Global TWAP - Assets Historical

Retrieves the historical TWAP for the specified asset - this is the global TWAP across all exchanges which supports this asset, including all cross rates pairs.

Price is calculated as a time weighted moving average across all exchanges.

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Time Range Limit

The maximum time range (difference between startDate and endDate) is:

  • 1 day with minutely data
  • 31 days with hourly data
  • 1 year with daily data

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Volume Field

For accurate volume information, please refer to our 'OHLCV - Historical' endpoints instead. As an alternative, the 'Metrics - Asset Volume Historical' endpoint can be used to obtain asset volume per exchange.

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Not specifying startDate and endDate

If the startDate and endDate query parameters are not provided, the API will return the data from the previous 24 hours with a 1 minute frequency.

Response Data

Field

Type

Description

timestamp

number \| string

The time at which the event occured.

asset

string

The name of the asset.

price

number

The price of the asset.

volume

number

The volume of the asset at this point in time.

  • **Note**: this field will soon be deprecated

For accurate volume information, please refer to our 'OHLCV - Historical' endpoints instead. As an alternative, the 'Metrics - Asset Volume Historical' endpoint can be used to obtain asset volume per exchange.

twap

number

The Time Weighted Average Price.

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