Retrieves historical delivery prices for a given index. Delivery prices are the settlement prices used when futures or options contracts expire and are settled.
Results can be paginated using the offset and count parameters. Optionally, results can be limited to a date range using start_timestamp and end_timestamp — each is mapped to the UTC calendar date of the delivery and both bounds are inclusive; records_total reflects the filtered set. This method is useful for analyzing historical settlement prices and understanding how contracts have been settled over time.
📖 Related Article: Options Data Collection Best Practices
Request
- Base URLhttps://test.deribit.com/api/v2
- URLhttps://test.deribit.com/api/v2/public/get_delivery_prices
- Authnone declared
Query parameters
Index identifier, matches (base) cryptocurrency with quote currency
The offset for pagination, default - 0
Number of requested items, default - 10, maximum - 1000
The timestamp (milliseconds since the Unix epoch)
The earliest timestamp to return result from (milliseconds since the UNIX epoch)
The timestamp (milliseconds since the Unix epoch)
The most recent timestamp to return result from (milliseconds since the UNIX epoch)
Response
Success response
Example response
{
"result": {
"records_total": 120,
"data": [
{
"date": "2019-11-24"
}
]
}
}Changes
- info
added the new optional
queryrequest parameterend_timestamp - info
added the new optional
queryrequest parameterstart_timestamp
- info