Retrieves the latest TWAP for the specified asset - this is the global TWAP across all exchanges which supports this asset, including all cross rates pairs, based on minutely data.
TWAP is calculated as a time weighted moving average across all exchanges.
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.
Response Data
Field | Type | Description |
|---|---|---|
timestamp |
| The time at which the event occured. |
asset |
| The name of the asset. |
price |
| The price of the asset. |
twap |
| The Time Weighted Average Price. |
volume |
| The volume of the asset at this point in time.
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. |