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Deribit Data Issue?

Paul Nash

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I'm just getting started, so forgive me if this is a question already answered...

I loaded version yesterday. I set-up a quick test account and key for deribit, and I created a quick script. I asked for a year worth of historical data and the load worked fine. I was able to test the script on the perpetual contract and everything was great.

I then wanted to see how the settings would run using the btc/usd instrument, so I made the change. I still had the year's worth of data set in the properties window. But I was only able to get two days worth of data from the server on the btc/usd pair. I tried to force a load of historical data by disconnecting and connecting, and also changing my historical time in the properties window. Still only two days loaded.

Since that wasn't working, I tried to go back to the perpetual futures contract, and now I only have two days loaded on this instrument as well. I can't seem to make any change to trigger an historical load of data. Now I'm stuck at only two days. I also tried to change the number of trades downloaded in the deribit connector window but that doesn't do it either.

Any suggestions. THANK YOU.

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Hi Alexey-

My use initial date checkbox is checked. And my interval period is set to minutes. 

Strange thing. I am running this on a laptop, and I went to bed last night...closed the laptop down and was looking forward to your reply this morning. When I got up my Deribit connector showed disconnected but the chart had data back to 2018. I tried to go back to btc/usd and got the same 2 day result as yesterday. But this time when I went back to the btcPerpetual, I got the full data from 2018. It's possible that I wasted your time and Deribit is not sending info on a timely basis. The software seems to be working fine but the data feed is sporadic.

I will keep you posted, but It looks like I am good to go for now. THANK YOU!

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