> ## Documentation Index > Fetch the complete documentation index at: https://docs.amberdata.io/llms.txt > Use this file to discover all available pages before exploring further. # Trade Frequency > This endpoint condenses raw trade data into 1-minute increments, making it easier to analyze aggregated statistics without parsing millions of individual trades. It includes a breakdown of trades by quote size, allowing users to filter by specific trade sizes or view all trades. Key metrics provided are total volume traded, VWAP (volume-weighted average price), trade count, and net buy/sell aggressor volumes. ## OpenAPI ````yaml get /trade/frequency openapi: 3.1.0 info: title: spot-analytics version: '2' servers: - url: https://api.amberdata.com/markets/spot/analytics security: - sec0: [] paths: /trade/frequency: get: summary: Trade Frequency description: >- This endpoint condenses raw trade data into 1-minute increments, making it easier to analyze aggregated statistics without parsing millions of individual trades. It includes a breakdown of trades by quote size, allowing users to filter by specific trade sizes or view all trades. Key metrics provided are total volume traded, VWAP (volume-weighted average price), trade count, and net buy/sell aggressor volumes. operationId: spot-analytics-trade-frequency parameters: - name: exchange in: query description: >- **[Optional]** The exchange for which to retrieve listed spot instruments. **[Examples]** ` gdax | okex | binance | binanceus` schema: type: string default: gdax - name: pair in: query description: |- **[Required]** The currency pair for the spot instrument. **[Examples]** ` btc_usd | btc_usdc | eth_usd ` required: true schema: type: string default: btc_usd - name: fuzzyMatch in: query description: >- **[Required]** This parameter allows users to return either a specific pair, such as btc_usd, when set to FALSE, or return every pair related to an underlying asset, such as BTC, when set to TRUE (ex: btc_eur, btc_usd, btc_usdt, etc) required: true schema: type: boolean default: false - name: orderSizeCategoryUsd in: query description: >- **[Optional]** Users can specify to return all aggregated trades or only trades that fit a specific size threshold (0-1k, 1k-10k, 10k-100k, 100k+, ALL). Users can specify by passing the lower threshold flag ` 0 | 1k | 10k | 100k | All ` schema: type: string default: All - name: startDate in: query description: >- **[Optional]** Payload only includes data after this date (inclusive). **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-27` schema: type: string default: '2025-05-01' - name: endDate in: query description: |- **[Optional]** Payload only includes data up to this date. **[Formats]** `seconds | milliseconds | iso8601` **[Examples]** `1578531600 | 1578531600000 | 2025-02-28` schema: type: string default: '2025-05-01' - name: timeFormat in: query description: >- **[Optional]** Time format of the timestamps in the return payload. **[Defaults]** `milliseconds | ms* | iso | iso8601 | hr | human_readable` schema: type: string default: hr - name: timeInterval in: query required: false description: >- **[Optional]** Time interval of data frequency for the selected date range. **[Examples]** ` minute | hour | day` schema: type: string default: day responses: '200': description: '200' content: application/json: examples: Result: value: status: 200 title: OK description: Successful request payload: data: - avgTradeSizeUsd: 2430.788381711542 buyTradeCount: 248726 buyVolumeCoin: 4368.776665650001 close: 96495.11 exchange: gdax high: 97546.99 low: 94136.79 netBuyVolumeCoin: 403.52652067 open: 96165.11 orderSizeCategoryUsd: All pair: btc_usd sellTradeCount: 207596 sellVolumeCoin: 3965.2501449799993 timestamp: 2025-05-01 00:00:00 000 totalTradeCount: 456322 totalVolumeUsd: 801971245.3019549 vwap: 96235.22440469854 schema: type: object properties: status: type: integer example: 200 title: type: string example: OK description: type: string example: Successful request payload: type: object properties: data: type: array items: type: object properties: avgTradeSizeUsd: type: number example: 182850.664267192 description: The average trade size for the time interval buyTradeCount: type: integer example: 30 description: >- The buy order count. Buy and sell counts are measured by aggressor behaviour buyVolumeCoin: type: - number - 'null' example: 5430 description: >- The buy coin (base) volume. Buy and sell are measured by aggressor behaviour close: type: number example: 94229.78 description: The time interval close price exchange: type: string example: gdax description: >- The subject exchange used for calculating trade frequency high: type: number example: 95229.78 description: The time interval high price low: type: number example: 94229.78 description: The time interval low price netBuyVolumeCoin: type: number example: 403.52652067 description: >- The buy order volume minus sell order volume in coin (base) terms. Buy and sell counts are measured by aggressor behaviour open: type: number example: 93229.78 description: The time interval open price orderSizeCategoryUsd: type: string example: 100K+ description: >- The trade size threshold in quote terms (often USD) used for the calculation pair: type: string example: btc_usd description: The subject pair sellTradeCount: type: number example: 207596 description: The total amount of sell trades sellVolumeCoin: type: number example: 3965.2501449799993 description: >- The total amount of sell volume in coin (base) terms timestamp: type: string example: 2025-04-15 00:00:00 000 description: The timestamp used for the calculation totalTradeCount: type: number example: 456322 description: The total number of trades totalVolumeUsd: type: number example: 549390273.3037565 description: >- The total quote (often USD) volume used for the calculation vwap: type: number example: 105724.81842395054 description: Trade-weighted average price security: - ApiKeyAuth: [] components: securitySchemes: ApiKeyAuth: type: apiKey in: header name: x-api-key ````