Binance - VWAP Trade Data


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.

Major cryptocurrencies (Bitcoin, Ethereum, Litecoin, Ethereum Classic...) are included and trade on this exchange.

    • Coverage start date 28 October 2017, for all currency pairs listed below:

      ASTBTC
      ASTETH
      BCCBTC
      BNBBTC
      BNBETH
      BNTBTC
      BNTETH
      BQXBTC
      BQXETH
      BTCUSDT
      BTGBTC
      BTGETH
      CTRBTC
      CTRETH
      DASHBTC
      DASHETH
      DNTBTC
      DNTETH
      ENGBTC
      ENGETH
      EOSBTC
      EOSETH
      ETCBTC
      ETCETH
      ETHBTC
      ETHUSDT
      EVXBTC
      EVXETH
      FUNBTC
      FUNETH
      GASBTC
      ICNBTC
      ICNETH
      IOTABTC
      IOTAETH
      KNCBTC
      KNCETH
      LINKBTC
      LINKETH
      LTCBTC
      MCOBTC
      MCOETH
      MDABTC
      MDAETH
      MTHBTC
      MTHETH
      MTLBTC
      MTLETH
      NEOBTC
      NEOETH
      OAXBTC
      OAXETH
      OMGBTC
      OMGETH
      QTUMBTC
      QTUMETH
      REQBTC
      REQETH
      SALTBTC
      SALTETH
      SNGLSBTC
      SNGLSETH
      SNMBTC
      SNMETH
      SNTBTC
      SNTETH
      STRATBTC
      STRATETH
      SUBBTC
      SUBETH
      WTCBTC
      WTCETH
      XVGBTC
      XVGETH
      ZRXBTC
      ZRXETH


        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 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)

        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 Binance and all cryptocurrency pairs listed on the exchange.  

         

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