Kraken - 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 per currency pair listed below. We add new pairs as soon as they are listed on the exchange. 

      BCHBTC 09/08/17
      BCHEUR 09/08/17
      BCHUSD 09/08/17
      BTCCAD 01/10/16
      BTCEUR 10/09/13
      BTCGBP 01/10/16
      BTCJPY 18/12/14
      BTCUSD 06/10/13
      DAOBTC 01/10/16
      DAOCAD 15/10/16
      DAOETH 01/10/16
      DAOEUR 01/10/16
      DAOGBP 06/10/16
      DAOJPY 02/10/16
      DAOUSD 01/10/16
      DASHBTC 09/08/17
      DASHEUR 09/08/17
      DASHUSD 08/08/17
      EOSBTC 09/08/17
      EOSETH 09/08/17
      EOSEUR 09/08/17
      EOSUSD 09/08/17
      ETCBTC 01/10/16
      ETCETH 01/10/16
      ETCEUR 01/10/16
      ETCUSD 01/10/16
      ETHBTC 03/03/16
      ETHCAD 01/10/16
      ETHEUR 07/08/15
      ETHGBP 01/10/16
      ETHJPY 01/10/16
      ETHUSD 07/08/15
      GNOBTC 08/08/17
      GNOETH 08/08/17
      GNOEUR 09/08/17
      GNOUSD 08/08/17
      ICNBTC 30/10/16
      ICNETH 28/10/16
      LTCBTC 01/10/16
      LTCCAD 02/10/16
      LTCEUR 01/10/16
      LTCUSD 01/10/16
      MLNBTC 08/08/17
      MLNETH 08/08/17
      REPBTC 30/10/16
      REPCAD 04/10/16
      REPETH 27/10/16
      REPEUR 29/10/16
      REPJPY 05/10/16
      REPUSD 24/10/16
      USDTUSD 08/08/17
      XDGBTC 01/10/16
      XLMBTC 01/10/16
      XLMEUR 09/08/17
      XLMUSD 09/08/17
      XMRBTC 24/08/17
      XMREUR 24/08/17
      XMRUSD 24/08/17
      XRPBTC 01/10/16
      XRPCAD 08/08/17
      XRPEUR 09/08/17
      XRPJPY 08/08/17
      XRPUSD 09/08/17
      ZECBTC 30/10/16
      ZECCAD 31/10/16
      ZECEUR 30/10/16
      ZECGBP 31/10/16
      ZECJPY 30/10/16
      ZECUSD 30/10/16

      All timeseries end yesterday.

      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 Kraken and all cryptocurrency pairs listed on the exchange.  

       

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