Skip to main content

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;