Market Data: Exchange VWAP

By August 16, 2019 September 16th, 2019 Cryptocurrency, Market Data
Cryptocurrency Market Data: Exchange VWAP

What Is VWAP Data?

  • VWAP data is a form of cryptocurrency market data and stands for volume weighted average price. 
  • VWAP is the average price of an asset within an interval, and this average is calculated by weighing the prices proportionally to the volume traded at that price.

How To Obtain Exchange VWAP Data?

  • Coinscious provides Exchange VWAP data for a variety of exchanges and trading pairs, as well as for intervals ranging from one minute to one day.
  • The exchange VWAP endpoint provides the VWAP of a specific trading pair on a single exchange.
  • This is different from the VWAP data endpoint, which provides the price of a cryptocurrency across multiple exchanges and markets and is denominated in a fiat currency. Learn more about our VWAP data: here.
  • Exchange VWAP data can be obtained from our Market Data API by making a GET request to the endpoint  https://api.coinscious.org/exchange-vwap/{exchange}/{pair}. 
  • Optional parameters that can be included include the interval, start and end times, and limit. For instance, if you want the ETH/BTC VWAP at Binance at one minute intervals, then you would make a GET request to this url: https://api.coinscious.org/exchange-vwap/binance/eth_btc?interval=1m
Name Required Type Description
exchange Yes string Exchanges supported
pair Yes string Token Pair supported
interval No string Interval and limit
start No timestamp
end No timestamp
limit No integer Interval and limit

Shell Example

Python Example

Java Example


Data Services 

MARKET DATA API: The most accurate and comprehensive raw crypto market VWAP, OHLCV, trade and order book data. Our data services enable retail and institutional investors easy access to historical and live stream, gapless data with only 100 millisecond latency. Subscribe Now

ALERT API: Fast, real-time alerts to capture more trade opportunities. Track price, volume & trend changes in mainstream crypto markets, and monitor big monetary movements on blockchain data. Subscribe Now


COINSCIOUS TERMINAL: real-time analytics on the top 100 coins/tokens, 18 mainstream crypto exchanges, and top technical trading indicators. Access now.


The information contained herein is for informational purposes only and is not intended as a research report or investment advice. It should not be construed as Coinscious recommending investment in cryptocurrencies or other products or services, or as a solicitation to buy or sell any security or engage in a particular investment strategy. Investment in the crypto market entails substantial risk. Before acting on any information, you should consider whether it is suitable for your particular circumstances and consult all available material, and, if necessary, seek professional advice.

Coinscious and its partners, directors, shareholders and employees may have a position in entities referred to herein or may make purchases and/or sales from time to time, or they may act, or may have acted in the past, as an advisor to certain companies mentioned herein and may receive, or may have received, a remuneration for their services from those companies.

Neither Coinscious or its partners, directors, shareholders or employees shall be liable for any damage, expense or other loss that you may incur out of reliance on any information contained in this report. 

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