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.

See Deribit historical data coverage: available symbols, channels, date ranges and incidents

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.

Captured real-time channels

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

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

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
Python
# 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())

See Python client docs.

Node.js
// 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();

See Node.js client docs.

cURL & HTTP API
curl -g 'https://api.tardis.dev/v1/data-feeds/deribit?from=2019-07-01&filters=[{"channel":"book","symbols":["BTC-PERPETUAL"]}]&offset=0'

See HTTP API docs.

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

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.

Downloadable CSV files

See CSV data exports.

Official Deribit API docs

Deribit WebSocket API docs

Deribit servers are located in OVH datacenter SBG (Strasbourg, France).