Begin by familiarizing yourself with CoinAPI's documentation. Identify the specific endpoints you need to access the data required for your use case. Ensure you have a valid API key, as this will be necessary for authentication when making requests to the API.

Use a programming language like Python to send HTTP requests to CoinAPI. You can use Python's `requests` library to handle these requests. Set up your script to authenticate using the API key and make requests to the relevant endpoints to extract the JSON or CSV data.

Once you've extracted the data, transform it to match the schema required by your Firebolt table. This may involve cleaning the data, converting data types, and restructuring the data format. Python's pandas library can be very useful for data manipulation and transformation tasks.

Ensure you have a Firebolt account and necessary permissions to create tables and load data. Set up your Firebolt environment by defining the schema of the table where the data will be loaded. Use Firebolt's SQL syntax to create a table with the appropriate columns and data types to match the transformed data.

Write a script to load the transformed data into Firebolt. You can use Firebolt's JDBC driver to establish a connection to your Firebolt database from your script. Execute SQL `COPY` commands to load data into the Firebolt table. Ensure you handle errors and confirm successful data loading.

To ensure ongoing data synchronization, automate this extraction, transformation, and loading (ETL) process. Use a scheduling tool like cron (for Unix-based systems) or Task Scheduler (for Windows) to run your script at desired intervals, ensuring your Firebolt database stays up-to-date with the latest data from CoinAPI.

Continuously monitor the performance of your data pipeline. Check for any errors or failed loads, and optimize your script or database setup as needed. This may involve indexing tables, optimizing SQL queries, or adjusting the frequency of your data loads to balance performance and resource usage.

By following these steps, you can establish a direct data pipeline from CoinAPI to Firebolt without relying on third-party connectors or integrations.