Pairs Historical [ENT]

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.

Default results are over a 1m tick / 24h lookback period.

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.

Response Data

Field

Type

Description

timestamp

number | string

The time at which the event occured.

pair

string

The name of the pair.

price

number

The price of the pair.

volume

number

The volume of the pair at this point in time.

wvap

number

The Volume Weighted Average Price.

Language
Authentication
Header
Click Try It! to start a request and see the response here!