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Definition

This section provides unweighted price data for every asset and trading pair across all supported centralized exchanges, accessible via both latest and historical endpoints.

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Details

Price endpoints are categorized into two types:
  • Asset: Returns a single price for the asset across all exchanges, based on VWAP with a lookback period of 1. This method avoids price distortion from low-volume outliers and is commonly referred to as a reference or global price.
  • Pair: Returns price data for a specific trading pair, with the option to filter by individual exchange or aggregate across all supported exchanges.
Price is calculated using the formula:
(High + Low + Close) / 3 This methodology provides a normalized, exchange-agnostic price point.

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API Endpoints

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Spot

Assets Pairs

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Availability

  • Data Access: REST API (latest and historical) and WebSockets (real-time)
  • Update Frequency: Updated with each new tick from exchange feeds
ExchangeSpot Market Start Date
Binance2017-07-14 00:00:00+00:00
Binance.US2019-09-17 00:00:00+00:00
Bitfinex2013-03-31 00:00:00+00:00
Bitmex2024-03-29 00:00:00+00:00
Bithumb2021-08-30 15:00:00+00:00
Bitstamp2011-08-18 00:00:00+00:00
ByBit2021-07-05 00:00:00+00:00
FTX**2019-07-21 00:00:00+00:00
GDAX (Coinbase Pro)2015-04-21 00:00:00+00:00
Gemini2020-07-19 04:00:00+00:00
Huobi2017-07-27 16:00:00+00:00
Kraken2016-07-19 00:00:00+00:00
LMAX2018-02-20 00:00:00+00:00
Mexc2017-10-25 16:00:00+00:00
OKX (OKeX)2019-07-11 00:00:00+00:00
Poloniex2014-01-18 00:00:00+00:00
Upbit2025-03-28 00:00:00+00:00
ZB2017-10-29T16:00:00+00:00
**FTX data is no longer updated as of 2022-11-12. Historical data remains available.

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Frequently Asked Questions

How is this different from the TWAP and VWAP price data?
  • The Prices endpoints provide unweighted prices using the formula (High + Low + Close) / 3. TWAP and VWAP include volume or time-based weighting.
What is the latency?
  • Average latency is between 100–300 milliseconds.
Can price data be filtered by exchange?
  • Yes. The pairs endpoints (latest and historical) allow filtering by individual exchange. Asset endpoints return a global price across all exchanges.
How is price defined?
  • Amberdata defines price as the average of high, low, and close: (H + L + C) / 3