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Documentation Index

Fetch the complete documentation index at: https://docs.allium.so/llms.txt

Use this file to discover all available pages before exploring further.

Beta ProductThis product is currently in beta. The schema and data may change as we refine our methodology.Historical coverage: CEX data is currently available from April 2026 onward only.We are actively backfilling these schemas; older history and fuller coverage will appear over time.
Volume-weighted average prices (VWAP) aggregated across all CEX venues. Each row represents a unified price for a trading pair across all contributing exchanges during a specific time window. These tables provide a consolidated view of pricing across venues, ideal for standardizing price feeds and cross-exchange market analysis. Open/Close prices are omitted from these tables as they lose strict first/last-trade semantics when aggregating across multiple venues.

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Available Tables

TableGranularityDescription
cex.prices.vwap_5min_beta5-minute5-minute cross-venue VWAP (one row per pair, 5-min window)
cex.prices.vwap_hourly_betaHourlyHourly cross-venue VWAP (one row per pair, hour)
cex.prices.vwap_daily_betaDailyDaily cross-venue VWAP (one row per pair, day)
cex.prices.vwap_weekly_betaWeeklyWeekly cross-venue VWAP (one row per pair, week)
cex.prices.vwap_monthly_betaMonthlyMonthly cross-venue VWAP (one row per pair, month)

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Sample Query

Get daily aggregated BTC/USD prices across all venues for the past 30 days, including venue lineage: 
select
    timestamp,
    base_asset,
    quote_asset,
    price as vwap_price,
    high,
    low,
    volume,
    volume_quote,
    venue_count,
    contributing_venues
from cex.prices.vwap_daily_beta
where base_asset = 'BTC'
  and quote_asset = 'USD'
  and timestamp >= current_date - 30
order by timestamp desc

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Table Columns

Unique Key: timestamp, base_asset, quote_asset, granularity
ColumnData TypeDescription
timestampTIMESTAMP_NTZ(9)Start of the candle window (UTC, truncated to the candle boundary)
base_assetVARCHARBase asset of the trading pair (e.g. BTC, ETH)
quote_assetVARCHARQuote asset of the trading pair (e.g. USD, USDC)
granularityVARCHARCandle granularity label (5min, 1h, 1d, 1w, 1m)
priceFLOATVolume-weighted average price (VWAP) across all venues = sum(volume_quote) / sum(volume). Null if total volume across all venues is zero.
highFLOATHighest trade price seen across all venues within the candle period
lowFLOATLowest trade price seen across all venues within the candle period
volumeFLOATTotal base asset volume traded across all venues within the candle period
volume_quoteFLOATTotal notional volume in quote asset (sum of price × quantity) across all venues within the candle period
trade_countINTEGERTotal number of individual trades across all venues aggregated into this candle
venue_countINTEGERNumber of distinct venues that contributed to this candle. A low count for a major pair may indicate missing data from one or more exchanges.
contributing_venuesARRAYSorted array of venue names that contributed to this candle (lineage). Use to trace which exchanges drove an anomalous price.
_created_atTIMESTAMP_NTZ(9)Row creation timestamp
_updated_atTIMESTAMP_NTZ(9)Row last-update timestamp

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Usage Tips

  • Lineage Tracking: Use the contributing_venues array and venue_count to understand which exchanges are represented in the aggregate price
  • VWAP Interpretation: The price column represents the true volume-weighted average, useful for fair valuation and standardized comparisons

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Venues Supported

  • backpack
  • binance
  • binanceusa
  • bitget
  • bitmart
  • bitso
  • bitstamp
  • bitvavo
  • bullish
  • bybit
  • cexio
  • coinbase
  • deribit
  • gate
  • kraken
  • kucoin
  • luno
  • mexc
  • okx
  • pionex
  • poloniex
  • upbit
  • whitebit