DATA · OPTIONS CHAIN TIMING

Crypto Options Chain Data: Event Time vs Retrieval Time

An options chain is assembled from many instruments. Each summary carries a creation timestamp; a chain built from reads seconds apart isn't one snapshot.

Short answer

Deribit's book summaries include creation_timestamp (milliseconds) per instrument. When building a chain from several requests or a large response, check that timestamps are close together; in fast markets, strikes read seconds apart reflect different underlying prices. Record your retrieval time, the underlying price used for each instrument's IV, and drop or flag instruments outside a tolerance.

Which times the data carries

TimePresent?Meaning
creation_timestampYesPer instrument
underlying_priceOptionsUsed for IV
Retrieval timeNoRecord it
Spread of timestampsDerivedSnapshot coherence

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What to record yourself

Field to storeWhy
creation_timestampEvent time
underlying_pricePer-instrument context
received_atDelay
max − min timestampCoherence check
expiryGrouping
Options Chain: a stored recordOptions Chain: a stored record: creation_timestamp — Event time; underlying_price — Per-instrument context; received_at — Delay; max − min timestamp — Coherence check; expiry — Grouping.creation_timestampEvent timeunderlying_pricePer-instrument contextreceived_atDelaymax − min timestampCoherence checkexpiryGrouping
Every options chain row carries its own clock. Original ChartsPod editorial graphic.

Example

Options Chain: event vs retrieval (illustrative)Options Chain: event vs retrieval (illustrative): 12:00:00.1: Near strikes read; 12:00:04.8: Far strikes read; MOVE: Underlying +0.4% between; SMILE: Distorted.12:00:00.1Near strikes read12:00:04.8Far strikes readMOVEUnderlying +0.4% betweenSMILEDistorted
Two clocks, one record. Original ChartsPod editorial graphic.

Illustrative: a smile built from reads 4.7 seconds apart during a move showed a kink that vanished when rebuilt from a single coherent snapshot.

Related: Crypto Options Chain Data: Null vs Zero - Handle Missing Fields Correctly, Crypto Options Implied Volatility: Event Time vs Retrieval Time.

Record your retrieval time, the underlying price used for each instrument's IV, and drop or flag instruments outside a tolerance.

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Questions readers ask

Does Deribit timestamp book summaries?

Yes, creation_timestamp per instrument.

Why check timestamp spread?

A chain should be one moment.

What else to store?

Underlying price per instrument.

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_book_summary_by_currency — creation_timestamp (ms) per summary.

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.