VWAP
You can also get OHLCV Candlesticks from the Trade Count, OHLCV Candlesticks & VWAP endpoint.
What is this endpoint for?
This endpoint retrieves aggregated VWAP (volume-weighted average price) history for an instrument on an exchange.
Endpoint
Parameters
Parameter | Required | Description |
---|---|---|
| Yes | The data commodity. ( |
| No | See Pagination |
| Yes | The data version. ( |
| No | Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens. |
| Yes | |
| Yes | |
| Yes | |
| No | The interval parameter is suffixed with |
| No | (min: 1, default: 100, max: 100000). See Pagination Automatically included in continuation tokens. |
| No | Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens. |
| No | Return the data in ascending ( |
Fields
Field | Description |
---|---|
| Timestamp at which the interval begins. |
| VWAP. |
Request example
Response example
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