BitFlyer - 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.

    • Coinbase OHLCV data starting in December 2014. Currency pairs included in the product:

      • BTCUSD: Time series starting on 01/12/2014
      • BTCEUR: Time series starting on 23/04/2015
      • BTCGBP: Time series starting on 23/04/2015
      • ETHBTC: Time series starting on 18/05/2016
      • ETHUSD: Time series starting on 18/05/2016
      • LTCBTC: Time series starting on 17/08/2016
      • LTCUSD: Time series starting on 17/08/2016
      • ETHEUR: Time series starting on 23/05/2017
      • LTCEUR: Time series starting on 23/05/2017
      • BCHUSD: Time series starting on 20/12/2017
      • BCHBTC: Time series starting on 17/01/2018
      • BCHEUR: Time series starting on 24/01/2018

      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 BitFlyer and all cryptocurrency pairs listed on the exchange.  

       

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