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  3. Amberdata

Vendor profile · Derived market metrics

Amberdata: coverage, history and pricing

Market, derivatives and on-chain data with analytics, incl. GVOL options

Checked against Amberdata's own pages between July 28, 2026 and October 1, 2026

Built by Aperiodic, which sells data too. This profile reports what Amberdata's own pages say, each fact linked and dated. It is not a review and ranks no one. Wrong or out of date? Email info@aperiodic.io.

Our judgement
Best suited to
Options and volatility analytics, on-chain data
Main gotchas
Acquired by Kaiko (announced June 2026); REST order book history limited to 18 months

Opinion, from the facts below. Read them before you rely on it.

Key facts

Exchanges covered
30+ exchanges, 6,365+ pairs across spot, futures, options

docs.amberdata.io ↗ +1 · Oct 1, 2026

Earliest data available
Order books from 2011 on select exchanges

docs.amberdata.io ↗ +1 · Oct 1, 2026

How much history you actually get
Negotiated

amberdata.io ↗ · Sep 25, 2026

Entry price
On request

amberdata.io ↗ · Sep 25, 2026

Delivery format
REST, WebSocket, S3, Snowflake, BigQuery, Databricks

amberdata.io ↗ +2 · Jul 28, 2026

Self-serve signup
Not verified

No source · Oct 1, 2026

What it is

What each vendor sells and who owns it.

Primary productWhat the vendor mainly sells.Every vendor on this row
Market, derivatives and on-chain data with analytics, incl. GVOL options
  • amberdata.io/derivatives-analytics
  • amberdata.io/deribit-market-data
  • docs.amberdata.io/docs/market/market-overview
  • docs.amberdata.io/data-dictionary/market/order-books

Checked Jul 28, 2026

OwnershipWho owns or operates it. A change of owner can change pricing and the roadmap.Every vendor on this row
Kaiko, acquisition announced June 2026
  • kaiko.com/news/kaiko-acquires-amberdata-in-landmark-digital-asset-data-consolidation

Checked Oct 1, 2026

Universe and integrity

Whether the data is usable for systematic research at all: coverage, history and timestamps. These rows come before the feature list on purpose.

Coverage

Exchanges coveredVenue coverage as the vendor documents it. Marketing figures we could not check are marked as vendor claims.Every vendor on this row
30+ exchanges, 6,365+ pairs across spot, futures, options
  • docs.amberdata.io/docs/market/market-overview
  • docs.amberdata.io/data-dictionary/market/order-books

Checked Oct 1, 2026

Full instrument universe per venueWhether every listed instrument on a covered venue is collected, not only the large pairs. A partial universe biases cross-sectional research.Every vendor on this row
YesOrder books for every pair on supported exchanges; venues are a curated top-volume set
  • docs.amberdata.io/data-dictionary/market/order-books
  • docs.amberdata.io/data-dictionary/market/market-faqs

Checked Oct 1, 2026

Delisted / expired instruments retainedWhether delisted and expired instruments stay queryable. Without them a backtest carries survivorship bias.Every vendor on this row
Not verified

No source · Oct 1, 2026

History

Earliest data availableThe first date the vendor documents data for.Every vendor on this row
Order books from 2011 on select exchanges
  • docs.amberdata.io/docs/market/market-overview
  • docs.amberdata.io/data-dictionary/market/order-books

Checked Oct 1, 2026

How much history you actually getHow much history a plan includes, which is often less than the archive holds.Every vendor on this row
Negotiated
  • amberdata.io/pricing

Checked Sep 25, 2026

Timestamps and revisions

Local / receive timestampWhen the vendor's collector received each message. You need it to model latency and avoid look-ahead.Every vendor on this row
NoTrade and order book event schemas carry exchange timestamps only
  • docs.amberdata.io/http/market/spot-trades

Checked Oct 1, 2026

Aggregations computed on local-timestamp orderingWhether bars and metrics are built in receive-time order, which matches what you could have known at the time.Every vendor on this row
Not documentedDocs don't say which timestamp bars are built on
  • docs.amberdata.io/data-dictionary/market/ohlcv
  • docs.amberdata.io/data-dictionary/market/trades

Checked Oct 1, 2026

Data restated after publicationWhether published history gets revised. Silent revisions break reproducible backtests; versioned ones do not.Every vendor on this row
Not documentedNo revision policy published
  • docs.amberdata.io/data-dictionary/market/ohlcv
  • docs.amberdata.io/data-dictionary/market/trades

Checked Oct 1, 2026

What you get

Raw data types, and derived metrics delivered ready to use.

Raw data types

Tick tradesEvery trade print.Every vendor on this row
Yes
  • docs.amberdata.io/http/market/spot-trades

Checked Oct 1, 2026

L2 book, incremental updatesIncremental order book updates that let you rebuild the book.Every vendor on this row
YesEvery price-level event
  • docs.amberdata.io/docs/market/market-overview
  • docs.amberdata.io/data-dictionary/market/order-books

Checked Oct 1, 2026

L2 book, snapshotsPeriodic snapshots of the book at a fixed depth.Every vendor on this row
Yes1-minute snapshots via exchange REST
  • docs.amberdata.io/docs/market/market-overview
  • docs.amberdata.io/data-dictionary/market/order-books
  • docs.amberdata.io/data-dictionary/market/ohlcv

Checked Oct 1, 2026

L3 / market-by-orderOrder-level data.Every vendor on this row
NoL2 price-level events
  • docs.amberdata.io/docs/market/market-overview
  • docs.amberdata.io/data-dictionary/market/order-books

Checked Oct 1, 2026

OptionsOptions data of any kind.Every vendor on this row
YesOptions analytics via GVOL
  • amberdata.io/derivatives-analytics
  • amberdata.io/deribit-market-data

Checked Jul 28, 2026

Derived metric families, delivered ready to use

Bars: OHLCV, VWAP / TWAPReady-made price bars.Every vendor on this row
YesLiquidity-weighted average price
  • amberdata.io/analytics

Checked Jul 28, 2026

Order flow and flow toxicityTaker buy and sell volume, signed delta, CVD and toxicity measures such as VPIN.Every vendor on this row
PartialOrder book pressure
  • amberdata.io/analytics

Checked Jul 28, 2026

Trade size distributionVolume broken down by trade size.Every vendor on this row
YesTrade counts and volume by USD size bucket (0-1k to 100k+), spot only
  • docs.amberdata.io/http/analytics/spot/trade-frequency

Checked Oct 1, 2026

Market impact: Amihud, Kyle lambdaPrice-impact measures such as Amihud illiquidity and Kyle's lambda.Every vendor on this row
PartialPrice impact metrics
  • amberdata.io/analytics

Checked Jul 28, 2026

Execution slippageMeasured or estimated execution cost against the best price.Every vendor on this row
Yes
  • amberdata.io/analytics

Checked Jul 28, 2026

Realized volatility and jump structureRealized volatility, and jump measures such as bipower variation.Every vendor on this row
YesRealized and implied vol, surfaces, skew, term structure
  • amberdata.io/derivatives-analytics
  • amberdata.io/deribit-market-data

Checked Jul 28, 2026

Tick and run structureUptick and downtick counts and run lengths.Every vendor on this row
Not verified

No source · Oct 1, 2026

L1 spread, depth, imbalanceTop-of-book spread, size and imbalance series.Every vendor on this row
YesSpread, depth and pressure
  • amberdata.io/analytics

Checked Jul 28, 2026

L2 depth and imbalance by levelDepth and imbalance at fixed book levels or depth bands.Every vendor on this row
PartialOrder book depth
  • amberdata.io/analytics

Checked Jul 28, 2026

Derivatives: funding, OI, basis, mark vs indexFunding, open interest, basis, and mark against index price.Every vendor on this row
YesIncl. OI and gamma
  • amberdata.io/derivatives-analytics
  • amberdata.io/deribit-market-data

Checked Jul 28, 2026

Shape of the derived output

Aggregation intervals offeredThe bar and metric intervals on offer.Every vendor on this row
OHLCV at 1 minute, 1 hour, 1 day; order book snapshots every minute
  • docs.amberdata.io/data-dictionary/market/ohlcv

Checked Oct 1, 2026

Breadth of derived catalogueHow much derived data the vendor publishes.Every vendor on this row
Broad: price impact, liquidity, vol surfaces, options analytics
  • amberdata.io/analytics
  • amberdata.io/derivatives-analytics
  • amberdata.io/deribit-market-data

Checked Jul 28, 2026

Compute you still have to do yourselfOur judgementOur judgement of how much computation stays with you.Every vendor on this row
Our judgementLittle, for the metrics they cover

Opinion · Oct 1, 2026

Access and commercials

Delivery, limits, pricing and how to get started. Vendors gate access on different dimensions, so read what the price gates before comparing prices.

Delivery

Delivery formatHow the data reaches you.Every vendor on this row
REST, WebSocket, S3, Snowflake, BigQuery, Databricks
  • amberdata.io/analytics
  • docs.amberdata.io/docs/market/market-overview
  • docs.amberdata.io/data-dictionary/market/order-books

Checked Jul 28, 2026

Rate limits or volume capsRequest, transfer or volume limits.Every vendor on this row
Per contract
  • amberdata.io/pricing

Checked Sep 25, 2026

Friction on a full historical backfillWhat slows down pulling the full history.Every vendor on this row
REST order book history capped at 18 months; deeper history via bulk delivery
  • docs.amberdata.io/changelog/rest-access-historical-order-book-limited

Checked Oct 1, 2026

Pricing model

How the pricing worksHow the price is structured.Every vendor on this row
Negotiated contract; basic and order-book tiers
  • amberdata.io/market-data
  • amberdata.io/pricing

Checked Jul 28, 2026 · due for re-check

What the price gatesWhat the plans restrict. Read this before comparing the prices below it.Every vendor on this row
Scope of the contract; granular order book sits above basic
  • amberdata.io/market-data

Checked Jul 28, 2026 · due for re-check

Full historical data access on a monthly subscriptionWhether a month-to-month plan unlocks the whole history, or full history needs yearly billing or a contract.Every vendor on this row
Not documentedPlans are quoted on request
  • amberdata.io/pricing

Checked Sep 25, 2026

Entry priceThe cheapest listed way in.Every vendor on this row
On request
  • amberdata.io/pricing

Checked Sep 25, 2026

What you get at the entry priceWhat the cheapest plan includes.Every vendor on this row
Nothing published
  • amberdata.io/pricing

Checked Sep 25, 2026

Getting started

Usable without an API keyWhether you can try the data before creating a key.Every vendor on this row
NoEvery request needs an API key
  • docs.amberdata.io/http/http-api-fundamentals

Checked Oct 1, 2026

Self-serve signupWhether you can sign up and pay without talking to sales.Every vendor on this row
Not verified

No source · Oct 1, 2026

Next to similar vendors

Other derived market metrics vendors on the rows buyers ask about first. Open them side by side in the full table.

AmberdataCoin Metrics
Exchanges covered30+ exchanges, 6,365+ pairs across spot, futures, options40+, 400k+ markets
Earliest data availableOrder books from 2011 on select exchangesJuly 2010 (BTC trades from Mt.Gox)
Local / receive timestampNoTrade and order book event schemas carry exchange timestamps onlyYesFeed-handler clock on update rows
L2 book, incremental updatesYesEvery price-level eventPartialHistorical updates only on supported exchanges, many markets from 2026-06-26
Order flow and flow toxicityPartialOrder book pressurePartialTrades carry taker side; no taker volume, CVD or VPIN series
Entry priceOn requestFree community tier
Full historical data access on a monthly subscriptionNot documentedPlans are quoted on requestNoFull history is an enterprise contract; the free community tier is limited
Self-serve signupNot verifiedPartialCommunity yes, Pro via sales

Sources

Every page this profile cites, with the date we last read it.

  • Kaiko news: Kaiko acquires Amberdata

    • www.kaiko.com/news/kaiko-acquires-amberdata-in-landmark-digital-asset-data-consolidation

    Acquired Amberdata, incl. GVOL options analytics; announced June 2026

    Checked October 1, 2026

  • Amberdata analytics

    • www.amberdata.io/analytics

    Price impact, slippage, liquidity-weighted average price, order book pressure and depth. Delivery via REST API, cloud platforms, AWS S3 and dashboards

    Checked July 28, 2026

  • Amberdata derivatives analytics and Deribit market data

    • www.amberdata.io/derivatives-analytics
    • www.amberdata.io/deribit-market-data

    Realized and implied volatility, vol surfaces, skew, term structure, gamma, OI

    Checked July 28, 2026

  • Amberdata market data tiers

    • www.amberdata.io/market-data

    Basic tier excludes granular order book; higher tier adds low-latency order book access

    Checked July 28, 2026

  • Amberdata docs: market overview and order books

    • docs.amberdata.io/docs/market/market-overview
    • docs.amberdata.io/data-dictionary/market/order-books

    30+ exchanges, 6,365+ pairs; order book events and 1-minute snapshots, from 2011 on select venues; REST, WS, S3, Snowflake, BigQuery, Databricks

    Checked October 1, 2026

  • Amberdata changelog: REST historical order book limited

    • docs.amberdata.io/changelog/rest-access-historical-order-book-limited

    REST order book history limited to 18 months since May 2025; deeper via bulk delivery

    Checked October 1, 2026

  • Amberdata docs: order books and market FAQs

    • docs.amberdata.io/data-dictionary/market/order-books
    • docs.amberdata.io/data-dictionary/market/market-faqs

    Instrument universe: Yes, order books for every pair on supported exchanges; venues are a curated top-volume set

    Checked October 1, 2026

  • Amberdata docs: spot trades

    • docs.amberdata.io/http/market/spot-trades

    Exchange timestamp: Yes, trades and order book events carry exchangeTimestamp with nanoseconds; Receive timestamp: No, trade and order book event schemas carry exchange timestamps only

    Checked October 1, 2026

  • Amberdata docs: spot trade frequency

    • docs.amberdata.io/http/analytics/spot/trade-frequency

    Trade size: Yes, trade counts and volume by USD size bucket (0-1k to 100k+), spot only

    Checked October 1, 2026

  • Amberdata docs: OHLCV

    • docs.amberdata.io/data-dictionary/market/ohlcv

    Intervals: OHLCV at 1 minute, 1 hour, 1 day; order book snapshots every minute

    Checked October 1, 2026

  • Amberdata docs: HTTP API fundamentals

    • docs.amberdata.io/http/http-api-fundamentals

    API key: No, every request needs an API key

    Checked October 1, 2026

  • Amberdata docs: OHLCV and trades (checked, bar timestamp and revisions not stated)

    • docs.amberdata.io/data-dictionary/market/ohlcv
    • docs.amberdata.io/data-dictionary/market/trades

    Bar build timestamp and revision policy not stated

    Checked October 1, 2026

  • Amberdata pricing

    • www.amberdata.io/pricing

    No dollar figures; plans with a request-a-quote form. Also cited on aperiodic.io/compare/aperiodic-vs-amberdata.

    Checked September 25, 2026

On this page

  • Key facts
  • What it is
  • Universe and integrity
  • What you get
  • Access and commercials
  • Next to similar vendors
  • Sources

Amberdata

amberdata.io

Similar vendors

  • Coin Metrics

More

  • All 16 vendors in one table
  • Aperiodic vs. Amberdata, our side of it
  • Report a correction

Amberdata

amberdata.io

Similar vendors

  • Coin Metrics

More

  • All 16 vendors in one table
  • Aperiodic vs. Amberdata, our side of it
  • Report a correction
Aperiodic

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