Tardis.dev Documentation
  • Welcome
  • Frequently Asked Questions
    • General
    • Data
    • Billing and Subscriptions
  • Downloadable CSV files
  • Historical Data Details
    • BitMEX
    • Deribit
    • Binance USDT Futures
    • Binance COIN Futures
    • Binance Spot
    • FTX
    • OKX Futures
    • OKX Swap
    • OKX Options
    • OKX Spot
    • Huobi Futures
    • Huobi COIN Swaps
    • Huobi USDT Swaps
    • Huobi Global
    • Bitfinex Derivatives
    • Bitfinex
    • Coinbase Pro
    • Kraken Futures
    • Kraken
    • Bitstamp
    • Gemini
    • Bybit Derivatives
    • Bybit Spot
    • dYdX
    • WOO X
    • Kucoin Spot
    • Blockchain.com
    • Upbit
    • Phemex
    • Delta
    • AscendEX (BitMax)
    • FTX US
    • Binance US
    • Gate.io Futures
    • Gate.io
    • Bitnomial
    • Crypto.com
    • OKCoin
    • bitFlyer
    • HitBTC (high caps)
    • CoinFLEX (2.0)
    • Binance Jersey
    • Binance DEX
    • Poloniex
  • API
    • Getting Started
    • Python Client
    • Node.js Client
    • Tardis Machine Server
    • Instruments Metadata API
    • HTTP API Reference
  • Legal
    • Privacy Policy
    • Terms of Service
  • External Links
    • Public Roadmap
    • Open Source
    • Newsletter
    • Contact Us
    • Get API Key
    • Tardis.dev Home
Powered by GitBook
On this page
  • Downloadable CSV files
  • API Access and data format
  • Captured real-time channels
  • Market data collection details
Export as PDF
  1. Historical Data Details

Deribit

Deribit historical market data details - available data, coverage and data collection specifics

PreviousBitMEXNextBinance USDT Futures

Last updated 3 years ago

Deribit historical data for all it's instruments (including all options) is available since 2019-03-30.

Downloadable CSV files

data type

symbol

date

trades

BTC-PERPETUAL

2019-07-01

incremental_book_L2

BTC-PERPETUAL

2019-07-01

quotes

BTC-PERPETUAL

2019-07-01

book_snapshot_25

BTC-PERPETUAL

2019-07-01

derivative_ticker

BTC-PERPETUAL

2019-07-01

trades

OPTIONS

2020-03-01

quotes

OPTIONS

2020-03-01

options_chain

OPTIONS

2020-03-01

book_snapshot_25

OPTIONS

2020-03-01

liquidations

PERPETUALS

2021-09-01

How to download all Deribit datasets for all instruments

# requires Python >=3.6
# pip install tardis-dev

from tardis_dev import datasets, get_exchange_details
import logging

# optionally enable debug logs
# logging.basicConfig(level=logging.DEBUG)

exchange = 'deribit'
exchange_details = get_exchange_details(exchange)   

# iterate over and download all data for every symbol
for symbol in exchange_details["datasets"]["symbols"]:
    # alternatively specify datatypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
    # see available options https://docs.tardis.dev/downloadable-csv-files#data-types
    data_types = symbol["dataTypes"]  
    symbol_id = symbol["id"]
    from_date =  symbol["availableSince"]
    to_date = symbol["availableTo"]

    # skip groupped symbols
    if symbol_id in ['PERPETUALS', 'SPOT', 'FUTURES']:
        continue

    print(f"Downloading {exchange} {data_types} for {symbol_id} from {from_date} to {to_date}")

    # each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
    # see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
    datasets.download(
        exchange = exchange,
        data_types = data_types,
        from_date =  from_date,
        to_date = to_date,
        symbols = [symbol_id],
        # TODO set your API key here
        api_key = "YOUR_API_KEY",
        # path where CSV data will be downloaded into
        download_dir = "./datasets",
    )
// npm install tardis-dev
// requires node version >=12
const { downloadDatasets, getExchangeDetails } = require('tardis-dev')

;(async () => {
  const exchange = 'deribit'
  const exchangeDetails = await getExchangeDetails(exchange)

  // iterate over and download all data for every symbol
  for (const symbol of exchangeDetails.datasets.symbols) {
    // alternatively specify dataTypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
    // see available options https://docs.tardis.dev/downloadable-csv-files#data-types
    const dataTypes = symbol.dataTypes
    const symbolId = symbol.id

    const from = symbol.availableSince
    const to = symbol.availableTo

    // skip groupped symbols
    if (['PERPETUALS', 'SPOT', 'FUTURES'].includes(symbolId)) {
      continue
    }

    console.log(`Downloading ${exchange} ${dataTypes} for ${symbolId} from ${from} to ${to}`)

    // each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
    // see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
    await downloadDatasets({
      exchange,
      dataTypes,
      from,
      to,
      symbols: [symbolId],
      // TODO: set your API key here
      apiKey: 'YOUR_API_KEY',
      //  path where CSV data will be downloaded into
      downloadDir: './datasets'
    })
  }
})()
curl -o deribit_trades_2019-11-01_BTC-PERPETUAL.csv.gz https://datasets.tardis.dev/v1/deribit/trades/2019/11/01/BTC-PERPETUAL.csv.gz

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="deribit",
    from_date="2019-07-01",
    to_date="2019-07-02",
    filters=[Channel(name="book", symbols=["BTC-PERPETUAL"])]
  )

  # messages as provided by Deribit 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: 'deribit',
      from: '2019-07-01',
      to: '2019-07-02',
      filters: [{ channel: 'book', symbols: ['BTC-PERPETUAL'] }],
      apiKey: 'YOUR_API_KEY'
    });

    // messages as provided by Deribit 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/deribit?from=2019-07-01&filters=[{"channel":"book","symbols":["BTC-PERPETUAL"]}]&offset=0'

curl -g 'localhost:8000/replay?options={"exchange":"deribit","filters":[{"channel":"book","symbols":["BTC-PERPETUAL"]}],"from":"2019-07-01","to":"2019-07-02"}'

Captured real-time channels

book, perpetual, ticker, trades channels data was all collected with raw interval - no aggregation was applied.

Market data collection details

Deribit servers are located in Equinix LD4 (Slough, UK).

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

See full with datasets format spec, data samples and more.

that shows all available download options (download path customization, filenames conventions and more).

that shows all available download options (download path customization, filenames conventions and more).

See which allows downloading single file at once.

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 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.

During data collection integrity of order book incremental updates is being validated using provided by Deribit's real-time feed (prev_change_id) - in case of detecting missed message WebSocket connection is being restarted.

- available since 2019-12-31

- available since 2021-04-01

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

downloadable CSV files documentation
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
book
sequence numbers
trades
deribit_price_index
deribit_price_ranking
estimated_expiration_price
markprice.options
perpetual
ticker
quote
platform_state
deribit_volatility_index
Download sample
Download sample
Download sample
Download sample
Download sample
Download sample
Download sample
Download sample
Download sample
Download sample
https://api.tardis.dev/v1/exchanges/deribitapi.tardis.dev
See Deribit historical data coverage: available symbols, channels, date ranges and incidents
https://api.tardis.dev/v1/data-feeds/deribit?from=2019-07-01&filters=[{%22channel%22:%22book%22,%22symbols%22:[%22BTC-PERPETUAL%22]}]&offset=0api.tardis.dev
Example API response for Deribit historical market data request
Deribit API
See Deribit WebSocket API docs providing documentation for each captured channel's format
Market data collection infrastructure
HTTP API
See docs
See docs
datasets API reference