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`

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

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.