the same as provided by real-time Deribit WebSocket v2 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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​
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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="deribit",
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    from_date="2019-07-01",
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    to_date="2019-07-02",
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    filters=[Channel(name="book", symbols=["BTC-PERPETUAL"])]
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  )
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​
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  # messages as provided by Deribit real-time stream
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  async for local_timestamp, message in messages:
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    print(message)
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​
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​
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asyncio.run(replay())
Copied!
See Python client docs.
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// npm install tardis-dev
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const { replay } = require('tardis-dev');
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​
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async function run() {
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  try {
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    const messages = replay({
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      exchange: 'deribit',
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      from: '2019-07-01',
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      to: '2019-07-02',
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      filters: [{ channel: 'book', symbols: ['BTC-PERPETUAL'] }],
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      apiKey: 'YOUR_API_KEY'
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    });
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​
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    // messages as provided by Deribit 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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​
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run();
Copied!
See Node.js client docs.
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curl -g 'https://api.tardis.dev/v1/data-feeds/deribit?from=2019-07-01&filters=[{"channel":"book","symbols":["BTC-PERPETUAL"]}]&offset=0'
Copied!
https://api.tardis.dev/v1/data-feeds/deribit?from=2019-07-01&filters=[{%22channel%22:%22book%22,%22symbols%22:[%22BTC-PERPETUAL%22]}]&offset=0
api.tardis.dev
Example API response for Deribit historical market data request
See HTTP API docs.
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curl -g 'localhost:8000/replay?options={"exchange":"deribit","filters":[{"channel":"book","symbols":["BTC-PERPETUAL"]}],"from":"2019-07-01","to":"2019-07-02"}'
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.
See tardis-machine docs.
​
Captured real-time channels 
Deribit API
See Deribit WebSocket API docs providing documentation for each captured channel's format
​
Click any channel below to see HTTP API response with historical data recorded for it.
​book
During data collection integrity of order book incremental updates is being validated using sequence numbers provided by Deribit's real-time feed (prev_change_id) - in case of detecting missed message WebSocket connection is being restarted.

​trades​
​deribit_price_index​
​deribit_price_ranking​
​estimated_expiration_price​
​markprice.options​
​perpetual​
​ticker​
​quote​
​platform_state - available since 2019-12-31
book, perpetual, ticker, trades channels data was all collected with raw interval - no aggregation was applied.
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Market data collection details
​Market data collection infrastructure for Deribit is located in GCP europe-west2 region (London, UK). 

Real-time market data is captured via multiple WebSocket connections.
​
Deribit servers are located in Equinix LD4 (Slough, UK).
​
​
BitMEX
Binance USDT Futures
Last modified 25d ago
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Contents
Downloadable CSV files
API Access and data format
Captured real-time channels
Market data collection details