Prices
Definition
This section provides unweighted prices for every pair and asset across every exchange we support in the spot markets, from the latest or historical endpoints.
Details
Price endpoints are divided into two types: assets and pairs, which can be queried with specific exchanges or across all pairs.
Asset price, also referred to as a global or reference price, uses the VWAP price with a lookback period of 1. Using this method as opposed to an aggregate of all pairs eliminates the potential for erroneous prices due to outliers.
API Endpoints
Spot
/market/spot/prices/assets/information/
/market/spot/prices/assets/{asset}/latest/
/market/spot/prices/assets/{asset}/historical/
/market/spot/prices/pairs/information/
/market/spot/prices/pairs/{pair}/latest/
/market/spot/prices/pairs/{pair}/historical/
Availability
Prices endpoints are available via REST API for latest and historical (time series) data and WebSockets for real-time data.
| Exchange | Spot Market Start Date* |
|---|---|
| Binance | 2017-07-14 00:00:00+00:00 |
| Binance.US | 2019-09-17 00:00:00+00:00 |
| Bitfinex | 2013-03-31 00:00:00+00:00 |
| Bitmex | 2024-03-29 00:00:00+00:00 |
| Bithumb | 2021-08-30 15:00:00+00:00 |
| Bitstamp | 2011-08-18 00:00:00+00:00 |
| ByBit | 2021-07-05 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 |
| Gemini | 2020-07-19 04:00:00+00:00 |
| Huobi | 2017-07-27 16:00:00+00:00 |
| Kraken | 2016-07-19 00:00:00+00:00 |
| LMAX | 2018-02-20 00:00:00+00:00 |
| Mexc | 2017-10-25 16:00:00+00:00 |
| OKX (OKeX) | 2019-07-11 00:00:00+00:00 |
| Poloniex | 2014-01-18 00:00:00+00:00 |
| Upbit | 2025-03-28 00:00:00+00:00 |
| ZB | 2017-10-29T16:00:00+00:00 |
*These dates represent the oldest start date we have for Price data across all pairs
**As of 2022-11-12, we stopped supporting FTX, but historical data will remain available
Frequently Asked Questions
How is this different from the TWAP and VWAP price data?
- Unlike the TWAP and VWAP weighted prices, the Prices endpoints show the unweighted prices of an asset or pair.
- Since Price is derived from the OHLCV data with the following calculation: (H+L+C) / 3, it is essentially the same thing as VWAP with 1 lookback period (weighted across all exchanges).
What is the latency of the Prices endpoints?
- The average latency for the Prices endpoints is 100-300 ms.
If I want to see just the price data for a particular exchange, can I?
- Yes. In the pairs endpoints, latest and historical, you have the option to choose whether to see the price based on every exchange or just one particular exchange. Note, the asset endpoints aggregate across every exchange.
How do you define what price is?
- There are many methods and ways to define price. At Amberdata, we define price as (H+L+C)/3
Updated 26 days ago