€1.499
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.
Coverage:
You can browse our pairs and historical coverage using our instrument explorer here.
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.