Snowflake
Select datasets are available in Snowflake for seamless and scalable data warehousing, enabling efficient storage, retrieval, and analysis of diverse datasets in a cloud-native environment, complete with powerful SQL querying capabilities.
Market Data - Snowflake Datasets
| Market Type | Feature Type | Snowflake Table Name |
|---|---|---|
| Futures | Funding Rates | FUTURES_FUNDING_RATE |
| Futures | Liquidations Reference Data | FUTURES_LIQUIDATION_INSTRUMENT |
| Futures | Liquidations | FUTURES_LIQUIDATION |
| Futures | OHLCV (hourly) | FUTURES_OHLCV_HOURLY |
| Futures | OHLCV (daily) | FUTURES_OHLCV_DAILY |
| Futures | Open Interest | FUTURES_OPEN_INTEREST |
| Options | Liquidations | OPTIONS_LIQUIDATION |
| Options | OHLCV (hourly) | OPTIONS_OHLCV_HOURLY |
| Options | OHLCV (daily) | OPTIONS_OHLCV_DAILY |
| Options | Open Interest | OPTIONS_OPEN_INTEREST |
| Options | Trades | OPTIONS_TRADE |
| Spot | OHLCV (hourly) | SPOT_OHLCV_HOURLY |
| Spot | OHLCV (daily) | SPOT_OHLCV_DAILY |
| Spot | Trades | SPOT_TRADE |
CME Only - Snowflake Datasets
| Market Type | Feature Type | Snowflake Table Name |
|---|---|---|
| Futures | OHLCV (hourly) | CME_FUTURES_OHLCV_HOURLY |
| Futures | OHLCV (daily) | CME_FUTURES_OHLCV_DAILY |
| Futures | OHLCV | CME_FUTURES_OHLCV |
| Futures | Open Interest | CME_FUTURES_OPEN_INTEREST |
| Futures | Tickers | CME_FUTURES_TICKER |
| Futures | Trades | CME_FUTURES_TRADE |
| Options | OHLCV (hourly) | CME_OPTIONS_OHLCV_HOURLY |
| Options | OHLCV (daily) | CME_OPTIONS_OHLCV_DAILY |
| Options | OHLCV | CME_OPTIONS_OHLCV |
| Options | Open Interest | CME_OPTIONS_OPEN_INTEREST |
| Options | Tickers | CME_OPTIONS_TICKER |
| Options | Trades | CME_OPTIONS_TRADE |
Derivatives Analytics - Snowflake Datasets
| Market Type | Feature Type | Snowflake Table Name |
|---|---|---|
| Options | Level 1 Pre/Post Trade Data | DERIVATIVES_DECORATED_TRADE |
| Options | Delta Surface | DERIVATIVES_DELTA_SURFACE_CONSTANT |
| Options | Delta Surface | DERIVATIVES_DELTA_SURFACE_FLOATING |
| Options | Gamma (GEX) | DERIVATIVES_GAMMA_EXPOSURE_SNAPSHOT |
| Options | Level 1 Option Chain | DERIVATIVES_LEVEL_1_QUOTE |
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.
Updated 3 months ago