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DATA · OPTIONS TRADES TIMING

Crypto Options Trade Data: Event Time vs Retrieval Time

Each options trade has a millisecond timestamp and a sequence number. Retrieval batches and default counts can hide trades you didn't fetch.

By ChartsPod Editorial Team · Reviewed by ChartsPod Research
Published · Updated · 5 min read

Short answer

Deribit trades include timestamp (ms), trade_seq per instrument, taker direction, price, iv and index_price at the trade. The endpoint returns 10 trades by default (max 1,000) with has_more. Use timestamp for event time, trade_seq to detect missing trades, and record retrieval time for each batch. index_price on each trade gives the underlying at that moment — use it rather than a later spot price.

Which times the data carries

TimePresent?Meaning
timestampYesTrade time
trade_seqYesGap detection
index_priceYesUnderlying at trade
has_moreYesPagination

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What to record yourself

Field to storeWhy
timestampEvent time
trade_seqContinuity
index_priceContext
received_atBatch time
has_moreCompleteness
Options Trades: a stored recordOptions Trades: a stored record: timestamp — Event time; trade_seq — Continuity; index_price — Context; received_at — Batch time; has_more — Completeness.timestampEvent timetrade_seqContinuityindex_priceContextreceived_atBatch timehas_moreCompleteness
Every options trades row carries its own clock. Original ChartsPod editorial graphic.

Example

Options Trades: event vs retrieval (illustrative)Options Trades: event vs retrieval (illustrative): BATCH 1: 10 trades (default); has_more: true; GAP: trade_seq jumps; FIX: Paginate.BATCH 110 trades (default)has_moretrueGAPtrade_seq jumpsFIXPaginate
Two clocks, one record. Original ChartsPod editorial graphic.

Illustrative: a flow analysis used one default batch of 10 trades and missed 140 more in the same hour; has_more was true.

Related: Crypto Options Trade Data: Null vs Zero - Handle Missing Fields Correctly, Options Taker-Premium Flows in Crypto: How to Read the Data With Price Context.

index_price on each trade gives the underlying at that moment — use it rather than a later spot price.

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Questions readers ask

What time does a Deribit trade have?

A millisecond timestamp.

How do I detect missing trades?

trade_seq gaps and has_more.

Which underlying price?

index_price on the trade.

Sources and methodology

Field definitions come from DEX Screener's API reference and CoinGecko's onchain API documentation, read 17 October 2026. Where a schema doesn't document a timestamp, this guide says so and recommends recording retrieval time yourself.

  1. Deribit API: get_last_trades_by_instrument — timestamp (ms) per trade; trade_seq.

This article explains research tools and workflows. It is not financial advice, does not recommend buying or selling any asset and does not predict prices. Crypto derivatives carry a risk of rapid and total loss of margin.

CHARTSPOD EDITORIAL EDITION · RESEARCH AND EDUCATION ONLY · NOT FINANCIAL ADVICE.