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contango_and_cash


Total Posts: 119
Joined: Sep 2015
 
Posted: 2020-05-04 02:25
hope everyone is well. holed up burning some time on projects I've had on the list.

I am looking to source some historical deribit (BTC/ETH expires options) data. I know the vendors who'll sell this stuff to me.

my remote access blew up to a home box but i can trade some historical etf option or futures data (although my end of the bargain would be delivered with a delay).

hoping there's a friendly in this community.

thanks

nikol


Total Posts: 1063
Joined: Jun 2005
 
Posted: 2020-05-04 08:02
Deribit Api / Tradingview 1 min over 1 year data is ok?
I'm not sure about options though. Especially about strikes, maturities.

contango_and_cash


Total Posts: 119
Joined: Sep 2015
 
Posted: 2020-05-04 20:03
Thanks for the reply. Specifically looking for options (strikes, mats/ttm, etc). I don't need the data to be super clean.

nikol


Total Posts: 1063
Joined: Jun 2005
 
Posted: 2020-05-04 21:14
hm. i managed to get all you need. you can try as well

this runs from cmd

curl -X GET "https://www.deribit.com/api/v2/public/get_tradingview_chart_data?instrument_name=BTC-29MAY20-8000-P&resolution=1&start_timestamp=1585702800000&end_timestamp=1588208400000" -H "Content-Type: application/json"

for the list of options, in browser:

https://www.deribit.com/api/v2/public/getsummary?instrument=options

Wrap it into something more algorithmic.

contango_and_cash


Total Posts: 119
Joined: Sep 2015
 
Posted: 2020-05-21 21:25
Thanks Nikol.

Generally, I audibled and solved the same problem via ledgerX.
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