Level 1 Aggregations | Developer Hub

OHLCV

OHLCV is an aggregated form of market data that stands for Open, High, Low, Close, and Volume

Historical data: 72 hours on replay
Live data: Yes
Granularity: 1s
Coverage: See Spot markets - centralized, Spot markets - decentralized, and Derivatives markets - centralized.
Docs:

VWAP

VWAP, or Volume Weighted Average Price, is the average price of an asset over a specific time period, weighted by the volume of trades. VWAP can be used to gauge market sentiment and momentum shifts.

Historical data: 72 hours on replay
Live data: Yes
Granularity: 1-second, 1-minute, 1-hour
Coverage: See Spot markets - centralized, Spot markets - decentralized, and Derivatives markets - centralized.
Methodology: Proposal/Not based on an official paper, but it depicts on how we are doing. VWAP formula: ∑(Price * Volume) / ∑Volume.
Docs:

OHLCV

OHLCV is an aggregated form of market data that stands for Open, High, Low, Close, and Volume.

Historical data: Since 2010
Live data: Yes
Granularity: Time periods between 1-second and 1-day
Coverage: See Spot markets - centralized, Spot markets - decentralized, andDerivatives markets - centralized.
Docs:

VWAP

VWAP, or Volume Weighted Average Price, is the average price of an asset over a specific time period, weighted by the volume of trades. VWAP can be used to gauge market sentiment and momentum shifts.

Historical data: Since 2010
Live data: Yes
Granularity: Time periods between 1-minute and 1-day
- Monthly-based: 1-minute, 5-minute, 10-minute, 15-minute, 30-minute
- Yearly-based: 1-hour, 4-hour, 1-day
Coverage: See Spot markets - centralized, Spot markets - decentralized, and Derivatives markets - centralized.
Methodology: Proposal/Not based on an official paper, but it depicts on how we are doing. VWAP formula: ∑(Price * Volume) / ∑Volume.
Docs:

Trade Count

Trade Count is the number of trades that occurred over a period of time.

Historical data: 1-month rolling
Live data: Yes
Granularity: Time periods between 1-second and 1-day
Coverage: See Spot markets - centralized, Spot markets - decentralized, and Derivatives markets - centralized.

OHLCV

OHLCV is an aggregated form of market data that stands for Open, High, Low, Close, and Volume.

Historical data: Since 2010
Live data: No
Granularity: Time periods between 1-second and 1-day
Coverage: See Spot markets - centralized
Docs: BigQuery

VWAP

VWAP, or Volume Weighted Average Price, is the average price of an asset over a specific time period, weighted by the volume of trades. VWAP can be used to gauge market sentiment and momentum shifts.

Historical data: Since 2010
Live data: No
Granularity: Time periods between 1-second and 1-day
Coverage: See Spot markets - centralized
Docs: BigQuery

OHLCV

Historical data: Since 2010
Live data: No
Granularity: Time periods between 1-minute and 1-day
- Monthly-based: 1-minute, 5-minute, 10-minute, 15-minute, 30-minute
- Yearly-based: 1-hour, 4-hour, 1-day
Coverage: See Spot markets - centralized, Spot markets - decentralized, and Derivatives markets - centralized.

VWAP

Historical data: Since 2010
Live data: No
Granularity: Time periods between 1-minute and 1-day
- Monthly-based: 1-minute, 5-minute, 10-minute, 15-minute, 30-minute
- Yearly-based: 1-hour, 4-hour, 1-day
Coverage: See Spot markets - centralized
Methodology: Proposal/Not based on an official paper, but it depicts on how we are doing. VWAP formula: ∑(Price * Volume) / ∑Volume.