Amberdata Data Dictionary
Orderbook Snapshots
Limit order book snapshots taken twice per minute, including all bids/asks placed within 10% of the midprice.
Market Data
Tick-by-tick, realtime and historical data including price, order books, and reference rates. Full transparency into the top spot, derivatives and decentralized exchanges.
Trades
Every executed transaction on an exchange, including the price, volume, and timestamp at which the transaction occurred.
Tick
Streaming Level I and Level II price data enable real-time decision-making. Retrieve live & full historical prices for any specified crypto asset with a ticker symbol or blockchain address.
VWAP
Volume Weighted Price (VWAP), Time Weighted Average (TWAP), Average Price on and across exchanges.
Derivatives
Open Interest, funding rates, and liquidations provide critical context so you can act decisively.
OHLCV
Open High Low Close Volume data, representing the aggregation of minutely trades, also known as Candles.
Order Book Snapshots
| Key | Description |
|---|---|
| Ask | The minimum price a seller is willing to accept for an asset. |
| Bid | The maximum price a buyer is willing to pay for an asset. |
| Price | The quote price of the asset pair. |
| Volume | The total number of assets traded in a specific asset pair within a given period of time. |
| Orders | The total number of unique orders in a given orderbook snapshot. |
API Docs & Resources
Trade Data
| Key | Description |
|---|---|
| Timestamp | We use the timestamp of the trade from the exchange. The timestamp included in the returned data is when the trade executed on the exchange, not when recorded in our database. |
| Trade ID | Trade ID's come directly from the exchange, they are unique to the exchange. If an exchange does not provide a trade ID, we omit this field, as the timestamp allows for further sorting. |
| Price | The price that has been established by this trade, the final executed and agreed value for the asset. |
| Volume | The total amount of that asset that was traded. This is the value of the asset denoted in its "quote" amount. |
| Is Buy | Denotes if the trade is a buy or sell based on a boolean flag. When it is a buy trade, it will be "true". |
| Exchange | Exchange Name (Example: Coinbase Pro) |
API Docs & Resources
Tickers
| Key | Description |
|---|---|
| Timestamp | We use the timestamp of the trade from the exchange. The timestamp included in the returned data is when the trade executed on the exchange, not when recorded in our database. Formatted as ISO 8601. |
| Exchange | Exchange Name (Example: Coinbase Pro) |
| Bid | Represents the buy price a trader is wanting to pay for the asset. |
| Ask | Represents the sell price the market is wanting to get for the asset. |
| Mid | The average between the bids and asks. |
| Last | The last price in the market pair trades. |
| Price | The price that has been established by this trade, the final executed and agreed value for the asset. |
| Order ID | Order ID's come directly from the exchange, they are unique to the exchange. If an exchange does not provide a Order ID, we omit this field, as the timestamp allows for further sorting. |
| Quantity | The original quantity before the trade occurred. |
API Docs & Resources
Price
| Key | Description |
|---|---|
| Timestamp | We use the timestamp of the trade from the exchange. The timestamp included in the returned data is when the trade executed on the exchange, not when recorded in our database. |
| Volume | The total amount of that asset that was traded. This is the value of the asset denoted in its "quote" amount. |
| Price | The price that has been established by this trade, the final executed and agreed value for the asset. In this case, returned value defaults to USD. |
| Hourly Volume | The hourly volume of the asset in native denomination. This is the aggregated sum of all asset trade size for an hourly increment. |
| Daily Volume | The daily volume of the asset in native denomination. This is the aggregated sum of all asset trade size for a daily increment. |
API Docs & Resources
Global VWAP
| Key | Description |
|---|---|
| Timestamp | The timestamp included in the returned data is when the time-interval based Date Time recorded in our database. In many cases, this is the close of a minute at UTC. |
| Asset | A currency on an exchange, example "BTC" |
| VWAP | The value of an aggregated asset across exchanges using the Volume Weighted Average Price calculation. |
| Volume | The total amount of that asset that was traded. This is the value of the asset denoted in its "quote" amount. |
| Price | The price that has been established by the volume weighted average across all trades and across all exchanges for a specific time interval. |
API Docs & Resources
Liquidations
| Key | Description |
|---|---|
| Exchange | Exchange Name (Example: Coinbase Pro) |
| Timestamp | We use the timestamp of the event from the exchange. The timestamp included in the returned data is when the event came from the exchange, not when recorded in our database. |
| Quantity | The original quantity before the liquidation occurred. |
| Price | The price of the instrument at the time of the liquidation. |
| Side | The direction of the trade. |
| Action | The type of action taken during the liquidation process (for example: delete, insert, update, etc). |
| Order Id | Order ID's come directly from the exchange, they are unique to the exchange. If an exchange does not provide a order ID, we omit this field, as the timestamp allows for further sorting. |
API Docs & Resources
Open Interest
| Key | Description |
|---|---|
| Exchange | Exchange Name (Example: Bitmex) |
| Timestamp | We use the timestamp of the event from the exchange. The timestamp included in the returned data is when the event came from the exchange, not when recorded in our database. |
| Amount | The value of the open interest. |
API Docs & Resources
Long/Short Ratio
| Key | Description |
|---|---|
| Exchange | Exchange Name (Example: Bitmex) |
| Timestamp | We use the timestamp of the event from the exchange. The timestamp included in the returned data is when the event came from the exchange, not when recorded in our database. |
| Ratio | The long/short account number ratio of top traders |
| Long Account | The long position ratio of top traders |
| Short Account | The short position ratio of top traders |
| Period | The time duration of when the ratio occurs |
API Docs & Resources
OHLCV
| Key | Description |
|---|---|
| Open | Open represents the first price traded during a specified interval. |
| High | High represents the highest price traded during that interval. |
| Low | Low represents the lowest price traded during that interval. |
| Close | Close represents the last price traded during a specified interval. |
| Volume | The total and aggregated amount of that asset that was traded. This is the value of the asset denoted in its "quote" amount. |
| Exchange | Exchange Name (Example: Coinbase Pro) |
| Address | The address of the token (if applicable). This is considered the on-chain pair address. This data exists for DEX. |
| Base Address | The address of the underlying base for the on-chain asset pair. This data exists for DEX. |
| Quote Address | The address of the underlying quote for the on-chain asset pair. This data exists for DEX. |
API Docs & Resources
Insurance Fund
| Key | Description |
|---|---|
| Exchange | Exchange Name (Example: Coinbase Pro) |
| Timestamp | We use the timestamp of the event from the exchange. The timestamp included in the returned data is when the event came from the exchange, not when recorded in our database. |
| Fund | The amount of insurance fund. |
API Docs & Resources
Funding Rates
| Key | Description |
|---|---|
| Exchange | Exchange Name (Example: Coinbase Pro) |
| Timestamp | We use the timestamp of the event from the exchange. The timestamp included in the returned data is when the event came from the exchange, not when recorded in our database. |
| Insertion Timestamp | This timestamp is when recorded in our database, not the time executed on the exchange. |
| Funding Interval | The time duration of when rates are quoted. Generally in 8 hour increments. |
| Funding Rate | Represents the actual funding rate calculated over the previous funding interval that is used in determining the funding payment. |
API Docs & Resources
Exchanges & Pairs
| Key | Description |
|---|---|
| Exchange | Exchange Name (Example: Coinbase Pro) |
| Pair | The asset base/quote supported by the exchange. Each pair contains a list of features supported. |
| Features | Each feature represents a full set of realtime and historical data supported for the specified pair & exchange. Support includes details for start and end date collection, which denotes all assets that have discontinued, continuously traded and upcoming not-yet-traded. |