Coinbase Pro - VWAP Trade Data

Please contact us if you are interested in this product.

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.

    • 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 Coinbase Pro and all cryptocurrency pairs listed on the exchange.