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Spot markets

Cross-venue reference price, candles, and trade tape.

Sources

binancecoinbase

Entities

19 markets

Metrics

Cross-venue reference price

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Outlier-trimmed mean price across venues, with full per-venue provenance.

unitUSD cadencereal-time (sub-second) shapeobject GET /v1/data/crypto/spot/reference_price methodology →

24h percent change

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24-hour price change derived from combined OHLCV — latest close vs the close ~24h prior.

unitpercent cadencereal-time (sub-second) shapeobject GET /v1/data/crypto/spot/change_24h methodology →

24h range (high/low/volume)

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24-hour high, low and total volume derived from combined 1m OHLCV.

unitUSD cadencereal-time (sub-second) shapeobject GET /v1/data/crypto/spot/range_24h methodology →

24h volume-weighted average price

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24-hour volume-weighted average price proxy derived from combined 1m OHLCV (sum of midprice×volume over volume).

unitUSD cadencereal-time (sub-second) shapeobject GET /v1/data/crypto/spot/vwap_24h methodology →

24h realized volatility

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24-hour return dispersion derived from combined 1m OHLCV (stddev of per-minute log returns, plus an annualized figure).

unitpercent cadencereal-time (sub-second) shapeobject GET /v1/data/crypto/spot/realized_volatility_24h methodology →

24h trade count

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24-hour cross-venue trade count derived from combined 1m OHLCV (sum of trades_cnt).

unitcount cadencereal-time (sub-second) shapeobject GET /v1/data/crypto/spot/trade_count_24h methodology →

OHLCV candles

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Open/high/low/close/volume bars, 1s and 1m, per-venue or combined.

unitUSD cadence1s / 1m (incrementally maintained) shapeseries GET /v1/data/crypto/spot/ohlcv methodology →

Spot trades (tape)

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Normalized taker-aggressor trade prints per venue.

unitUSD cadencereal-time (tick) shapeseries GET /v1/data/crypto/spot/trades methodology →

Pull Spot markets data

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