Poloniex - 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. 

      1CRBTC 28/04/14
      AMPBTC 03/04/16
      ARDRBTC 17/10/16
      BBRBTC 02/06/14
      BBRXMR 18/08/14
      BCHBTC 29/08/17
      BCHETH 29/08/17
      BCHUSDT 29/08/17
      BCNBTC 20/05/14
      BCNXMR 23/07/14
      BCYBTC 09/09/15
      BELABTC 14/05/14
      BITCNYBTC 25/11/15
      BITSBTC 22/04/14
      BLKBTC 01/03/14
      BLKXMR 29/07/14
      BLOCKBTC 29/10/14
      BTCAMP 29/08/17
      BTCARDR 29/08/17
      BTCBCH 29/08/17
      BTCBCN 29/08/17
      BTCBCY 29/08/17
      BTCBELA 29/08/17
      BTCBLK 29/08/17
      BTCBTCD 29/08/17
      BTCBTM 29/08/17
      BTCBTS 29/08/17
      BTCBURST 29/08/17
      BTCCLAM 29/08/17
      BTCDASH 29/08/17
      BTCDBTC 24/07/14
      BTCDCR 29/08/17
      BTCDGB 29/08/17
      BTCDOGE 29/08/17
      BTCDXMR 27/07/14
      BTCEMC2 29/08/17
      BTCETC 29/08/17
      BTCETH 29/08/17
      BTCEXP 29/08/17
      BTCFCT 29/08/17
      BTCFLDC 29/08/17
      BTCFLO 29/08/17
      BTCGAME 29/08/17
      BTCGRC 29/08/17
      BTCHUC 29/08/17
      BTCLBC 29/08/17
      BTCLSK 29/08/17
      BTCLTC 29/08/17
      BTCMAID 29/08/17
      BTCNAUT 29/08/17
      BTCNAV 29/08/17
      BTCNEOS 29/08/17
      BTCNMC 29/08/17
      BTCNOTE 29/08/17
      BTCNXT 29/08/17
      BTCOMNI 29/08/17
      BTCPINK 29/08/17
      BTCPOT 29/08/17
      BTCPPC 29/08/17
      BTCRADS 29/08/17
      BTCREP 29/08/17
      BTCRIC 29/08/17
      BTCSBD 29/08/17
      BTCSC 29/08/17
      BTCSJCX 29/08/17
      BTCSTEEM 29/08/17
      BTCSTR 29/08/17
      BTCSYS 29/08/17
      BTCUSDT 19/02/15
      BTCVIA 29/08/17
      BTCVRC 29/08/17
      BTCVTC 29/08/17
      BTCXBC 29/08/17
      BTCXCP 29/08/17
      BTCXEM 29/08/17
      BTCXMR 29/08/17
      BTCXPM 29/08/17
      BTCXRP 29/08/17
      BTCXVC 29/08/17
      BTCZEC 29/08/17
      BTCZRX 29/08/17
      BTMBTC 31/07/14
      BTSBTC 16/08/14
      BURSTBTC 07/09/14
      C2BTC 05/04/14
      CGABTC 16/02/14
      CLAMBTC 05/07/14
      CUREBTC 16/05/14
      CVCBTC 21/09/17
      CVCETH 20/09/17
      DASHBTC 07/02/14
      DASHUSDT 17/02/15
      DASHXMR 23/07/14
      DCRBTC 16/05/16
      DGBBTC 09/02/15
      DIEMBTC 26/04/14
      DIEMXMR 23/07/14
      DOGEBTC 21/01/14
      EMC2BTC 16/03/14
      ETCBTC 24/07/16
      ETCETH 24/07/16
      ETCUSDT 28/07/16
      ETHBCH 29/08/17
      ETHBTC 08/08/15
      ETHETC 29/08/17
      ETHLSK 29/08/17
      ETHREP 29/08/17
      ETHSTEEM 29/08/17
      ETHUSDT 08/08/15
      ETHZEC 29/08/17
      ETHZRX 29/08/17
      EXPBTC 17/09/15
      FCTBTC 05/10/15
      FLDCBTC 16/01/15
      FLOBTC 11/03/15
      GAMEBTC 22/12/14
      GASBTC 21/09/17
      GASETH 21/09/17
      GEOBTC 20/02/15
      GNOBTC 21/09/17
      GNOETH 21/09/17
      GNTBTC 21/09/17
      GNTETH 21/09/17
      GRCBTC 26/04/15
      HUCBTC 05/02/14
      HZBTC 02/06/14
      IOCBTC 23/06/15
      LBCBTC 13/07/16
      LSKBTC 24/05/16
      LSKETH 08/06/16
      LTBCBTC 14/09/14
      LTCBTC 18/01/14
      LTCUSDT 07/03/15
      LTCXMR 23/07/14
      MAIDBTC 09/07/14
      MAIDXMR 26/07/14
      MMNXTBTC 17/12/14
      MYRBTC 26/02/14
      NAUTBTC 10/05/14
      NAVBTC 25/06/14
      NBTBTC 06/10/14
      NEOSBTC 09/09/14
      NMCBTC 25/01/14
      NOBLBTC 20/01/14
      NOTEBTC 03/04/14
      NSRBTC 22/02/15
      NXCBTC 21/09/17
      NXTBTC 19/01/14
      NXTUSDT 19/02/15
      NXTXMR 24/07/14
      OMGBTC 21/09/17
      OMGETH 21/09/17
      OMNIBTC 02/07/14
      PASCBTC 21/09/17
      PINKBTC 06/06/14
      POTBTC 14/07/14
      PPCBTC 08/04/14
      QBKBTC 10/08/14
      QORABTC 27/05/14
      QORAXMR 24/07/14
      QTLBTC 24/08/14
      RADSBTC 16/02/16
      RBYBTC 04/07/14
      RDDBTC 24/02/14
      REPBTC 04/10/16
      REPETH 04/10/16
      REPUSDT 04/10/16
      RICBTC 14/02/14
      SBDBTC 19/07/16
      SCBTC 25/08/15
      SDCBTC 18/09/14
      SJCXBTC 19/08/14
      STEEMBTC 19/07/16
      STEEMETH 19/07/16
      STRATBTC 21/09/17
      STRBTC 11/08/14
      STRUSDT 11/03/15
      SYNCBTC 18/05/14
      SYSBTC 09/01/15
      UNITYBTC 30/09/14
      USDTBCH 29/08/17
      USDTBTC 29/08/17
      USDTDASH 29/08/17
      USDTETC 29/08/17
      USDTETH 29/08/17
      USDTLTC 29/08/17
      USDTNXT 29/08/17
      USDTREP 29/08/17
      USDTSTR 29/08/17
      USDTXMR 29/08/17
      USDTXRP 29/08/17
      USDTZEC 29/08/17
      VIABTC 18/07/14
      VOXBTC 14/05/16
      VRCBTC 15/05/14
      VTCBTC 28/01/14
      XBCBTC 09/04/14
      XCNBTC 16/08/14
      XCPBTC 14/02/14
      XDNBTC 23/06/14
      XDNXMR 29/07/14
      XEMBTC 31/03/15
      XMGBTC 08/11/14
      XMRBCN 29/08/17
      XMRBLK 29/08/17
      XMRBTC 19/05/14
      XMRBTCD 28/08/17
      XMRDASH 29/08/17
      XMRLTC 29/08/17
      XMRMAID 28/08/17
      XMRNXT 29/08/17
      XMRUSDT 17/02/15
      XMRZEC 29/08/17
      XPMBTC 23/01/14
      XRPBTC 14/08/14
      XRPUSDT 20/02/15
      XSTBTC 22/09/14
      XVCBTC 05/03/15
      ZECBTC 28/10/16
      ZECETH 28/10/16
      ZECUSDT 28/10/16
      ZECXMR 29/10/16
      ZRXBTC 29/08/17
      ZRXETH 29/08/17


      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 Poloniex and all cryptocurrency pairs listed on the exchange.  

       

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