OKex - 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 for all currency pairs listed below started in February 2018. We add new pairs as soon as they are listed on the exchange.

      1stbtc
      1steth
      1stusdt
      aacbtc
      aaceth
      aacusdt
      abtbtc
      abteth
      abtusdt
      acebtc
      aceeth
      aceusdt
      actbch
      actbtc
      acteth
      actusdt
      aidocbtc
      aidoceth
      aidocusdt
      ammbtc
      ammeth
      ammusdt
      arkbtc
      arketh
      arkusdt
      astbtc
      asteth
      astusdt
      atlbtc
      atleth
      atlusdt
      avtbch
      avtbtc
      avteth
      avtusdt
      bcdbch
      bcdbtc
      bcdusdt
      bchbtc
      bcheth
      bchusdt
      bcxbch
      bcxbtc
      becbtc
      beceth
      becusdt
      bntbtc
      bnteth
      bntusdt
      brdbtc
      brdeth
      brdusdt
      bt2btc
      btcusdt
      btgbch
      btgbtc
      btgusdt
      btmbtc
      btmeth
      btmusdt
      cagbtc
      cageth
      cagusdt
      canbtc
      caneth
      canusdt
      cbtbtc
      cbteth
      cbtusdt
      chatbtc
      chateth
      chatusdt
      cicbtc
      ciceth
      cicusdt
      cmtbch
      cmtbtc
      cmteth
      cmtusdt
      ctrbtc
      ctreth
      ctrusdt
      cvcbtc
      cvceth
      cvcusdt
      dashbch
      dashbtc
      dasheth
      dashusdt
      datbtc
      dateth
      datusdt
      dentbtc
      denteth
      dentusdt
      dgbbtc
      dgbeth
      dgbusdt
      dgdbch
      dgdbtc
      dgdeth
      dgdusdt
      dnabtc
      dnaeth
      dnausdt
      dntbtc
      dnteth
      dntusdt
      dpybtc
      dpyeth
      dpyusdt
      edobch
      edobtc
      edoeth
      edousdt
      elfbtc
      elfeth
      elfusdt
      engbtc
      engeth
      engusdt
      eosbch
      eosbtc
      eoseth
      eosusdt
      etcbch
      etcbtc
      etceth
      etcusdt
      ethbtc
      ethusdt
      evxbtc
      evxeth
      evxusdt
      fairbtc
      faireth
      fairusdt
      funbtc
      funeth
      funusdt
      gasbtc
      gaseth
      gasusdt
      gntbtc
      gnteth
      gntusdt
      gnxbtc
      gnxeth
      gnxusdt
      gtobtc
      gtoeth
      gtousdt
      hmcbtc
      hmceth
      hmcusdt
      hotbtc
      hoteth
      hotusdt
      hsrbtc
      hsreth
      hsrusdt
      icnbtc
      icneth
      icnusdt
      icxbtc
      icxeth
      icxusdt
      insbtc
      inseth
      insurbtc
      insureth
      insurusdt
      insusdt
      intbtc
      inteth
      intusdt
      iostbtc
      iosteth
      iostusdt
      iotabtc
      iotaeth
      iotausdt
      ipcbtc
      ipceth
      ipcusdt
      itcbtc
      itceth
      itcusdt
      kcashbtc
      kcasheth
      kcashusdt
      keybtc
      keyeth
      keyusdt
      kncbtc
      knceth
      kncusdt
      labtc
      laeth
      lausdt
      lendbtc
      lendeth
      lendusdt
      levbtc
      leveth
      levusdt
      lightbtc
      lighteth
      lightusdt
      linkbtc
      linketh
      linkusdt
      lrcbtc
      lrceth
      lrcusdt
      ltcbch
      ltcbtc
      ltceth
      ltcusdt
      magbtc
      mageth
      magusdt
      manabtc
      manaeth
      manausdt
      mcobtc
      mcoeth
      mcousdt
      mdabtc
      mdaeth
      mdausdt
      mdtbtc
      mdteth
      mdtusdt
      mithbtc
      mitheth
      mithusdt
      mkrbtc
      mkreth
      mkrusdt
      mofbtc
      mofeth
      mofusdt
      motbtc
      moteth
      motusdt
      mthbtc
      mtheth
      mthusdt
      mtlbtc
      mtleth
      mtlusdt
      nanobtc
      nanoeth
      nanousdt
      nasbtc
      naseth
      nasusdt
      neobtc
      neoeth
      neousdt
      ngcbtc
      ngceth
      ngcusdt
      nulsbtc
      nulseth
      nulsusdt
      oaxbtc
      oaxeth
      oaxusdt
      ofbtc
      ofeth
      ofusdt
      omgbtc
      omgeth
      omgusdt
      ostbtc
      osteth
      ostusdt
      paybtc
      payeth
      payusdt
      poebtc
      poeeth
      poeusdt
      pptbtc
      ppteth
      pptusdt
      prabtc
      praeth
      prausdt
      pstbtc
      psteth
      pstusdt
      qtumbtc
      qtumeth
      qtumusdt
      qunbtc
      quneth
      qunusdt
      qvtbtc
      qvteth
      qvtusdt
      rbtc
      rcnbtc
      rcneth
      rcnusdt
      rctbtc
      rcteth
      rctusdt
      rdnbtc
      rdneth
      rdnusdt
      readbtc
      readeth
      readusdt
      refbtc
      refeth
      refusdt
      reqbtc
      reqeth
      requsdt
      reth
      rntbtc
      rnteth
      rntusdt
      rusdt
      saltbtc
      salteth
      saltusdt
      sanbtc
      saneth
      sanusdt
      sbtcbch
      sbtcbtc
      showbtc
      showeth
      showusdt
      smtbtc
      smteth
      smtusdt
      sncbtc
      snceth
      sncusdt
      snglsbtc
      snglseth
      snglsusdt
      snmbtc
      snmeth
      snmusdt
      sntbtc
      snteth
      sntusdt
      socbtc
      soceth
      socusdt
      spfbtc
      spfeth
      spfusdt
      sscbtc
      ssceth
      sscusdt
      stcbtc
      stceth
      stcusdt
      storjbtc
      storjeth
      storjusdt
      subbtc
      subeth
      subusdt
      swftcbtc
      swftceth
      swftcusdt
      tctbtc
      tcteth
      tctusdt
      thetabtc
      thetaeth
      thetausdt
      tiobtc
      tioeth
      tiousdt
      tnbbtc
      tnbeth
      tnbusdt
      topcbtc
      topceth
      topcusdt
      truebtc
      trueeth
      trueusdt
      trxbtc
      trxeth
      trxusdt
      ubtcbtc
      ubtceth
      ubtcusdt
      uctbtc
      ucteth
      uctusdt
      ugcbtc
      ugceth
      ugcusdt
      ukgbtc
      ukgeth
      ukgusdt
      utkbtc
      utketh
      utkusdt
      veebtc
      veeeth
      veeusdt
      vibbtc
      vibeth
      vibusdt
      viubtc
      viueth
      viuusdt
      wbtcbtc
      wrcbtc
      wrceth
      wrcusdt
      wtcbtc
      wtceth
      wtcusdt
      xembtc
      xemeth
      xemusdt
      xlmbtc
      xlmeth
      xlmusdt
      xmrbtc
      xmreth
      xmrusdt
      xrpbtc
      xrpeth
      xrpusdt
      xucbtc
      xuceth
      xucusdt
      yeebtc
      yeeeth
      yeeusdt
      yoyobtc
      yoyoeth
      yoyousdt
      zecbtc
      zeceth
      zecusdt
      zenbtc
      zeneth
      zenusdt
      zipbtc
      zipeth
      zipusdt
      zrxbtc
      zrxeth
      zrxusdt

      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 OKex and all cryptocurrency pairs listed on the exchange.  

       

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