How to Create Aggregated OHLCV Files Using Bitstamp Minute Data
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Educational Resources
We have listed several of our DeriBit / Options related educational articles with live python code examples to demonstrate how to access different aspects of the DeriBit API or perform a particular analysis or calculation. Articles are itemized below for your convenience:
Historical OHLC Volatility Index Data for BTC & ETH
There are two main volatility indices and we list both here for free: BTC and ETH. Deribit's Implied Volatility Index (DVOL) is constructed in the same manner as the more well-known VIX (which measures volatility of the stock market through options.) DVOL is "forward looking"; meaning that it measures the expected volatility of BTC (or ETH) over the next 30 days as calculated through option activity.DeriBit Futures OHLCV Data - Perpetuals and Monthly/Quarterlies
Symbol | Timeframe | First Date Available | Last Date Available | File Link |
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Symbol | Timeframe | First Date Available | Last Date Available | File Link |
BTC & ETH Options OHLCV Data - All Strikes and Puts/Calls in one file by Maturity
Historical Funding Data
The funding rate is a mechanism used to balance the price of the perpetual futures contract with the actual price of the underlying asset. It is determined by the difference between the contract price and the index price of the underlying asset, as well as the interest rate for the funding period. Funding Fates are balanced with periodic payments either to traders that are long or short based on the difference between perpetual contract markets and spot prices. Therefore, depending on open positions, traders will either pay or receive funding.How to Create Aggregated OHLCV Files Using Bitstamp Minute Data
How to Find Bitcoin's Expected Price Move Implied by the Options Market
Graphing the 25 Delta Risk Reversal Volatility Skew with Hourly Binance Options
Calculating & Interpreting the Implied Volatility Term Structure Spread
Developing a Long Short Term Memory (LSTM) AI Model for Bitcoin Price Prediction
Five Ways Cryptocurrency Derivatives Open Interest (OI) Can Change
Understanding OHLCV Tick Data Basics & Value as a Data Structure
Transform Binance Trade Prints into Tick OHLCV Data With Custom Tick Size in Python
Basic Scoring Methods of Machine Learning Classification Models
Training a SVM Model to Predict Next Day Positive or Negative Returns
3 Common Ways Market Manipulation Occurs in Cryptocurrency Markets
Maximal Extractable Value (MEV) Bots Profit Strategies Explained
Visualizing Bitcoin Implied Volatility Smile Using Live Data Feed
Understanding the difference between Option Volatility Smile & Skew
Bitcoin Spot vs BTC Quarterly Futures Basis Spread Analysis in Python
Comparing Historical Parkinson Volatility to Option Implied Volatility
Bitcoin Orderbook Volume & Statistical Properties for Best Bid/Ask