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 |
|---|
| 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