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Index Dataset

Overview​

The "CRYPTO INDEX" dataset provides information about digital asset indices across cryptocurrency markets. It includes detailed data about market prices, trading volumes, and volatility metrics across different venues and time periods.

This dataset helps users:

  • Track principal market prices aligned with fair value standards
  • Access volume-weighted average prices across multiple exchanges
  • Monitor cryptocurrency market volatility and trends
  • Analyze market liquidity and trading conditions
  • Evaluate price consistency across different trading venues

Index Types​

  1. Principal Market Price Index (PRIMKT)

Uses the most significant trading venue's data for each asset pair, focusing on the most liquid markets. This single-source approach aligns with IFRS 13 and FASB ASC 820 standards for fair value measurement.

  1. Volume-Weighted Average Price Index (VWAP)

Aggregates 24-hour trading data across multiple exchanges, providing a volume-weighted price average that reflects broader market activity and liquidity conditions.

  1. CoinAPI Volatility Index (CAPIVIX)

Measures expected 30-day market volatility for major cryptocurrencies like BTC/USD and ETH/USD, using options data from multiple derivatives exchanges. Updates in near real-time to track changing market conditions.

Table Details​

Name: LISTINGS.PUBLIC.INDEXPRIMKT

Name: LISTINGS.PUBLIC.INDEXVWAP

Name: LISTINGS.PUBLIC.INDEXCAPIVIX

Schema​

CREATE OR REPLACE TABLE LISTINGS.PUBLIC.INDEXVWAP (
    time_period_start     TIMESTAMP_NTZ(9),
    time_period_end       TIMESTAMP_NTZ(9),
    time_open             TIMESTAMP_NTZ(9),
    time_close            TIMESTAMP_NTZ(9),
    value_open            NUMBER(38,8),
    value_high            NUMBER(38,8),
    value_low             NUMBER(38,8),
    value_close           NUMBER(38,8),
    value_count           NUMBER(38,0)

);