All Exchanges - VWAP Historical data


This dataset consists of full historical VWAP data for all covered currency pairs, on all exchanges. 

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.

All exchanges and cryptocurrency pairs listed on Kaiko are included in this bundle. 

  • As per individual product descriptions. All time series end yesterday. 

    Some historical data might be missing due to exchanges / APIs experiencing downtime or technological problems on our end. In most cases, these gaps can be backfilled. Please contact us if you have inquiries about particular date periods or pairs.

  • 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 BTCUSD, USD is the quote currency)

  • For an VWAP sample, please refer to our Request Sample page

    Notes:

    - OHLCV and VWAP products will be delivered to your cloud provider. More info can be found on Data Delivery 

    - The file will be a Zip Archive containing your cryptocurrency trading data. 

    - This bundle includes data for all the following exchanges:
    BitMEX Binance Bitfinex bitFlyer Bithumb Bitstamp Bittrex Bit-Z BTC-e BTC38 BTCBox BTCChina CEX.io Coinone Ethfinex EXX Gatecoin Coinbase Pro (GDAX) Gemini hitBTC Huobi itBit Kraken Korbit Mt.Gox OKCoin OKEx Poloniex Quoine YoBit Zaif

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