Retrieves the latest TWAP for the specified pair - this is the global TWAP across all exchanges which supports this pair, based on minutely data.
Price is calculated as a time weighted moving average across all exchanges.
If the parameter exchange is specified, the data returned is the TWAP for that pair on that exchange.
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. |
pair |
| The name of the pair. |
price |
| The price of the pair. |
volume |
| The volume of the pair 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. |
twap |
| The Time Weighted Average Price. |