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 TypeSample Files
OHLCVMinutelyHourlyDaily
Order Book SnapshotsDownload
Order Book EventsDownload
TickersDownload
TradesDownload

Futures Market Data (S3)

Feature TypeSample Files
Funding RatesDownload
Insurance FundsDownload
LiquidationsDownload
Long/Short RatioMinutelyHourlyDaily
OHLCVMinutelyHourlyDaily
Open InterestDownload
Order Book SnapshotsDownload
Order Book EventsDownload
TickersDownload
TradesDownload

Options Market Data (S3)

Feature TypeSample Files
LiquidationsDownload
OHLCVMinutelyHourlyDaily
Open InterestDownload
Order Book SnapshotsDownload
Order Book UpdatesDownload
TickersDownload
TradesDownload

Snowflake Tables

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

Spot (Snowflake)

Available in the MARKET_SPOT schema.
Feature TypeSnowflake Table Name
OHLCV (daily)OHLCV_DAILY_V1
OHLCV (hourly)OHLCV_HOURLY_V1
OHLCV (minutely)OHLCV_MINUTELY_V1
Order Book EventsORDER_BOOK_EVENT_V1
Order Book SnapshotsORDER_BOOK_SNAPSHOTT_V1
TickersTICKER_V1
TradesTRADE_V1

Futures (Snowflake)

Available in the MARKET_FUTURES schema.
Feature TypeSnowflake Table Name
Funding RatesFUNDING_RATE_V1
Insurance FundsINSURANCE_FUND_V1
LiquidationsLIQUIDATION_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 InterestOPEN_INTEREST_V1
Order Book EventsORDER_BOOK_EVENT_V1
Order Book SnapshotsORDER_BOOK_SNAPSHOTT_V1
TickersTICKER_V1
TradesTRADE_V1

Options (Snowflake)

Available in the MARKET_OPTIONS schema.
Feature TypeSnowflake Table Name
LiquidationsLIQUIDATION_V1
OHLCV (daily)OHLCV_DAILY_V1
OHLCV (hourly)OHLCV_HOURLY_V1
OHLCV (minutely)OHLCV_MINUTELY_V1
Open InterestOPEN_INTEREST_V1
Order Book EventsORDER_BOOK_EVENT_V1
Order Book SnapshotsORDER_BOOK_SNAPSHOTT_V1
TickersTICKER_V1
TradesTRADE_V1

Data Field Descriptions

Spot Market Fields

Order Book Snapshots

FieldDescription
exchangeThe name of the exchange
pairThe name of the asset pair
exchangeTimestampThe last bid/ask updated timestamp if provided by the exchange
isBidIndicates if the order is a bid or ask: true for a bid and false for an ask
timestampThe time at which the order book snapshot took place
receivedTimestampTimestamp when Amberdata received the order book snapshot
sequenceThe sequence number provided by the exchange (null if not provided)
dataThe order book data corresponding to the columns fields
maxPriceThe maximum price for the asset pair
minPriceThe minimum price for the asset pair

Spot Trades

FieldDescription
exchangeThe name of the exchange
pairThe name of the asset pair
exchangeTimestampThe time at which the trade took place
tradeIdThe exchange provided id of the trade
receivedTimestampThe time Amberdata received the trade data
isBuySideIndicates if the trade is a buy or sell: true for a buy and false for a sell
priceThe price at which the asset was traded
sizeThe total amount of that asset that was traded

Spot OHLCV

FieldDescription
exchangeThe name of the exchange
pairThe name of the asset pair
exchangeTimestampThe time at which the candle period starts
openThe opening price of the trading pair for the specified time period
highThe highest price of the trading pair during the specified time period
lowThe lowest price of the trading pair during the specified time period
closeThe closing price of the trading pair for the specified time period
volumeThe total volume of the trading pair traded during the specified time period, in the base currency
quotedVolumeThe total volume of the trading pair traded during the specified time period, in the quote currency
countThe total number of trades executed for the trading pair within the specified time period

Futures Market Fields

Funding Rates

FieldDescription
exchangeThe name of the exchange
instrumentThe name of the instrument
exchangeTimestampThe time at which the event occurred
fundingIntervalThe funding interval for which data is available
fundingRateThe funding rate for which data is available
nextFundingRateThe next funding rate for which data is available
nextFundingTimeThe next funding time for which data is available

Liquidations

FieldDescription
exchangeThe name of the exchange
instrumentThe name of the instrument
exchangeTimestampThe time at which the event occurred
timestampThe time at which the liquidation occurred
orderIdThe order identifier
priceThe price of the instrument at the time of the liquidation
sideThe direction of the trade
volumeThe volume liquidated

Open Interest

FieldDescription
exchangeThe name of the exchange
instrumentThe name of the instrument
exchangeTimestampThe time at which the event occurred
typeThe type of instrument
valueThe total outstanding number of contracts

Options Market Fields

Options Trades

FieldDescription
exchangeThe name of the exchange
instrumentThe name of the instrument
exchangeTimestampThe time at which the event occurred
tradeIdThe exchange provided id of the trade
isBuySidetrue if the trade is a buy, false otherwise
priceThe price at which the asset was traded
sizeThe 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