Retrieves the historical VWAP for the specified asset - this is the global VWAP across all exchanges which supports this asset, including all cross rates pairs.
Price is calculated as a volume weighted moving average across all exchanges.
Time Range LimitThe maximum time range (difference between startDate and endDate) is:
- 1 day with minutely data
- 31 days with hourly data
- 1 year with daily data
Not specifying startDate and endDateIf 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.
Volume FieldFor 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. |
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. |
vwap |
| The Volume Weighted Average Price. |