S3 Bulk Downloads
We offer Amazon S3 bulk downloads to retrieve massive historical datasets for select data types, delivered at the end of the day GMT time as a GZIP compressed JSON file.
Supported S3 Data Types
Spot Market |
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Order Book Updates |
Order Book Snapshots |
Trades |
Tickers |
DeFi and On-Chain S3 Downloads are coming soon.
Fields & Descriptions
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. |
exchangeTimestampNanoseconds | The nanosecond part of the exchangeTimestamp where applicable. |
tradeId | The exchange provided id of the trade. |
receivedTimestamp | The time Amberdata received the trade data. |
receivedTimestampNanoseconds | The nanosecond part of the receivedTimestamp. |
metadata | The metadata associated with 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. |
quoteSize | Quote size at the moment of trade |
size | The total amount of that asset that was traded. |
Spot - Order Book Snapshots
Field | Description |
---|---|
exchange | The name of the exchange. |
pair | The name of the asset pair. |
exchangeTimestamp | The time at which the order book snapshot took place. |
exchangeTimestampNanoseconds | The nanosecond part of the exchangeTimestamp where applicable. |
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. |
receivedTimestampNanoseconds | The nanosecond part of the receivedTimestamp. |
metadata | The metadata associated with the order book data. |
sequence | The sequence number provided by the exchange (equal to null if it is not provided by the exchange). |
data | The order book data corresponding to the columns fields. |
maxPrice | The maximum price for the asset pair. Any buy orders you submit higher than this price, will be clamped to this maximum. |
minPrice | The minimum price for the asset pair. Any sell orders you submit lower than this price will be clamped to this minimum. |
Spot - Order Book Events
Field | Description |
---|---|
exchange | The name of the exchange. |
pair | The name of the asset pair. |
exchangeTimestamp | The time at which the order book event took place. |
exchangeTimestampNanoseconds | The nanosecond part of the exchangeTimestamp where applicable. |
isBid | Indicates if the order is a bid or ask: true for a bid and false for an ask. |
receivedTimestamp | Timestamp when Amberdata received order book event. |
receivedTimestampNanoseconds | The nanosecond part of the receivedTimestamp. |
timestamp | Timestamp when Amberdata received order book event. |
metadata | The metadata associated with the order book data. |
sequence | The sequence number provided by the exchange (equal to null if it is not provided by the exchange). |
data | The order book data corresponding to the columns fields. |
Spot - Tickers
Field | Description |
---|---|
exchange | The name of the exchange. |
pair | The name of the asset pair. |
timestamp | The time at which the event occurred. |
timestampNanoseconds | The nanosecond part of the timestamp where applicable. |
exchangeTimestamp | The time at which the event occurred. |
exchangeTimestampNanoseconds | The nanosecond part of the exchangeTimestamp where applicable. |
receivedTimestamp | Timestamp when Amberdata received the ticker data. |
receivedTimestampNanoseconds | The nanosecond part of the receivedTimestamp. |
metadata | The metadata associated with the ticker data. |
sequence | The sequence number provided by the exchange (equal to null if it is not provided by the exchange). |
ask | The ask price of the market pair. |
askVolume | It represents the requested order size of all best asks. |
bid | The bid price of the market pair. |
bidVolume | It represents the requested order size of all best bids. |
last | The last price of the market pair. |
mid | The mid price of the market pair. |
Updated 8 days ago