CEX.IO - 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.

    • The coverage start date for all currency pairs listed below started in December 2017. We add new pairs as soon as they are listed on the exchange. 

      BCH_BTC
      BCH_EUR
      BCH_GBP
      BCH_USD
      BTC_EUR
      BTC_GBP
      BTC_RUB
      BTC_USD
      BTG_BTC
      BTG_EUR
      BTG_USD
      DASH_BTC
      DASH_EUR
      DASH_GBP
      DASH_USD
      ETH_BTC
      ETH_EUR
      ETH_GBP
      ETH_USD
      GHS_BTC
      XLM_BTC
      XLM_EUR
      XLM_USD
      XRP_BTC
      XRP_EUR
      XRP_USD
      ZEC_BTC
      ZEC_EUR
      ZEC_GBP
      ZEC_USD

      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 CEX.io and all cryptocurrency pairs listed on the exchange.  

       

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