Trade Aggregation

A Trade Aggregation represents aggregated statistics on an asset pair (base and counter) for a specific time period.

Attributes

Attribute Type
timestamp string start time for this trade_aggregation. Represented as milliseconds since epoch.
trade_count int total number of trades aggregated.
base_volume string total volume of base asset.
counter_volume string total volume of counter asset.
avg string weighted average price of counter asset in terms of base asset.
high string highest price for this time period.
high_r object highest price for this time period as a rational number.
low string lowest price for this time period.
low_r object lowest price for this time period as a rational number.
open string price as seen on first trade aggregated.
open_r object price as seen on first trade aggregated as a rational number.
close string price as seen on last trade aggregated.
close_r object price as seen on last trade aggregated as a rational number.

Endpoints

Resource Type Resource URI Template
Trade Aggregations Collection /trade_aggregations?{orderbook_params}

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