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.
Available Tables
| Table | Granularity | Description |
|---|
cex.prices.vwap_5min_beta | 5-minute | 5-minute cross-venue VWAP (one row per pair, 5-min window) |
cex.prices.vwap_hourly_beta | Hourly | Hourly cross-venue VWAP (one row per pair, hour) |
cex.prices.vwap_daily_beta | Daily | Daily cross-venue VWAP (one row per pair, day) |
cex.prices.vwap_weekly_beta | Weekly | Weekly cross-venue VWAP (one row per pair, week) |
cex.prices.vwap_monthly_beta | Monthly | Monthly cross-venue VWAP (one row per pair, month) |
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
Table Columns
Unique Key: timestamp, base_asset, quote_asset, granularity
| Column | Data Type | Description |
|---|
timestamp | TIMESTAMP_NTZ(9) | Start of the candle window (UTC, truncated to the candle boundary) |
base_asset | VARCHAR | Base asset of the trading pair (e.g. BTC, ETH) |
quote_asset | VARCHAR | Quote asset of the trading pair (e.g. USD, USDC) |
granularity | VARCHAR | Candle granularity label (5min, 1h, 1d, 1w, 1m) |
price | FLOAT | Volume-weighted average price (VWAP) across all venues = sum(volume_quote) / sum(volume). Null if total volume across all venues is zero. |
high | FLOAT | Highest trade price seen across all venues within the candle period |
low | FLOAT | Lowest trade price seen across all venues within the candle period |
volume | FLOAT | Total base asset volume traded across all venues within the candle period |
volume_quote | FLOAT | Total notional volume in quote asset (sum of price × quantity) across all venues within the candle period |
trade_count | INTEGER | Total number of individual trades across all venues aggregated into this candle |
venue_count | INTEGER | Number 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_venues | ARRAY | Sorted array of venue names that contributed to this candle (lineage). Use to trace which exchanges drove an anomalous price. |
_created_at | TIMESTAMP_NTZ(9) | Row creation timestamp |
_updated_at | TIMESTAMP_NTZ(9) | Row last-update timestamp |
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
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
