Coinbase Pro - 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
• Format
• Sample

• 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.