Feature Type | Sample Files |
---|---|
OHLCV | Minutely • Hourly • Daily |
Order Book Snapshots | Download |
Order Book Events | Download |
Tickers | Download |
Trades | Download |
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 |
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 |
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_SNAPSHOTT_V1 |
Tickers | TICKER_V1 |
Trades | TRADE_V1 |
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_SNAPSHOTT_V1 |
Tickers | TICKER_V1 |
Trades | TRADE_V1 |
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_SNAPSHOTT_V1 |
Tickers | TICKER_V1 |
Trades | TRADE_V1 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |