Market Data - Snowflake Datasets

Market Type	Feature Type	Snowflake Table Name
Futures	Funding Rates	`MARKET_FUTURES.FUNDING_RATE_V1`
Futures	Insurance Funds	`MARKET_FUTURES.INSURANCE_FUND_V1`
Futures	Liquidations	`MARKET_FUTURES.LIQUIDATION_V1`
Futures	Long/Short Ratio (Daily)	`MARKET_FUTURES.LONG_SHORT_RATIO_DAILY_V1`
Futures	Long/Short Ratio (Hourly)	`MARKET_FUTURES.LONG_SHORT_RATIO_HOURLY_V1`
Futures	Long/Short Ratio (Minutely)	`MARKET_FUTURES.LONG_SHORT_RATIO_MINUTELY_V1`
Futures	OHLCV (Daily)	`MARKET_FUTURES.OHLCV_DAILY_V1`
Futures	OHLCV (Hourly)	`MARKET_FUTURES.OHLCV_HOURLY_V1`
Futures	OHLCV (Minutely)	`MARKET_FUTURES.OHLCV_MINUTELY_V1`
Futures	Open Interest	`MARKET_FUTURES.OPEN_INTEREST_V1`
Futures	Order Book Events	`MARKET_FUTURES.ORDER_BOOK_EVENT_V1`
Futures	Order Book Snapshots	`MARKET_FUTURES.ORDER_BOOK_SNAPSHOT_V1`
Futures	Tickers	`MARKET_FUTURES.TICKER_V1`
Futures	Trades	`MARKET_FUTURES.TRADE_V1`
Options	Liquidations	`MARKET_OPTIONS.LIQUIDATION_V1`
Options	OHLCV (Daily)	`MARKET_OPTIONS.OHLCV_DAILY_V1`
Options	OHLCV (Hourly)	`MARKET_OPTIONS.OHLCV_HOURLY_V1`
Options	OHLCV (Minutely)	`MARKET_OPTIONS.OHLCV_MINUTELY_V1`
Options	Open Interest	`MARKET_OPTIONS.OPEN_INTEREST_V1`
Options	Order Book Events	`MARKET_OPTIONS.ORDER_BOOK_EVENT_V1`
Options	Order Book Snapshots	`MARKET_OPTIONS.ORDER_BOOK_SNAPSHOT_V1`
Options	Tickers	`MARKET_OPTIONS.TICKER_V1`
Options	Trades	`MARKET_OPTIONS.TRADE_V1`
Spot	OHLCV (Daily)	`MARKET_SPOT.OHLCV_DAILY_V1`
Spot	OHLCV (Hourly)	`MARKET_SPOT.OHLCV_HOURLY_V1`
Spot	OHLCV (Minutely)	`MARKET_SPOT.OHLCV_MINUTELY_V1`
Spot	Tickers	`MARKET_SPOT.TICKER_V1`
Spot	Trades	`MARKET_SPOT.TRADE_V1`

Derivatives Analytics - Snowflake Datasets

Market Type	Feature Type	Snowflake Table Name
Derivatives	Level 1 Pre/Post Trade Data	`DERIVATIVES_OPTIONS.DECORATED_TRADE_V1`
Derivatives	Delta Surface	`DERIVATIVES_OPTIONS.DELTA_SURFACE_CONSTANT_V1`
Derivatives	Delta Surface	`DERIVATIVES_OPTIONS.DELTA_SURFACE_FLOATING_V1`
Derivatives	Gamma (GEX)	`DERIVATIVES_OPTIONS.GAMMA_EXPOSURE_V1`
Derivatives	Gamma (GEX)	`DERIVATIVES_OPTIONS.GAMMA_EXPOSURE_SNAPSHOT_V1`
Derivatives	Level 1 Option Chain	`DERIVATIVES_OPTIONS.LEVEL_1_QUOTE_V1`

FAQs

Why is delivery via Snowflake important?

Snowflake provides advantages in terms of query performance, data integration, scalability, security, ease of use, and data transformation. These benefits make it a valuable option for our customers who want to access and analyze historical data, even when alternative methods like REST API and Amazon S3 are available. Snowflake complements these methods by offering a comprehensive data warehousing solution for more advanced analytics and data management needs.

How does a customer get access to these datasets?

Customers will need to have their own Snowflake account in which we will share access. If you are interested in accessing data via Snowflake, please contact us or reach out to your Account Executive.

How do I download Snowflake sample files to see which fields are returned?

Amberdata can be found in Snowflake's Marketplace where all of our sample files are located and can be easily accessed.