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
| Time | Present? | Meaning |
|---|---|---|
| creation_timestamp | Yes | Per instrument |
| underlying_price | Options | Used for IV |
| Retrieval time | No | Record it |
| Spread of timestamps | Derived | Snapshot coherence |
Compare Crypto Options Chain Data across Binance, Bybit, OKX and Hyperliquid markets.
Open markets in ChartsPodWhat to record yourself
| Field to store | Why |
|---|---|
| creation_timestamp | Event time |
| underlying_price | Per-instrument context |
| received_at | Delay |
| max − min timestamp | Coherence check |
| expiry | Grouping |
Example
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.
Check Crypto Options Chain Data against a live market before relying on it.
Try it in ChartsPodQuestions 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.
- 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.