In this modern era, traffic congestion has become a major source of negative economic and environmental impact for urban areas worldwide. One of the most efficient ways to mitigate traffic congestion is through future traffic prediction. The field of traffic prediction has evolved greatly ever since its inception in the late 70s. Earlier studies mainly use classical statistical models such as ARIMA and its variants. Then, researchers started to focus on machine learning models due to their power and flexibility. As theoretical and technological advances emerge, we enter the era of deep neural network, which gained popularity due to its sheer prediction power which can be attributed to the complex and deep structure. Despite the popularity of deep neural network models in the field of traffic prediction, literature surveys of them are rare. In this work, we present an up to date survey of deep neural network for traffic prediction. We will provide a detailed explanation of popular deep neural network architectures commonly used in the traffic flow prediction literatures, categorize and describe the literatures themselves, present an overview of the commonalities and differences between the different work, and finally provide a discussion regarding the challenges and future directions for this field.