❄ Snowflake
Quotes Dataset
Access CoinAPI quotes data through Snowflake data warehouse
Quotes Dataset
Overview
The "QUOTES" dataset provides comprehensive information about real-time price quotes across trading venues. It includes detailed data about bid-ask prices, quote sizes and market maker activity across different timeframes.
This dataset helps users:
- Track best bid and ask prices in real-time
- Access quote sizes and market depth at the top of book
- Monitor quote update frequency and market activity
- Analyze market maker behavior and pricing patterns
- Evaluate market quality and trading conditions across venues
Table Details
Name: LISTINGS.PUBLIC.QUOTESFUTURES
Name: LISTINGS.PUBLIC.QUOTESOPTIONS
Name: LISTINGS.PUBLIC.QUOTESPERPETUAL
Schema
CREATE OR REPLACE TABLE LISTINGS.PUBLIC.QUOTESFUTURES (
symbol_id VARCHAR(100),
time_exchange TIMESTAMP_NTZ(9),
time_coinapi TIMESTAMP_NTZ(9),
ask_price NUMBER(38,8),
ask_size NUMBER(38,8),
bid_price NUMBER(38,8),
bid_size NUMBER(38,8),
);Example Query
SELECT
symbol_id,
time_exchange,
time_coinapi,
ask_price,
ask_size,
bid_price,
bid_size,
FROM QUOTESFUTURES
WHERE symbol_id IS NOT NULL
AND ask_price > 0
AND bid_price > 0
ORDER BY time_coinapi DESC -- Most recent quotes first
LIMIT 50;