Documentation Index
Fetch the complete documentation index at: https://docs.amberdata.io/llms.txt
Use this file to discover all available pages before exploring further.
Traditional cryptocurrency market data across spot, futures, and options markets delivered via Amazon S3 and Snowflake for comprehensive trading and analytics applications.
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
