Deribit Futures historical trade data

Deribit Futures historical trade data since 2017-01-06, available through SQL or REST in one unified schema and checked every day against Deribit's own data.

Koinju provides Deribit Futures trades and OHLCV candles for all markets since 2017-01-06, under the exchange ID deribit-future. This page explains what that gives you compared with Deribit's own API, how we collect the data, and how we verify that no trades are missed.

How far back you can query depends on your plan: see Pricing. Every exchange and its start date is listed on Coverage.

Why use Koinju for Deribit data

• Full history in one place. Deribit's real-time feed only delivers trades from the moment you subscribe, and its REST API returns past trades up to 1,000 per request (Deribit docs). Koinju provides it as one continuous history since 2017-01-06, aligned to UTC days and queryable for any period through SQL or REST.

• One schema across exchanges. Unified symbols and columns across every exchange we cover, Deribit included, so the same query works on all of them.

• Checked against Deribit's own data. Every day, each market's volume is compared with Deribit's own candles and any missing trades are added.

• Faithful to Deribit. Deribit's own trade IDs and trade times.

At a glance

Property	Value
Exchange ID	deribit-future
Historical data since	2017-01-06
Data types	Public trades, OHLCV
Collected from	Deribit's real-time WebSocket, trades channel (trades.<instrument>.100ms)
Volume check	Every day, against Deribit's 2-hour candles, summed per UTC day

How we collect Deribit trades

• Deribit's trades channel. We subscribe to Deribit's trades channel (trades.<instrument>.100ms) for every futures market Deribit lists as active. Deribit sends trade notifications every 100 milliseconds, and each trade is stored as its own row with Deribit's own trade ID.

• New listings picked up automatically. The market list is refreshed every minute, and new markets are subscribed without a restart.

• Active redundancy. Every market is collected twice, by two collectors running in parallel. If one connection drops, it reconnects and resubscribes automatically while the other keeps collecting trades. Both copies of a trade share one key (exchange, market and trade ID), so the second copy is dropped before storage, and anything missed is recovered by the checks below.

• Deribit's timestamps. A trade's timestamp is the trade time reported by Deribit, not the time we received it.

From Deribit's message to your data

Each trade Deribit publishes is stored as one row, with Deribit's fields mapped to the same columns used for every exchange:

Deribit field	Koinju column	Notes
instrument_name	market	Koinju's universal symbol, for example BTC-USD-PERP-INV (inverse) or BTC-USDC-PERP (linear)
trade_id	trade_id	Deribit's own trade ID
price	price	Deribit's trade price
amount	quantity	In USD for perpetual and inverse futures, in the base currency for linear futures, as Deribit publishes it
direction	side	buy or sell: the taker's direction, as Deribit publishes it
timestamp	timestamp	Deribit's trade time, in milliseconds

How we verify that no Deribit trades are missed

Volume check against Deribit's own candles

The reference is Deribit's own 2-hour candles: the twelve candles of each UTC day are summed. A candle is only final once its period has closed, so each day is checked the morning after, against Deribit's final figures for that day. The daily rhythm follows the reference data rather than an arbitrary time window.

1. Compare. Each market's volume for the UTC day is compared with the sum of Deribit's twelve 2-hour candles. Markets where our volume is lower than Deribit's go to step 2.

2. Add. For those markets, the comparison is repeated hour by hour. The trades of the hours that differ are fetched from Deribit's REST API, and only trades we do not already hold are added.

3. Re-check. The whole comparison runs again on the updated data, and any difference that remains is flagged for review.

A day is marked as checked only after all three steps complete. If any step fails, the day stays open and is retried on the next run.

Deribit-specific details

• Twelve 2-hour candles per day. Deribit's 2-hour candles (resolution=120) start on even UTC hours, so twelve of them cover exactly the UTC day of our daily total.

• The exact figure compared. Deribit counts candle volume in the base currency, while a perpetual or inverse futures trade's amount is in USD. For those markets we convert each trade's amount to the base currency (amount ÷ price) before summing. Linear futures are compared directly.

Access Deribit data

• Public trades: every trade, through SQL (api.trade) or REST, with exchange = 'deribit-future'.

• OHLCV: candles for every market.

• Market list: all deribit-future markets and their symbols.

• How to connect: SQL, REST and client setup.

FAQ

Which timestamp does Koinju store?

The trade time reported by Deribit.

Which Deribit Futures markets are included?

Every futures market Deribit lists as active. The market list is refreshed every minute, so a new listing is subscribed within a minute of appearing in Deribit's market list.