# Trade Count, OHLCV & VWAP

## What is this dataset? 

This dataset offers the trade count, OHLCV and VWAP history for an instrument on an exchange. 

### File structure details

* The time granularity that we provide through CSV files is `1min`, `5min`, `10min`, `15min` and `30min` for monthly grouped CSV files, while `1hour`, `4hour` and `1day` for yearly grouped CSV files.
* File Name: \[kaiko\_legacy\_slug]\_\[data\_feed\_code]\_cohlcvwap\_\[time\_granularity]\_\[date].csv<br>
  * Files are created on a daily basis, but complete as a month or year ends
  * example: bw\_btcusdt\_perp\_cohlcvwap\_5m\_2023\_02.csv, bw\_atomusdt\_perp\_cohlcvwap\_1h\_2023.csv
* Cut-off datetime:
  * Monthly grouped files: The mid-night of the last day of the month
  * Yearly grouped files: The mid-night of the last day of the year
* Column Delimeter: , (comma)
* Decimal Mark (in numbers): . (dot)
* There are no column headers in the CSV files, so I will present the columns in order from left to right.

| Column                                                                                 | Description                                                                                                                                                                                                  | Example         |
| -------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ | --------------- |
| `timestamp`                                                                            | The starting timestamp of the time interval, expressed in Unix Timestamp (in milliseconds)                                                                                                                   | `1672531200000` |
| `count`                                                                                | Then number of trades. 0 when no trades reported.                                                                                                                                                            | `321`           |
| `open`                                                                                 | Opening price of interval. null when no trades reported.                                                                                                                                                     | `0.4935`        |
| `high`                                                                                 | Highest price during interval. null when no trades reported.                                                                                                                                                 | `0.4951`        |
| `low`                                                                                  | Lowest price during interval. null when no trades reported.                                                                                                                                                  | `0.4911`        |
| `close`                                                                                | Closing price of interval. null when no trades reported.                                                                                                                                                     | `0.4939`        |
| `volume`                                                                               | Volume traded in interval. 0 when no trades reported.                                                                                                                                                        | `62.32`         |
| `price`                                                                                | The volume weighted price during the time interval. `null` when no trades reported.                                                                                                                          | `0.4945`        |
| <p><code>exchange</code></p><p><br><strong>BigQuery and Snowflake only</strong></p>    | <p>Exchange <code>code.</code></p><p><br>See <a href="https://docs.kaiko.com/kaiko-rest-api/data-feeds/reference-data/exchange-codes">Exchange codes</a></p>                                                 | `cbse`          |
| <p><code>instrument</code><br><br><strong>BigQBigQuery and Snowflake only</strong></p> | <p>Instrument <code>code</code>. <br><br><a href="https://docs.kaiko.com/kaiko-rest-api/data-feeds/reference-data/exchange-trading-pair-codes-instruments">Exchange trading pair codes (instruments)</a></p> | `btc-usd`       |
| <p><code>interval</code><br><br><strong>BigQuery and Snowflake only</strong></p>       | The interval parameter is suffixed with `s`, `m`, `h` or `d` to specify seconds, minutes, hours or days, respectively.                                                                                       | `1h`            |


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