Phase 3 · 2028 · planned, subject to a data agreement

Deribit

Deribit is planned for Phase 3, 2028, subject to a data agreement with Deribit. The plan covers perpetuals, dated futures and options chains with implied volatility and greeks, at every depth from L2 to L4.

Pre-register Venue reference

Phase32028

StatusPlannedsubject to agreement

Capture2regions

Matrix5of 6 columns

What we plan to offer on Deribit.

Coverage of Deribit begins once a data agreement with Deribit is in place, and the final scope follows that agreement.

SPOT · NOT PLANNEDSpot markets

Not planned at launch. Coverage starts with perpetuals, futures and options.

PERP · PLANNEDPerpetuals & futures

Inverse and USDC-margined perpetuals, dated futures and the options chain.

FUND · PLANNEDFunding

Funding with the 8-hour reference rate alongside the accrued amount.

L2 · PLANNEDL2 depth

Full-depth snapshots and deltas, merged across two regions by venue sequence number.

L3 · PLANNEDL3 order events

Order events normalized to add, modify, cancel and fill.

L4 · PLANNEDL4 attributed flow

L3 plus a participant id, if the data agreement with the venue includes participant-level data.

How we plan to capture Deribit.

Once a data agreement with Deribit is in place, we capture Deribit independently from two regions and merge the two streams by venue sequence number, as we do for every venue. Production capture starts at least 90 days before early access, so depth history covers three months or more on day one.

Venue type: Centralized derivatives exchange
Funding interval: Accrued continuously; 8-hour reference rate
Integrity: Venue sequence numbers, and book checksums where the feed includes them, verified at capture
Snapshots: A full-depth book snapshot at the top of every UTC hour (the 00:00 snapshot opens each daily file), plus the venue's own snapshots on reconnect, flagged with is_snapshot and snapshot_reason
Timestamps: Milliseconds in ts_exchange. ts_capture is int64 nanoseconds from a PTP-disciplined clock.
Regions: Two independent regions, assigned once the data agreement is in place
Participant id: Offered if the data agreement includes participant-level data

Market	venue_symbol	symbol
Inverse perpetual	`BTC-PERPETUAL`	`BTC-USD-INV-PERP`
USDC perpetual	`BTC_USDC-PERPETUAL`	`BTC-USDC-PERP`
Dated future	`BTC-25JUN27`	`BTC-25JUN27`
Option	`BTC-25JUN27-90000-C`	`BTC-25JUN27-90000-C`

BTC-PERPETUAL is inverse (quoted in USD, settled in BTC), so it maps to BTC-USD-INV-PERP. The USDC-margined contract is the linear one. The full rules are in symbology.

options_chain carries mark, bid and ask IV and delta, gamma, vega and theta next to the underlying index price.
Block trades are flagged with is_block = true in trades and kept out of candles by default.
Expiry settlement prices are recorded in mark_index on each expiry date.

Where history starts.

The history available for Deribit depends on the agreement with Deribit. Data we capture ourselves starts on the first day of production capture, which begins once that agreement is in place.

Table	Offered	History from	source	Note
`trades`	●	Per agreement	fdc_capture
`candles`	●	Per agreement	fdc_capture
`quotes`	●	Per agreement	fdc_capture
`book_l2`	●	Per agreement	fdc_capture
`book_l3`	●	Per agreement	fdc_capture
`book_l4`	●	Per agreement	fdc_capture	If the agreement includes participant-level data
`funding`	●	Per agreement	fdc_capture
`open_interest`	●	Per agreement	fdc_capture
`liquidations`	●	Per agreement	fdc_capture
`mark_index`	●	Per agreement	fdc_capture
`options_chain`	●	Per agreement	fdc_capture	If the agreement includes options data
`extended`	●	Per agreement	computed from fdc_capture
`instruments`	●	Per agreement	venue reference data
`gaps`	●	Per agreement	fdc_capture

History for Deribit follows the agreement with Deribit. Gaps that survive the two-region merge are listed in the gaps table and never filled. See data quality.

Derived fields on Deribit.

Extended fields are computed on ts_capture and published on a 100 ms grid. A field is available on a venue when its source data is.

Key	Name	From	Offered
`ofi_ml`	OFI-ML	L2	●
`vpin`	VPIN	trades	●
`queue`	QUEUE	L3	●
`cxl_fill`	CXL/FILL	L3	●
`resil`	RESIL	L2	●
`lambda`	LAMBDA	trades	●
`markout`	MARKOUT	trades	●
`part`	PART	L4	●

Query it.

The same calls work on every venue; only venue and symbol change. Endpoints go live with Phase 1, and the v1 spec is a draft until then.

from fdc import Client

fdc = Client(api_key="fdc_live_...")

# L4 order events with participant ids
book = fdc.book(
    venue="deribit",
    symbol="BTC-USD-INV-PERP",
    depth="L4",
    start="2028-05-02",
    end="2028-05-02T01:00:00",
)
df = book.to_polars()

# funding at every settlement, then live
funding = fdc.funding(venue="deribit", symbol="BTC-USD-INV-PERP",
                      start="2028-05-02", live=True)

curl -H "Authorization: Bearer fdc_live_..." \
  "https://api.financedatacloud.com/v1/book/l4?venue=deribit&symbol=BTC-USD-INV-PERP&start=2028-05-02T00:00:00Z&end=2028-05-02T00:05:00Z"

{"op":"subscribe","channel":"book_l4","venue":"deribit","symbol":"BTC-USD-INV-PERP"}

aws s3 cp \
  s3://fdc-archive/book_l4/venue=deribit/date=2028-05-02/BTC-USD-INV-PERP.parquet .

Python SDK REST API Bulk S3

Compare with.

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dYdX

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Shape what ships next.

Pre-registered partners vote on which venues and datasets ship first. Add Deribit to your pre-registration to register your interest.

EARLY ACCESS · PRE-SALE PRICINGPre-register for early access → DANIEL GARCIA · CEO & FOUNDERdaniel@financedatacloud.com →