Ethereum - VWAP Trade Data (ETH/USD and ETH/USDT)


VWAP, or Volume Weighted Average Price, is an indicator of the average price of an asset over a set time period. Just like OHLCV data, it is an aggregated form of trade data. As the term implies, VWAP weighs the price against the volume. It's a useful indicator to eliminate noise in price movements for a given timespan.

We provide VWAP data for the same timeframes as our OHLCV data. The standard offered timeframes are 1 minute, 1 hour and 1 day. Custom granularities can be purchased upon request.

  • The bundle will include all ETH/USD and ETH/USDT data from the below exchanges:

    ETH-USD
    Bittrex
    Kraken
    CEX.IO
    Quoine
    Bitfinex
    Gemini
    Gatecoin
    Yobit
    WEX
    OkCoin
    Coinbase
    Bitstamp
    Ethfinex
    HitBTC
    OkEX (futures only)

    ETH-USDT
    Binance
    Bittrex
    Bit-Z
    Huobi
    OkEX
    Poloniex
    EXX



    All timeseries end yesterday.

    Some historical data might be missing due to exchanges / APIs experiencing downtime or technological problems on our end. Please contact us if you have inquiries about particular date periods or exchanges.

  • Format of the files (delivered without headers)

    - Timestamp: Date and opening time (UTC) of the hour as a UNIX timestamp
    - VWAP: Volume Weighted Average price in quote currency (for ETHUSD, USD is the quote currency)

    The standard offered timeframes are 1 minute, 1 hour and 1 day. Custom granularities can be purchased upon request.

  • Request a sample here

    Notes:
    - The format of the files are .csv files, which you will be able to download immediately upon purchase.
    - The file will be a Zip Archive containing your cryptocurrency trading data.
    - This bundle includes data for ETH/USD and ETH/USDT across all exchanges covered by Kaiko.

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