Retrieves the historical VWAP for the specified pair - this is the global VWAP across all exchanges which supports this pair, including all cross rates pairs.
Price is calculated as a volume weighted moving average across all exchanges.
If the parameter exchange
is specified, the data returned is the VWAP for that pair on that exchange.
The pair for which to retrieve the requested data.
[Optional] The exchange for which to retrieve the requested data.<br/>Note that daily vwap is not supported with this parameter.
[Optional] If true, cross rate pairs are included in the price & VWAP calculations - this option only supports pairs quoted in usd (ie *_usd
pairs).<br/>[Defaults] false* | true
[Optional] Payload only includes data after this date (inclusive). <br>The interval can not exceed 12 months (d), 30 days (h) or 24 hours (m).<br>[Formats] seconds | milliseconds | iso8601
<br>[Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00
[Optional] Payload only includes data before this date (exclusive). <br>The interval can not exceed 12 months (d), 30 days (h) or 24 hours (m).<br>[Formats] seconds | milliseconds | iso8601
<br>[Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00
[Optional] The time interval of the timeseries in the return payload.<br/>[Defaults] m* | minute | h | hour | d | day
[Optional] Number of historical data points used in the calculation.<br/>[Defaults] 60 for minutely, 24 for hourly and 20 for daily
[Optional] Time format of the timestamps in the return payload.<br/>[Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable
200
The response is of type object
.