Market Data

Traditional cryptocurrency market data across spot, futures, and options markets delivered via Amazon S3 and Snowflake for comprehensive trading and analytics applications.

S3

Spot Market Data (S3)

Feature Type	Sample Files
OHLCV	Minutely • Hourly • Daily
Order Book Snapshots	Download
Order Book Events	Download
Tickers	Download
Trades	Download

Futures Market Data (S3)

Feature Type	Sample Files
Funding Rates	Download
Insurance Funds	Download
Liquidations	Download
Long/Short Ratio	Minutely • Hourly • Daily
OHLCV	Minutely • Hourly • Daily
Open Interest	Download
Order Book Snapshots	Download
Order Book Events	Download
Tickers	Download
Trades	Download

Options Market Data (S3)

Feature Type	Sample Files
Liquidations	Download
OHLCV	Minutely • Hourly • Daily
Open Interest	Download
Order Book Snapshots	Download
Order Book Updates	Download
Tickers	Download
Trades	Download

Snowflake Tables

All Snowflake tables are versioned. Below are the latest available versions.

Spot (Snowflake)

Available in the MARKET_SPOT schema.

Feature Type	Snowflake Table Name
OHLCV (daily)	OHLCV_DAILY_V1
OHLCV (hourly)	OHLCV_HOURLY_V1
OHLCV (minutely)	OHLCV_MINUTELY_V1
Order Book Events	ORDER_BOOK_EVENT_V1
Order Book Snapshots	ORDER_BOOK_SNAPSHOT_V1
Tickers	TICKER_V1
Trades	TRADE_V1

Futures (Snowflake)

Available in the MARKET_FUTURES schema.

Feature Type	Snowflake Table Name
Funding Rates	FUNDING_RATE_V1
Insurance Funds	INSURANCE_FUND_V1
Liquidations	LIQUIDATION_V1
Long/Short Ratio (daily)	LONG_SHORT_RATIO_DAILY_V1
Long/Short Ratio (hourly)	LONG_SHORT_RATIO_HOURLY_V1
Long/Short Ratio (minutely)	LONG_SHORT_RATIO_HOURLY_V1
OHLCV (daily)	OHLCV_DAILY_V1
OHLCV (hourly)	OHLCV_HOURLY_V1
OHLCV (minutely)	OHLCV_MINUTELY_V1
Open Interest	OPEN_INTEREST_V1
Order Book Events	ORDER_BOOK_EVENT_V1
Order Book Snapshots	ORDER_BOOK_SNAPSHOT_V1
Tickers	TICKER_V1
Trades	TRADE_V1

Options (Snowflake)

Available in the MARKET_OPTIONS schema.

Feature Type	Snowflake Table Name
Liquidations	LIQUIDATION_V1
OHLCV (daily)	OHLCV_DAILY_V1
OHLCV (hourly)	OHLCV_HOURLY_V1
OHLCV (minutely)	OHLCV_MINUTELY_V1
Open Interest	OPEN_INTEREST_V1
Order Book Events	ORDER_BOOK_EVENT_V1
Order Book Snapshots	ORDER_BOOK_SNAPSHOT_V1
Tickers	TICKER_V1
Trades	TRADE_V1

Data Field Descriptions

Spot Market Fields

Order Book Snapshots

Field	Description
exchange	The name of the exchange
pair	The name of the asset pair
exchangeTimestamp	The last bid/ask updated timestamp if provided by the exchange
isBid	Indicates if the order is a bid or ask: true for a bid and false for an ask
timestamp	The time at which the order book snapshot took place
receivedTimestamp	Timestamp when Amberdata received the order book snapshot
sequence	The sequence number provided by the exchange (null if not provided)
data	The order book data corresponding to the columns fields
maxPrice	The maximum price for the asset pair
minPrice	The minimum price for the asset pair

Spot Trades

Field	Description
exchange	The name of the exchange
pair	The name of the asset pair
exchangeTimestamp	The time at which the trade took place
tradeId	The exchange provided id of the trade
receivedTimestamp	The time Amberdata received the trade data
isBuySide	Indicates if the trade is a buy or sell: true for a buy and false for a sell
price	The price at which the asset was traded
size	The total amount of that asset that was traded

Spot OHLCV

Field	Description
exchange	The name of the exchange
pair	The name of the asset pair
exchangeTimestamp	The time at which the candle period starts
open	The opening price of the trading pair for the specified time period
high	The highest price of the trading pair during the specified time period
low	The lowest price of the trading pair during the specified time period
close	The closing price of the trading pair for the specified time period
volume	The total volume of the trading pair traded during the specified time period, in the base currency
quotedVolume	The total volume of the trading pair traded during the specified time period, in the quote currency
count	The total number of trades executed for the trading pair within the specified time period

Futures Market Fields

Funding Rates

Field	Description
exchange	The name of the exchange
instrument	The name of the instrument
exchangeTimestamp	The time at which the event occurred
fundingInterval	The funding interval for which data is available
fundingRate	The funding rate for which data is available
nextFundingRate	The next funding rate for which data is available
nextFundingTime	The next funding time for which data is available

Liquidations

Field	Description
exchange	The name of the exchange
instrument	The name of the instrument
exchangeTimestamp	The time at which the event occurred
timestamp	The time at which the liquidation occurred
orderId	The order identifier
price	The price of the instrument at the time of the liquidation
side	The direction of the trade
volume	The volume liquidated

Open Interest

Field	Description
exchange	The name of the exchange
instrument	The name of the instrument
exchangeTimestamp	The time at which the event occurred
type	The type of instrument
value	The total outstanding number of contracts

Options Market Fields

Options Trades

Field	Description
exchange	The name of the exchange
instrument	The name of the instrument
exchangeTimestamp	The time at which the event occurred
tradeId	The exchange provided id of the trade
isBuySide	true if the trade is a buy, false otherwise
price	The price at which the asset was traded
size	The total amount of that asset that was traded

Use Cases and Applications

Spot Market Applications

• Trading Strategy Development: Backtest strategies using historical spot market data
• Market Making: Analyze order book dynamics for algorithmic trading
• Price Discovery Research: Study how prices form across different exchanges
• Arbitrage Detection: Identify price differences across exchanges and timeframes
• Liquidity Analysis: Understand market depth and trading patterns

Futures Market Applications

• Funding Rate Analysis: Study perpetual swap funding patterns and arbitrage opportunities
• Liquidation Monitoring: Track large liquidation events and market impact
• Open Interest Tracking: Monitor position changes and market sentiment
• Risk Management: Calculate exposure and portfolio risk across futures positions
• Contango/Backwardation Studies: Analyze futures curve structures

Options Market Applications

• Volatility Analysis: Study implied volatility patterns and surfaces
• Options Flow Analysis: Track institutional and retail options activity
• Risk Management: Monitor Greeks exposure and hedge portfolios
• Strategy Backtesting: Test options strategies with historical data
• Market Structure Research: Understand options market efficiency and pricing

Integration Benefits

• Multi-Asset Analysis: Correlate spot, futures, and options data
• Cross-Exchange Research: Compare data across multiple exchanges
• Historical Depth: Years of tick-level data for robust analysis
• Real-time Applications: Fresh data for live trading and monitoring
• Academic Research: Clean datasets for empirical finance studies