Market Data - S3 Datasets

Dataset Type	Dataset Name	Sample Files
Spot	Order Book Snapshots	Download
Spot	Order Book Events	Download
Spot	Tickers	Download
Spot	Trades	Download
Futures	Funding Rates	Download
Futures	Insurance Funds	Download
Futures	Liquidations	Download
Futures	Long/Short Ratio	Download (minutely) Download (hourly) Download (daily)
Futures	Order Book Snapshots	Download
Futures	Order Book Events	Download
Futures	Open Interest	Download
Futures	Tickers	Download
Futures	Trades	Download
Options	Liquidations	Download
Options	Open Interest	Download
Options	Order Book Snapshots	Download
Options	Order Book Updates	Download
Options	Tickers	Download
Options	Trades	Download

DeFi Data - S3 Datasets

Dataset Type	Dataset Name	Sample Files
DEX	Trades	Download
DEX	Liquidity	Download
Lending	Protocol Events	Download (Aave v3 - Arbitrum) Download (Aave v2 - Avalanche) Download (Aave v3 - Avalanche) Download (Aave v2 - Ethereum) Download (Aave v3 - Ethereum) Download (Compound v2 - Ethereum) Download (MakerDAO v2 - Ethereum) Download (Aave v3 - Optimism)
Lending	Daily Asset Metrics	Download (Aave v3 - Arbitrum) Download (Compound v3 - Arbitrum) Download (Aave v2 - Avalanche) Download (Aave v3 - Avalanche) Download (Aave v2 - Ethereum) Download (Aave v3 - Ethereum) Download (Compound v2 - Ethereum) Download (Compound v3 - Ethereum) Download (MakerDAO - Ethereum) Download (Aave v3 - Optimism) Download (Compound v3 - Polygon)
Lending	Daily Protocol Metrics	Download (Aave v3 - Arbitrum) Download (Compound v3 - Arbitrum) Download (Aave v2 - Avalanche) Download (Aave v3 - Avalanche) Download (Aave v2 - Ethereum) Download (Aave v3 - Ethereum) Download (Compound v2 - Ethereum) Download (Compound v3 - Ethereum) Download (MakerDAO - Ethereum) Download (Aave v3 - Optimism) Download (Compound v3 - Polygon)
Lending	Daily Stablecoin Metrics	Download (Aave v3 - Arbitrum) Download (Compound v3 - Arbitrum) Download (Aave v2 - Avalanche) Download (Aave v3 - Avalanche) Download (Aave v2 - Ethereum) Download (Aave v3 - Ethereum) Download (Compound v2 - Ethereum) Download (Compound v3 - Ethereum) Download (MakerDAO - Ethereum) Download (Aave v3 - Optimism)

Blockchain Data - S3 Datasets

Dataset Type	Dataset Name	Sample Files
Mempool	Ethereum	Download
Mempool	Bitcoin	Download
Mempool	Litecoin	Download
Transactions	Bitcoin	Download

CME Only - S3 Datasets

Dataset Type	Dataset Name	Sample Files
Futures	Open Interest	Download (CME only)
Futures	Tickers	Download (CME only)
Futures	Trades	Download (CME only)
Options	Open Interest	Download (CME only)
Options	Tickers	Download (CME only)
Options	Trades	Download (CME only)

Fields & Descriptions

Market Data

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.

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. NOTE: This is an optional field whose value may or may not be provided by the exchanges.
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 NOTE: This is an optional field whose value may or may not be provided by the exchanges.
size	The total amount of that asset that was traded.

Futures - Funding Rates

Field	Description
exchange	The name of the exchange.
instrument	The name of the instrument.
exchangeTimestamp	The time at which the event occurred.
exchangeTimestampNanoseconds	The nanosecond part of the exchangeTimestamp where applicable.
receivedTimestamp	Timestamp when Amberdata received the data.
receivedTimestampNanoseconds	The nanosecond part of the receivedTimestamp.
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.

Futures - Insurance Funds

Field	Description
exchange	The name of the exchange.
instrument	The name of the instrument.
exchangeTimestamp	The time at which the event occurred.
exchangeTimestampNanoseconds	The nanosecond part of the exchangeTimestamp where applicable.
receivedTimestamp	Timestamp when Amberdata received the data.
receivedTimestampNanoseconds	The nanosecond part of the receivedTimestamp.
fund	The fund of insurance fund.
underlying	The underlying asset for the instrument.

Futures - Liquidations

Field	Description
exchange	The name of the exchange.
instrument	The name of the instrument.
exchangeTimestamp	The time at which the event occurred.
exchangeTimestampNanoseconds	The nanosecond part of the exchangeTimestamp where applicable.
id
receivedTimestamp	Timestamp when Amberdata received the data.
receivedTimestampNanoseconds	The nanosecond part of the receivedTimestamp.
timestamp	The time at which the liquidation occurred.
action
orderId
price	The price of the instrument at the time of the liquidation.
side	The direction of the trade.
status	The status of the liquidation.
timeInForce	How long the order is to remain active before it is executed or expires, for example: - IOC: immediate-or-cancel - FOK: fill-or-kill - GTC: good-'till-canceled - etc.
type	The type of liquidation.
volume

Futures - Long/Short Ratio

Field	Description
exchange	The name of the exchange.
instrument	The name of the instrument.
exchangeTimestamp	The time at which the event occurred.
exchangeTimestampNanoseconds	The nanosecond part of the exchangeTimestamp where applicable.
receivedTimestamp	Timestamp when Amberdata received the data.
receivedTimestampNanoseconds	The nanosecond part of the receivedTimestamp.
period	The number of the period.
longAccount	The long account number ratio of all traders
ratio	The long/short account number ratio of all traders
shortAccount	The short account number ratio of all traders

Futures - Order Book Updates

Field	Description
exchange	The name of the exchange.
instrument	The name of the instrument.
exchangeTimestamp	The time at which the event occurred.
exchangeTimestampNanoseconds	The nanosecond part of the exchangeTimestamp where applicable.
isBid	`true` if the order is a bid, `false` otherwise.
receivedTimestamp	Timestamp when Amberdata received the data.
receivedTimestampNanoseconds	The nanosecond part of the receivedTimestamp.
timestamp	The time at which the event occurred.
sequence	The sequence number (equal to `null` if it is not provided by the exchange).
data	The order book data corresponding to the columns fields, aggregated by exchange.
status

Futures - Open Interest

Field	Description
exchange	The name of the exchange.
instrument	The name of the instrument.
exchangeTimestamp	The time at which the event occurred.
exchangeTimestampNanoseconds	The nanosecond part of the exchangeTimestamp where applicable.
receivedTimestamp	Timestamp when Amberdata received the data.
receivedTimestampNanoseconds	The nanosecond part of the receivedTimestamp.
type	The type of instrument.
value	The total outstanding number of contracts.

Futures - Tickers

Field	Description
exchange	The name of the exchange.
instrument	The name of the instrument.
timestamp	Timestamp when Amberdata received the data.
timestampNanoseconds	The nanosecond part of the timestamp.
exchangeTimestamp	The time at which the event occurred.
exchangeTimestampNanoseconds	The nanosecond part of the exchangeTimestamp where applicable.
receivedTimestamp	Timestamp when Amberdata received the data.
receivedTimestampNanoseconds	The nanosecond part of the receivedTimestamp.
sequence	The sequence number (equal to `null` if it is not provided by the exchange).
ask	The ask price for instrument.
askVolume	It represents the requested order size of all best asks.
baseVolume
bid	The bid price for instrument.
bidVolume	It represents the requested order size of all best bids.
last	The last price for instrument.
mid	The mid price for instrument.
quoteVolume
markPrice
lastVolume

Futures - Trades

Field	Description
exchange	The name of the exchange.
instrument	The name of the instrument.
exchangeTimestamp	The time at which the event occurred.
exchangeTimestampNanoseconds	The nanosecond part of the exchangeTimestamp where applicable.
tradeId	The exchange provided id of the trade.
receivedTimestamp	Timestamp when Amberdata received the data.
receivedTimestampNanoseconds	The nanosecond part of the receivedTimestamp.
timestamp	The time at which the event occurred.
isBuySide	`true` if the trade is a buy, `false` otherwise.
price	The price at which the asset was traded.
quoteVolume
volume	The total amount of that asset that was traded.
sequence
isLiquidation

Options - Liquidations

Field	Description
exchange
instrument
exchangeTimestamp
exchangeTimestampNanoseconds
id
volume
sequence
receivedTimestamp
receivedTimestampNanoseconds
metadata
action
orderId
price
side
status
timeInForce
type

Options - Open Interest

Field	Description
exchange
instrument
exchangeTimestamp
exchangeTimestampNanoseconds
receivedTimestamp
receivedTimestampNanoseconds
type
value

Options - Order Book Snapshots

Field	Description
exchange
instrument
exchangeTimestamp
exchangeTimestampNanoseconds
sequence
receivedTimestamp
receivedTimestampNanoseconds
metadata
stats
state
asks
askIv
bids
bidIv
bestAskAmount
bestAskPrice
bestBidAmount
bestBidPrice
estimatedDeliveryPrice
greeks
indexPrice
interestRate
lastPrice
lastPrice
markIv
markPrice
maxPrice
minPrice
openInterest
underlyingIndex
underlyingPrice

Options - Order Book Updates

Field	Description
exchange
instrument
exchangeTimestamp
exchangeTimestampNanoseconds
isBid
receivedTimestamp
receivedTimestampNanoseconds
timestamp
metadata
sequence
data
status

Options - Tickers

Field	Description
exchange
instrument
exchangeTimestamp
exchangeTimestampNanoseconds
sequence
receivedTimestamp
receivedTimestampNanoseconds
stats
state
ask
askIv
askVolume
baseVolume
bid
bidIv
bidVolume
quoteVolume
lastVolume
estimatedDeliveryPrice
greeks
indexPrice
interestRate
mid
last
markIv
markPrice
maxPrice
minPrice
openInterest
settlementPrice
underlyingIndex
underlyingPrice
open24H
high24H
low24H

Options - Trades

Field	Description
exchange
instrument
exchangeTimestamp
exchangeTimestampNanoseconds
tradeId
isBuySide
receivedTimestamp
receivedTimestampNanoseconds
metadata
sequence
price
quoteSize
size
tickDirection
markPrice
iv
indexPrice

CME Only

Futures - Open Interest (CME only)

Field	Description
exchange	The name of the exchange.
symbol	Instrument Name or Symbol.
exchangeTimestamp	Timestamp provided by CME.
exchangeTimestampNanoseconds	The nanosecond part of the exchangeTimestamp where applicable.
receivedTimestamp	The time Amberdata received the data.
receivedTimestampNanoseconds	The nanosecond part of the receivedTimestamp.
sentTime	Time CME MDP gateway sends the message (UTC).
tradeStatistics	Object - view more details here
tradeStatistics.openInterest	The total open interest for the market at the close of the prior trading session.
tradeStatistics.clearedVolume	Cleared volume quantity.
tradeStatistics.settlementFinal	Final settlement price
tradeStatistics.settlementPrice	Settlement price.
tradeStatistics.openInterestDate	Open interest trade date Format: "YYYY-MM-DD"
tradeStatistics.settlementActual	Actual settlement price
tradeStatistics.clearedVolumeDate	Cleared volume date.
tradeStatistics.settlementRounded	Rounded settlement price
tradeStatistics.settlementPriceDate	Date of trade session corresponding to a statistic entry. Format: "YYYY-MM-DD"
tradeStatistics.openInterestTimestamp	Open interest update time.
tradeStatistics.clearedVolumeTimestamp	Cleared volume time.
tradeStatistics.settlementPriceTimestamp	Time of trade session corresponding to a statistic entry. Format: "yyyy-MM-dd'T'HH:mm:ss.n"
instrument	Object - view more details here
instrument.id	Unique instrument ID as qualified by the exchange per market segment. The unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.
instrument.symbol	Instrument Name or Symbol.
instrument.periodCode	This field provides the calendar month reflected in the instrument symbol. Format YYYYMM (e.g., 201912) For futures spreads, this field contains the first leg's calendar month reflected in the instrument symbol.
instrument.exchangeMic	Exchange used to identify a security.
instrument.productCode	String field that indicates the underlying asset code (Product Code). Example: SR1 (SOFR), ES (E-Minis).
instrument.productType	Product Type
instrument.productGroup	Product Group Code.
instrument.marketSegmentId	Identifies the market segment. Populated for all CME Globex instruments.
instrument.definitionSource	Identifies user-defined instruments. If the tag is not present, the instrument is not user-defined.

Futures - Tickers (CME only)

Field	Description
exchange	The name of the exchange.
symbol	Instrument Name or Symbol.
exchangeTimestamp	Timestamp provided by CME.
exchangeTimestampNanoseconds	The nanosecond part of the exchangeTimestamp where applicable.
receivedTimestamp	The time Amberdata received the data.
receivedTimestampNanoseconds	The nanosecond part of the receivedTimestamp.
sentTime	Time CME MDP gateway sends the message (UTC).
tradingStatus	Identifies the trading status applicable to the instrument or product group.
instrument	Object - view more details here
instrument.id	Unique instrument ID as qualified by the exchange per market segment. The unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.
instrument.symbol	Instrument Name or Symbol.
instrument.periodCode	This field provides the calendar month reflected in the instrument symbol. Format YYYYMM (e.g., 201912) For futures spreads, this field contains the first leg's calendar month reflected in the instrument symbol.
instrument.exchangeMic	Exchange used to identify a security.
instrument.productCode	String field that indicates the underlying asset code (Product Code). Example: SR1 (SOFR), ES (E-Minis).
instrument.productType	Product Type
instrument.productGroup	Product Group Code.
instrument.marketSegmentId	Identifies the market segment. Populated for all CME Globex instruments.
instrument.definitionSource	Identifies user-defined instruments. If the tag is not present, the instrument is not user-defined.
askLevel	Object - view more details here
askLevel.qty	Order quantity.
askLevel.price	Price of the MD Entry.
askLevel.orderCnt	Aggregate number of orders at the given price level.
askLevel.lastUpdateTime	Last update time for ask price Format: "yyyy-MM-dd'T'HH:mm:ss.n"
bidLevel	Object - view more details here
bidLevel.qty	Order quantity
bidLevel.price	Price of the MD Entry.
bidLevel.orderCnt	Aggregate number of orders at the given price level.
bidLevel.lastUpdateTime	Last update time for bid price. Format: "yyyy-MM-dd'T'HH:mm:ss.n"

Futures - Trades (CME only)

Field	Description
exchange	The name of the exchange.
symbol	Instrument Name or Symbol.
exchangeTimestamp	Timestamp provided by CME.
exchangeTimestampNanoseconds	The nanosecond part of the exchangeTimestamp where applicable.
receivedTimestamp	The time Amberdata received the data.
receivedTimestampNanoseconds	The nanosecond part of the receivedTimestamp.
sentTime	Time CME MDP gateway sends the message (UTC).
tradeSummary	Object - view more details here
tradeSummary.orderQty	Object - view more details here
tradeSummary.orderQty.orderId	Unique ID assigned by CME Globex to identify orders.
tradeSummary.orderQty.lastOrdQty	Quantity of trade
tradeSummary.tradeQty	Total traded quantity.
tradeSummary.tradePrice	Trade price.
tradeSummary.aggressorSide	Indicates which side is aggressor of the trade. If there is a zero value present, then there is no aggressor. Trades without aggressors occur: - at Market Open - after a Pre-Open or after a Pause - when the event includes customer order participation in a trade with a CME Globex-generated implied bid or offer.
tradeSummary.mdTradeEntryId	Common Trade ID that links each trade execution.
tradeSummary.tradeOrderCount	Identifies the total number of non-implied orders per instrument that participated in a match event.
tradeSummary.tradeUpdateAction	Trade market data update action.
instrument	Object - view more details here
instrument.id	Unique instrument ID as qualified by the exchange per market segment. The unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.
instrument.symbol	Instrument Name or Symbol.
instrument.periodCode	This field provides the calendar month reflected in the instrument symbol. Format YYYYMM (e.g., 201912) For futures spreads, this field contains the first leg's calendar month reflected in the instrument symbol.
instrument.exchangeMic	Exchange used to identify a security.
instrument.productCode	String field that indicates the underlying asset code (Product Code). Example: SR1 (SOFR), ES (E-Minis).
instrument.productType	Product Type
instrument.productGroup	Product Group Code.
instrument.marketSegmentId	Identifies the market segment. Populated for all CME Globex instruments.
instrument.definitionSource	Identifies user-defined instruments. If the tag is not present, the instrument is not user-defined.

Options - Open Interest (CME only)

Field	Description
exchange	The name of the exchange.
symbol	Instrument Name or Symbol.
exchangeTimestamp	Timestamp provided by CME.
exchangeTimestampNanoseconds	The nanosecond part of the exchangeTimestamp where applicable.
receivedTimestamp	The time Amberdata received the data.
receivedTimestampNanoseconds	The nanosecond part of the receivedTimestamp.
sentTime	Time CME MDP gateway sends the message (UTC).
tradeStatistics	Object - view more details here
tradeStatistics.openInterest	The total open interest for the market at the close of the prior trading session.
tradeStatistics.clearedVolume	Cleared volume quantity.
tradeStatistics.settlementFinal	Final settlement price
tradeStatistics.settlementPrice	Settlement price.
tradeStatistics.openInterestDate	Open interest trade date Format: "YYYY-MM-DD"
tradeStatistics.settlementActual	Actual settlement price
tradeStatistics.clearedVolumeDate	Cleared volume date.
tradeStatistics.settlementRounded	Rounded settlement price
tradeStatistics.settlementPriceDate	Date of trade session corresponding to a statistic entry. Format: "YYYY-MM-DD"
tradeStatistics.openInterestTimestamp	Open interest update time.
tradeStatistics.clearedVolumeTimestamp	Cleared volume time.
tradeStatistics.settlementPriceTimestamp	Time of trade session corresponding to a statistic entry. Format: "yyyy-MM-dd'T'HH:mm:ss.n"
instrument	Object - view more details here
instrument.id	Unique instrument ID as qualified by the exchange per market segment. The unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.
instrument.symbol	Instrument Name or Symbol.
instrument.periodCode	The calendar month reflected in the instrument symbol. Format YYYYMM (e.g., 201912) For futures spreads, this field contains the first leg's calendar month reflected in the instrument symbol.
instrument.exchangeMic	Exchange used to identify a security.
instrument.productCode	String field that indicates the underlying asset code (Product Code). Example: SR1 (SOFR), ES (E-Minis).
instrument.productType	Product Type.
instrument.productGroup	Product Group Code.
instrument.marketSegmentId	Identifies the market segment. Populated for all CME Globex instruments.
instrument.definitionSource	Identifies user-defined instruments. If the tag is not present, the instrument is not user-defined.

Options - Tickers (CME only)

Field	Description
exchange	The name of the exchange.
symbol	Instrument Name or Symbol.
exchangeTimestamp	Timestamp provided by CME.
exchangeTimestampNanoseconds	The nanosecond part of the exchangeTimestamp where applicable.
receivedTimestamp	The time Amberdata received the data.
receivedTimestampNanoseconds	The nanosecond part of the receivedTimestamp.
sentTime	Time CME MDP gateway sends the message (UTC).
tradingStatus	Identifies the trading status applicable to the instrument or product group.
instrument	Object - view more details here
instrument.id	Unique instrument ID as qualified by the exchange per market segment. The unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.
instrument.symbol	Instrument Name or Symbol.
instrument.putOrCall	Indicates whether an option instrument is a put or call.
instrument.periodCode	This field provides the calendar month reflected in the instrument symbol. Format YYYYMM (e.g., 201912) For futures spreads, this field contains the first leg's calendar month reflected in the instrument symbol.
instrument.exchangeMic	Exchange used to identify a security.
instrument.productCode	An exchange-specific code assigned to a group of related securities, which are concurrently affected by market events.
instrument.productType	Product type
instrument.strikePrice	The strike price.
instrument.productGroup	Product Group Code.
instrument.marketSegmentId	Identifies the market segment. Populated for all CME Globex instruments.
instrument.definitionSource	Identifies user-defined instruments. If the tag is not present, the instrument is not user-defined.
instrument.underlyingSymbol	Underlying Instrument Symbol (Contract Name) * this value will be the same as that contained in Leg Instrument's Security Definition Tag 55-Symbol.
askLevel	Object - view more details here
askLevel.qty	Order quantity.
askLevel.price	Price of the MD Entry.
askLevel.orderCnt	Aggregate number of orders at the given price level.
askLevel.lastUpdateTime	Last update time for ask price Format: "yyyy-MM-dd'T'HH:mm:ss.n"
bidLevel	Object - view more details here
bidLevel.qty	Order quantity
bidLevel.price	Price of the MD Entry.
bidLevel.orderCnt	Aggregate number of orders at the given price level.
bidLevel.lastUpdateTime	Last update time for bid price. Format: "yyyy-MM-dd'T'HH:mm:ss.n"

Options - Trades (CME only)

Field	Description
exchange	The name of the exchange.
symbol	Instrument Name or Symbol.
exchangeTimestamp	Timestamp provided by CME.
exchangeTimestampNanoseconds	The nanosecond part of the exchangeTimestamp where applicable.
receivedTimestamp	The time Amberdata received the data.
receivedTimestampNanoseconds	The nanosecond part of the receivedTimestamp.
sentTime	Time CME MDP gateway sends the message (UTC).
tradeSummary	Object - view more details here
tradeSummary.orderQty
tradeSummary.orderQty.orderId	Unique ID assigned by CME Globex to identify orders.
tradeSummary.orderQty.lastOrdQty	Quantity of trade
tradeSummary.tradeQty	Total traded quantity.
tradeSummary.tradePrice	Trade price.
tradeSummary.aggressorSide	Indicates which side is aggressor of the trade. If there is a zero value present, then there is no aggressor. Trades without aggressors occur: at Market Open after a Pre-Open or after a Pause when the event includes customer order participation in a trade with a CME Globex-generated implied bid or offer.
tradeSummary.mdTradeEntryId	Common Trade ID that links each trade execution.
tradeSummary.tradeOrderCount	Identifies the total number of non-implied orders per instrument that participated in a match event.
tradeSummary.tradeUpdateAction	Trade market data update action.
instrument	Object - view more details here
instrument.id	Unique instrument ID as qualified by the exchange per market segment. The unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.
instrument.symbol	Instrument Name or Symbol.
instrument.putOrCall	Indicates whether an option instrument is a put or call.
instrument.periodCode	The calendar month reflected in the instrument symbol. For futures spreads, this field contains the first leg's calendar month reflected in the instrument symbol.
instrument.exchangeMic	Exchange used to identify a security.
instrument.productCode	String field that indicates the underlying asset code (Product Code). Example: SR1 (SOFR), ES (E-Minis).
instrument.productType	Product Type.
instrument.strikePrice	The strike price.
instrument.productGroup	Product Group Code.
instrument.marketSegmentId	Identifies the market segment. Populated for all CME Globex instruments.
instrument.definitionSource	Identifies user-defined instruments. If the tag is not present, the instrument is not user-defined.
instrument.underlyingSymbol	Underlying Instrument Symbol (Contract Name) * this value will be the same as that contained in Leg Instrument's Security Definition Tag 55-Symbol.

Blockchain Data

Mempool

Field	Description
blockchainId	Amberdata Unique Identifier for the blockchain network
hash	The transaction hash.
transactionIndex	The transaction index in block. Will be 0 for pending transactions.
blockHash	The block hash.
blockNumber	The blocknumber of the block in which the specified transaction is contained.
createdAt	The timestamp of when the transaction was seen in the mempool.
createdAtNanoseconds	The timestamp for `createdAt` with nanoseconds.
numLogs	The number of logs in the transaction.
transactionTypeId	The transaction type: EOA_EOA, EOA_Contract, Contract_contract
contractAddress	The address of the contract if this transaction created a contract and `null` otherwise.
isCoinbase	(UTXO Chains) - first transaction in a block
fee	The transaction fee.
from	Contains data about the transaction sender.
cumulativeGasUsed	The total gas used up to and including the transaction.
gas
gasPrice	The value equal to the number of computation units (in Ethereum Wei) to be paid per unit of gas for all computation costs incurred as a result of the execution of this transaction.
gasUsed	The value equal to the total amount of gas used by the transaction.
maxFeePerGas	Maximum amount that can be paid to validate and include this transaction in the blockchain.
maxPriorityFeePerGas	The value equal to the number of transactions sent by the address.
input	The input data to the function.
nonce	The value equal to the number of transactions sent by the address.
status	The status of the transaction (successful, failed, etc.)
timestamp	The value equal to the reasonable output of Unix’s time() at this transactions confirmation.
timestampNanoseconds	The transaction timestamp with nanoseconds.
to	Contains objects that hold data about the recipient address(es).
tos
type	The transaction type: `0` - legacy `2` - EIP 1559
value	The scalar value equal to the number of units (in Ethereum Wei) to be transferred to the message call’s recipient or, in the case of contract creation, as an endowment to the newly created contract.
accessList
logsBloom	The Bloom filter composed from indexable information (logger address and log topics) contained in each log entry from the receipt of each transaction in the transactions list.
r	Value corresponding to the signature of the transaction and used to determine the sender of the transaction.
s	Value corresponding to the signature of the transaction and used to determine the sender of the transaction.
v	Value corresponding to the signature of the transaction and used to determine the sender of the transaction.
opProInputValue	BTC & LTC only. Value of the transaction input.
opProLockTime	BTC & LTC only. Block height a transaction will be confirmed. Optional.
opProOutputValue	BTC & LTC only. Value of the transaction output.
opProSize	BTC & LTC only. The number of bytes that the transaction takes up on the blockchain
opProVersion	BTC & LTC only. Version of the transaction format.
opProVirtualSize	BTC & LTC only. A measure of the complexity of the transaction, and it is used to calculate the fee.
opProInputs	BTC & LTC only. Input address(es)
opProOutputs	BTC & LTC only. Output address(es)

Transactions

Field	Bitcoin - Description	Ethereum - Description
hash	The transaction hash.	The transaction hash.
blockNumber	The block number of the block in which the specified transaction is contained.	The block number of the block in which the specified transaction is contained.
contractAddress	N/A	The address of the contract if this transaction created a contract and `null` otherwise.
cumulativeGasUsed	N/A	The total gas used up to and including the transaction.
from	Contains data about the transaction sender.	Contains data about the transaction sender.
gas	N/A	Gas used for this transaction.
gasPrice	N/A	The value equal to the number of computation units (in Ethereum Wei) to be paid per unit of gas for all computation costs incurred as a result of the execution of this transaction.
gasUsed	N/A	The value equal to the total amount of gas used by the transaction.
index	The transaction index in block. Will be 0 for pending transactions.	The transaction index in block. Will be 0 for pending transactions.
input	N/A	The input data to the function.
logsBloom	N/A	The Bloom filter composed from indexable information (logger address and log topics) contained in each log entry from the receipt of each transaction in the transactions list.
nonce	N/A	The value equal to the number of transactions sent by the address.
numFunctionCalls	N/A	The number of function calls made during the execution of a smart contract as part of this transaction.
publicKey	N/A	The public key associated with the sender of the transaction.
raw	N/A	The raw hexadecimal representation of the entire transaction.
root	N/A	Particularly relevant in the context of Ethereum's pre-EIP-1559 transactions and blocks, refers to the state root of the Ethereum world state after the transaction has been processed.
status	The status of the transaction (0x1 if successful)	The status of the transaction (0x1 if successful)
timestamp	The value equal to the reasonable output of Unix’s time() at this transactions confirmation.	The value equal to the reasonable output of Unix’s time() at this transactions confirmation.
to	Contains objects that hold data about the recipient address(es).	Contains objects that hold data about the recipient address(es).
value	Total scalar transaction (UTXO measurement) input value minus transaction fee	The scalar value equal to the number of units (in Ethereum Wei) to be transferred to the message call’s recipient or, in the case of contract creation, as an endowment to the newly created contract.
meta	Metadata of the UTXO transaction, such as size of transaction, weight, and block version	Contains auxiliary information about the transaction that is not directly related to the execution or processing of the transaction on the Ethereum blockchain.
r	N/A	Value corresponding to the signature of the transaction and used to determine the sender of the transaction.
s	N/A	Value corresponding to the signature of the transaction and used to determine the sender of the transaction.
v	N/A	Value corresponding to the signature of the transaction and used to determine the sender of the transaction.
fees	The transaction fee (in UTXO scalar value)	The transaction fee.
isCoinbase	Only for UTXO Chains - first transaction in a block otherwise known as a coinbase transaction. Not to be confused with Coinbase the CEX.	N/A
blockHash	The block hash.	The block hash.
type	N/A	The transaction type: 0 - legacy 2 - EIP 1559
adjustedValue	Total amount of value the recipient address received	An interpretation or adjustment of the transaction value to provide more context or clarity.
maxFeePerGas	N/A	Maximum amount that can be paid to validate and include this transaction in the blockchain.
maxPriorityFeePerGas	N/A	The value equal to the number of transactions sent by the address.
accessList	N/A	A feature introduced as part of EIP-2930, used to specify which addresses and storage slots a transaction intends to access.
transactionInputs	The Transaction Input Vector (raw input transaction information)	The data provided as input to a transaction, especially when the transaction involves interaction with a smart contract.
transactionOutputs	The Transaction Output Vector (raw output transaction information)	The outputs generated by executing a transaction on the Ethereum blockchain.

DeFi Data

Ethereum - Protocol Events (Aave v2 & v3)

Field	Description
account	The EOA that triggered this event
action	The event that the EOA triggered in the smart contract
amountNative	The amount of the asset in native units, normalized with the asset's decimals
amountUSD	The amount of the asset in US dollars
assetId	The smart contract address of the asset
assetSymbol	The human readable, abbreviated name of the asset
blockNumber	The integer value identifying the block
borrowRate	The interest rate for borrowing the asset
borrowRateMode	Indicates whether the `borrowRate` is stable or variable
caller
collateralAmountNative	The amount of the asset in native units, normalized with the asset's decimals
collateralAmountUSD	The amount of the asset in US dollars
collateralAssetId	The smart contract address of the asset. This is the asset that was used as backing for the borrowing activity of `liquidatee`
collateralAssetSymbol	The human readable, abbreviated name of the asset
initiator
liquidatee	The EOA being liquidated because they are under-collateralized on their borrowed amount
liquidator	The EOA that is triggering the liquidation on `liquidatee`
logIndex
market
marketId
principalAmountNative	The amount of the asset in native units, normalized with the asset's decimals
principalAmountUSD	The amount of the asset in US dollars
principalAssetId	The smart contract address of the asset. This is the asset that was borrowed by the `liquidatee`
principalAssetSymbol	The human readable, abbreviated name of the asset
profitUSD	The amount in US dollars that the `liquidator` earned from triggering a liquidation
repayer	The EOA that repaid the load
reserveAsCollateralEnabled	Indicates if assets deposited into the smart contract can be used as collateral
target
timestamp	Indicates the datetime or epoch milliseconds of when the event took place
totalFee	The fee for the `FlashLoan`
transactionHash	The unique identifier of the transaction indicating that the transaction was validated and added to the block

Ethereum - Protocol Events (Compound v2 & MakerDAO)

Field	Description
account	The EOA that triggered this event
action	The human readable name of the event that the EOA triggered in the smart contract
amountNative	The amount of the asset in native units, normalized with the asset's decimals
amountUSD	The amount of the asset in US dollars
assetId	The smart contract address of the asset
assetSymbol	The human readable, abbreviated name of the asset
blockNumber	The integer value identifying the block
borrowRate	The interest rate for borrowing the asset
borrowRateMode	Indicates whether the `borrowRate` is stable or variable
collateralAmountNative	The amount of the asset in native units, normalized with the asset's decimals
collateralAmountUSD	The amount of the asset in US dollars
collateralAssetId	The smart contract address of the asset. This is the asset that was used as backing for the borrowing activity of `liquidatee`
collateralAssetSymbol	The human readable, abbreviated name of the asset
liquidatee	The EOA being liquidated because they are under-collateralized on their borrowed amount
liquidator	The EOA that is triggering the liquidation on `liquidatee`
logIndex
market
marketId
principalAmountNative	The amount of the asset in native units, normalized with the asset's decimals
principalAmountUSD	The amount of the asset in US dollars
principalAssetId	The smart contract address of the asset. This is the asset that was borrowed by the `liquidatee`
principalAssetSymbol	The human readable, abbreviated name of the asset
profitUSD	The amount in US dollars that the `liquidator` earned from triggering a liquidation
timestamp	Indicates the datetime or epoch milliseconds of when the event took place
totalFee	The fee for the `FlashLoan`
transactionHash	The unique identifier of the transaction indicating that the transaction was validated and added to the block

DEX - Trades

Field	Description
exchange	The name of the exchange.
timestamp	Timestamp when Amberdata received the data.
timestampNanoseconds	The nanosecond part of the timestamp where applicable.
isBuy	Indicates the direction of the trade: - `true` means buy the base, sell the quote - `false` means sell the base, buy the quote
price	The actual price at which the asset was traded (including slippage, but not fees)
volume	The total amount of that asset that was traded.
tradeId	The exchange provided id of the trade.
logIndex	The index of the log within the transaction which included this trade event.
pairAddress	The address of the pair.
amountInBase	The amount of the Base asset accepted in the trade.
amountInQuote	The amount of the Quote asset accepted in the trade.
amountOutBase	The amount of the Base asset returned in the trade.
amountOutQuote	The amount of the Quote asset accepted in the trade.
fromAddress	The address which started the trade, ie the sender
toAddress	The recipient of the trade, ie the receiver

DEX - Liquidity

Field	Description
exchangeName	The name of the exchange.
exchangeId	The address of the exchange/pool.
pair	The common name for the pair - name is not unique, use pairAddress instead.
pairNormalized	The internal name for the pair - name is not unique, use pairAddress instead.
pairAddress	The address of the pair.
baseAddress	The address of the first underlying assert behind the pair.
quoteAddress	The address of the last underlying assert behind the pair.
address	The address of the asset for which this liquidity events is for (would be one of base or quote address).
timestamp	The timestamp associated with this record.
transactionHash	The hash of the transaction which included this liquidity event.
transactionIndex	The index of the transaction which included this liquidity event.
logIndex	The index of the log within the transaction which included this liquidity event.
amount	The new amount of the underlying asset after this liquidity event.
liquidityPrice	The new price of the underlying asset after this liquidity event.
timestampNanoseconds	The nanosecond part of the timestamp where applicable.

FAQs

Why is delivery via S3 important?

With data in S3, our customers can bulk download historical data in an analytics friendly format. This allows them to dig deep into the data and perform their own proprietary research and test trading strategies without being limited by our REST API throughput.

How does a customer get access to these datasets?

Customers will need to have their own AWS credentials in which we will provision for S3 access. If you are interested in downloading data via S3, please contact your Account Executive.

Why Parquet format instead of a GZIP compressed JSON file?

Parquet is a columnar storage format for structured data that is optimized for querying and analysis. In Parquet format, data is stored in columns rather than rows, allowing for more efficient compression and encoding of data. This can result in significant performance improvements for analytical workloads that involve large datasets and complex queries. Parquet is widely used in big data environments for data warehousing, analytics, and machine learning applications and can be easily integrated into existing data pipelines.

How do I download a parquet sample file and open it to see which fields are returned?

If you only want to see the fields, simply download the sample parquet file, load it as a pandas dataframe in Python and use dataframe.dtypes, that'll give you a quick output of the field types. Here is the code available for you to try out:

#Import the pandas library
import pandas as pd

# Replace 'your_parquet_file.parquet' with the path to your Parquet file
parquet_file = 'your_parquet_file.parquet'

# Load the Parquet file as a pandas DataFrame
df = pd.read_parquet(parquet_file)

# Display the data types of the DataFrame
print(df.dtypes)

Now if you wanted to actually read the parquet data, once you've downloaded the sample parquet file, you can run the following Python code:

#Import the pandas library
import pandas as pd   

# Replace 'your_parquet_file.parquet' with the path to your Parquet file
parquet_file = 'your_parquet_file.parquet' 

pd.read_parquet(parquet_file, engine='pyarrow')