Amberdata Market Data API

What it is

Amberdata sells crypto market data and on-chain data through one REST API, a set of WebSocket feeds and bulk delivery into S3, Snowflake or Databricks. Its centre of gravity is derivatives: options and futures tick data, funding rates, open interest, liquidations, and a large block of computed volatility analytics — surfaces by delta and by moneyness, term structure, implied against realised, volatility indices and variance risk premium — alongside the spot tape and order books that most of its competitors lead with.

The same brand also ships an options-analytics app and an AI-driven market-intelligence product. Those are bought by different people for different reasons and are not what this card describes; this one is the API you call from your own code.

Kaiko announced its acquisition of Amberdata on 2 June 2026. As of 19 September 2026 the two are sold as two products. Amberdata keeps its own site, its own pricing page, its own developer hub on a different host with a different auth header, and its own live checkout, and it was still adding and retiring exchange coverage in its own changelog in August 2026. Nothing on either company's site says what happens to either product line, so treat the arrangement as current rather than settled.

Pricing

Two answers, depending on how much you want.

The self-serve one is the interesting one, because almost nobody at this end of the market has it. The pricing page links an online store that sells one exchange and one market at a time for 600 USD a month, or 5,000 USD a year on the annual option. Fifty-one exchange-and-market combinations are listed at that price — Binance spot, Deribit options, Hyperliquid futures and so on — and the checkout takes a card. Two things to know before treating that as a fast path: keys are provisioned in 24 to 48 business hours after payment, not on checkout, and the subscription is scoped so tightly that a call which omits the exchange parameter is rejected. With the GDAX spot plan, /markets/spot/tickers?exchange=gdax works and /markets/spot/tickers does not. It buys market-data endpoints only, and comes without the support contract.

The two cadences are not the same product either. The store sells the monthly plan with a one-year historical lookback and the annual one with full back history plus AWS S3 delivery, and the interval applies to the whole order rather than to each line of it.

Bulk delivery has a number, and it is not on the store. The billing service behind the store carries a line called "AWS S3 Bulk Data Delivery for Spot and Derivatives Market Data" at 19,580 USD a year, described as requiring an AWS ARN and at least one yearly spot or derivatives subscription beneath it, with the one price covering every exchange already bought. The store never draws it: it renders only the per-exchange plans, so the figure is real, current and invisible on the page a buyer reads (checked 2026-09-19). Treat it as the order of magnitude of the CloudSync conversation rather than as a quote, and note what it implies — the cheapest route to the bulk history that the API no longer serves is roughly four times the annual price of the exchange plan that qualifies you for it.

The other answer is the ordinary one. The pricing page names a Startup plan ("discounted pricing for pre-revenue startups and development projects") and an Enterprise plan, attaches a figure to neither, and asks you to request a quote. Enterprise keys run at 60 calls a second against the full endpoint set.

There is no free tier for the API. A trial key type is documented — 15 calls a second, 20,000 a day, all endpoints — but it is granted, not self-served, and no duration is published. The free no-card signup advertised across the site is for the derivatives analytics app, not this.

Data & coverage

The published coverage table lists 42 centralised exchanges across 65 exchange-and-market combinations — 37 spot, 20 futures, 8 options — with a start date per dataset per venue, which is the useful form and rarer than it should be. Reading it rather than the headline:

• OHLCV reaches furthest back, to 18 August 2011 on Bitstamp. Trades start 14 January 2013 on Bitfinex.
• Order books are a decade younger: the earliest snapshot or event on any venue is January 2018, on Kraken. Tickers start February 2019.
• Derivatives datasets thin out fast. Funding rates exist on 16 of the 20 futures venues (earliest May 2016, BitMEX), open interest on 21 rows, liquidations on only 10, long/short ratio on 4, insurance funds on 4.
• The exchange list includes venues that no longer trade — FTX, FTX US, OKCoin, ZB — which is legitimate as an archive and misleading as a count of live feeds.

On-chain, the API supports Bitcoin, Bitcoin Cash, Ethereum and Litecoin fully, and marks Avalanche, BNB Chain, Polygon and Solana as "available with select endpoints, as backfills and data verification are ongoing". Arbitrum appears only in the bulk-delivery table, not the API one. There is no Base. Address-level endpoints are real and detailed — balances current and historical, token balances, transactions and token transfers by wallet, current holders by token, batch portfolio lookups across several wallets.

DEX coverage starts with Uniswap v2 from May 2020 and v3 from May 2021, plus Sushiswap, Balancer, Curve v1, PancakeSwap and a handful of smaller pools. Lending covers Aave v2 and v3, MakerDAO and Compound v2 and v3, with Aave v3 the only one spanning five chains. The only DeFi derivatives venue is Derive, formerly Lyra.

Integrations

REST lives at api.amberdata.com, authenticates with an x-api-key header, and pins behaviour with a dated api-version header so a schema change does not arrive unannounced. WebSocket feeds cover spot, options and futures markets plus minutely prices, and are the one part that does not take the API-key header.

Bulk delivery — CloudSync — writes Apache Parquet to Amazon S3, with most datasets also available in Snowflake and several in Databricks. That is the intended route for anything large: the REST API rejects a query whose result exceeds 10 MB with a 400, and times out at 28 seconds with a 504.

Rate limits are per key and published: 15 calls a second and 20,000 a day on trial, 20 and 250,000 on an on-demand plan, 60 a second on enterprise.

The documentation names no first-party client library in any language, and there is no MCP server — the term appears nowhere in the documentation index, and an unauthenticated POST to /mcp on the API host returns exactly what a deliberately fabricated path returns, which is how you can tell it is not a route.

Limitations

REST order-book history is capped at 18 months. In May 2025 Amberdata limited the snapshot and event endpoints to the past 18 months across every exchange, market and instrument, and pointed deeper requests at S3 and Snowflake. Existing contracts kept their access until renewal. If your plan was to page an order book out of the API back to 2019, it is a bulk-delivery purchase now.

The self-serve plan is narrower than its price suggests. 600 USD a month is one exchange, one market, and one year of history — full back history is on the annual plan. Two venues is two subscriptions, spot plus futures on one venue is two subscriptions, and any call that does not name the exchange is unauthorised. There is no white-glove support on it either, and the key takes up to 48 business hours.

Four venues is not a market-wide signal. Long/short ratio and insurance-fund data each exist on four venues. Liquidations exist on half the futures venues. Aggregate endpoints built on those rows describe the venues they have, not the market.

Chain coverage is narrower than "multi-chain" implies. No Base at all. Arbitrum only through bulk delivery. Four of the eight API chains carry a footnote saying the backfill is still running.

BitMEX data ends on 23 September 2026, because the exchange does. That is not Amberdata's doing, but it is one of the 65 rows and one of the 51 purchasable plans.

The corporate situation is unresolved in public. The acquisition announcement describes combining product lines and says nothing about which brand survives. Everything on this card describes what is on sale today.

Alternatives

Kaiko is the direct comparison, and since June 2026 also the owner. Kaiko goes deeper on history — tick trades to 2010 against 2013 here — and is a regulated benchmark administrator, but it has no published price and no self-serve path at all. Amberdata is the one of the two you can buy from this afternoon, and the stronger of the two on options and volatility analytics.