Bitstamp - VWAP Trade Data

Please contact us if you are interested in this product.

OHLCV is an aggregated form of trade data standing for "Open, High, Low, Close and Volume". Open and Close represent the first and the last price level during a specific timeframe. High and Low represent the highest and lowest reached price during that timeframe. Volume is the total amount traded during that period.

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.

    • You can browse our pairs and historical coverage using our instrument explorer here.

      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 Bitstamp and all cryptocurrency pairs listed on the exchange.