> ## 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. # 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](https://amberdata-samples.s3.amazonaws.com/market/spot/ohlcv/minutely/2026-02-15.gdax.btc_usd.00.parquet) • [Hourly](https://amberdata-samples.s3.amazonaws.com/market/spot/ohlcv/hourly/2026-02-15.gdax.btc_usd.00.parquet) • [Daily](https://amberdata-samples.s3.amazonaws.com/market/spot/ohlcv/daily/2026-02-15.gdax.btc_usd.00.parquet) | | Order Book Snapshots | [Download](https://amberdata-samples.s3.amazonaws.com/market/spot/order-book-snapshots/2026-02-15.gdax.btc_usd.00.parquet) | | Order Book Events | [Download](https://amberdata-samples.s3.amazonaws.com/market/spot/order-book-updates/2026-02-15.gdax.btc_usd.00.parquet) | | Tickers | [Download](https://amberdata-samples.s3.amazonaws.com/market/spot/tickers/2026-02-15.kraken.btc_usd.00.parquet) | | Trades | [Download](https://amberdata-samples.s3.amazonaws.com/market/spot/trades/2026-02-15.gdax.btc_usd.00.parquet) | #### Futures Market Data (S3) | Feature Type | Sample Files | | -------------------- | ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Funding Rates | [Download](https://amberdata-samples.s3.amazonaws.com/market/futures/funding-rates/2026-02-15.binance.BTCUSDT.00.parquet) | | Insurance Funds | [Download](https://amberdata-samples.s3.amazonaws.com/market/futures/insurance-funds/2026-02-15.okex.BTC-USD.00.parquet) | | Liquidations | [Download](https://amberdata-samples.s3.amazonaws.com/market/futures/liquidations/2026-02-15.binance.BTCUSDT.00.parquet) | | Long/Short Ratio | [Minutely](https://amberdata-samples.s3.amazonaws.com/market/futures/long-short-ratio/minutely/2026-02-15.binance.BTCUSDT.00.parquet) • [Hourly](https://amberdata-samples.s3.amazonaws.com/market/futures/long-short-ratio/hourly/2026-02-15.binance.BTCUSDT.00.parquet) • [Daily](https://amberdata-samples.s3.amazonaws.com/market/futures/long-short-ratio/daily/2026-02-15.binance.BTCUSDT.00.parquet) | | OHLCV | [Minutely](https://amberdata-samples.s3.amazonaws.com/market/futures/ohlcv/minutely/2026-02-15.binance.BTCUSD_PERP.00.parquet) • [Hourly](https://amberdata-samples.s3.amazonaws.com/market/futures/ohlcv/hourly/2026-02-15.binance.BTCUSD_PERP.00.parquet) • [Daily](https://amberdata-samples.s3.amazonaws.com/market/futures/ohlcv/daily/2026-02-15.binance.BTCUSD_PERP.00.parquet) | | Open Interest | [Download](https://amberdata-samples.s3.amazonaws.com/market/futures/open-interest/2026-02-15.deribit.BTC-PERPETUAL.00.parquet) | | Order Book Snapshots | [Download](https://amberdata-samples.s3.amazonaws.com/market/futures/order-book-snapshots/2026-02-15.deribit.BTC-20FEB26.00.parquet) | | Order Book Events | [Download](https://amberdata-samples.s3.amazonaws.com/market/futures/order-book-updates/2026-02-15.binance.BTCUSDT.00.parquet) | | Tickers | [Download](https://amberdata-samples.s3.amazonaws.com/market/futures/tickers/2026-02-15.deribit.BTC-PERPETUAL.00.parquet) | | Trades | [Download](https://amberdata-samples.s3.amazonaws.com/market/futures/trades/2026-02-15.deribit.BTC-PERPETUAL.00.parquet) | #### Options Market Data (S3) | Feature Type | Sample Files | | -------------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | Liquidations | [Download](https://amberdata-samples.s3.amazonaws.com/market/options/liquidations/2026-02-15.deribit.ETH-16FEB26-2075-P.00.parquet) | | OHLCV | [Minutely](https://amberdata-samples.s3.amazonaws.com/market/options/ohlcv/minutely/2026-02-15.deribit.BTC-15FEB26-69000-C.00.parquet) • [Hourly](https://amberdata-samples.s3.amazonaws.com/market/options/ohlcv/hourly/2026-02-15.deribit.BTC-15FEB26-69000-C.00.parquet) • [Daily](https://amberdata-samples.s3.amazonaws.com/market/options/ohlcv/daily/2026-02-15.deribit.BTC-17FEB26-69000-C.00.parquet) | | Open Interest | [Download](https://amberdata-samples.s3.amazonaws.com/market/options/open-interest/2026-02-15.deribit.BTC-17FEB26-65000-C.00.parquet) | | Order Book Snapshots | [Download](https://amberdata-samples.s3.amazonaws.com/market/options/order-book-snapshots/2026-02-15.deribit.BTC-18FEB26-72000-C.00.parquet) | | Order Book Updates | [Download](https://amberdata-samples.s3.amazonaws.com/market/options/order-book-updates/2026-02-15.deribit.BTC-18FEB26-72000-C.00.parquet) | | Tickers | [Download](https://amberdata-samples.s3.amazonaws.com/market/options/tickers/2026-02-15.deribit.BTC-18FEB26-71000-P.00.parquet) | | Trades | [Download](https://amberdata-samples.s3.amazonaws.com/market/options/trades/2026-02-15.deribit.BTC-25SEP26-70000-P.00.parquet) | ## 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