Deribit
Deribit historical market data details - available data, coverage and data collection specifics
Last updated
Deribit historical market data details - available data, coverage and data collection specifics
Last updated
Deribit historical data for all it's instruments (including all options) is available since 2019-03-30.
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
book, perpetual, ticker, trades
channels data was all collected with raw
interval - no aggregation was applied.
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.