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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.
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.