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.
Coverage and naming of pairs of the various exchanges
The six exchanges below do not support USD however there are USDTLTC pairs:
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 exchanges.
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 LTCUSD, 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
- 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 LTC/USD and LTC/USDT across all exchanges covered by Kaiko.