Robust Pair Prices
What is this endpoint for?
Robust aggregation pricing methodology across all or specified exchanges. Tackle complex tax reporting and audit valuation challenges, accurately value your portfolios, and power internal analytics with stable and outlier-resistant pair prices that aggregate data from over 100 exchanges. The computation works as follows:
Listen to trades from all selected exchanges where the instrument is actively traded.
Compute RWM price. The computation is based on two principles:
A robust aggregation of prices (derived from a weighted median methodology: full details available here)
An incremental increase of the estimation window seeking for sufficient dataset to compute a robust price (e.g. number of trades under a certain threshold)
At the end of the computation, in case there are still no trades, a null value will be returned. In this instance, we'd reccomend using Cross Prices.
Endpoints
Parameters
Exchanges that send their trades late may not be captured in the given sliding window.
Fields
Request examples
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Response Example
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