Validated Deribit market data
Request Deribit historical datasets and replay-ready packages with explicit completeness, timing provenance, order-book validation, and transparent confidence states.
Often requested for derivatives workflows, simulator inputs, and deeper market-context analysis where replay fidelity matters.
orderTimeexchange-side event timereceiveTimeclient-side packet receive timecrossConnectExchangeNameReceiveTimecross-connect timing layerKeep timing provenance visible. Low-latency language matters only when the time chain is explicit and observable.
Why this landing page exists
These pages are meant to qualify real demand for Deribit datasets quickly. The point is to get a precise request for symbols, channels, date range, and use case - then scope the right sample, manifest, or pilot discussion.
Datasets are scoped by exchange, symbols, channels, and time range - with visible coverage, gap markers, and manifest-level truth.
Keep exchange time, receive time, and normalized time distinct so timing-sensitive workflows are grounded in observable provenance.
Book reconstruction is treated as a product surface, not a hidden internal calculation. Confidence and degradation states stay visible.
Use the same historical slice for simulation, QA, post-trade analysis, and research without losing the event structure that matters.
Who usually asks
Tell us which Deribit instruments, channels, and historical window matter most to your workflow.
Historical data framework
The older project vision still works well as a landing-page frame: demand is rarely about access alone. Buyers usually care about scope, usable depth, and whether the dataset can actually be trusted.
Python example
Show a direct replay example, then point to the full docs. For non-Binance scopes, buyers can swap the exchange and symbols after the first conversation.
# see full docs at https://docs.marketdata.trade/api/python
# pip install marketdata.trade
import asyncio
from marketdata.trade import MarketDataClient, Stream
marketdata_client = MarketDataClient(api_key="<YOUR_API_KEY>")
async def replay():
events = marketdata_client.replay(
exchange="binance",
from_date="2024-02-29",
to_date="2024-03-30",
filters=[Stream(name="book", symbols=["BTC-USDT"])]
)
async for receive_binance_timestamp, message in events:
print(message)
asyncio.run(replay())Request Deribit data
No long generic demo call needed. Send the exact scope you care about and the next step can stay concrete.