Bitfinex - 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 per currency pair is listed below, we add new pairs every day as they become listed on the exchange. 

      BTCUSD 01/04/13

      ETHBTC 09/03/16

      ETHUSD 09/03/16

      BFXBTC 01/10/16

      BFXUSD 01/10/16

      ETCBTC 01/10/16

      ETCUSD 01/10/16

      LTCBTC 01/10/16

      LTCUSD 01/10/16

      BCCBTC 01/08/17

      RRTBTC 01/08/17

      RRTUSD 03/08/17

      BCCUSD 05/08/17

      BCUBTC 05/08/17

      BCUUSD 06/08/17

      XMRBTC 09/08/17

      XMRUSD 09/08/17

      BCHBTC 10/08/17

      BCHETH 10/08/17

      BCHUSD 10/08/17

      DSHBTC 10/08/17

      DSHUSD 10/08/17

      EOSBTC 10/08/17

      EOSETH 10/08/17

      EOSUSD 10/08/17

      IOTBTC 10/08/17

      IOTETH 10/08/17

      IOTUSD 10/08/17

      OMGBTC 10/08/17

      OMGETH 10/08/17

      OMGUSD 10/08/17

      SANBTC 10/08/17

      SANETH 10/08/17

      SANUSD 10/08/17

      XRPBTC 10/08/17

      XRPUSD 10/08/17

      ZECBTC 10/08/17

      ZECUSD 10/08/17


        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 Bitfinex and all cryptocurrency pairs listed on the exchange.  

         

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