> ## 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.

# VWAP Cross-Venue

> 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.

<Warning>
  **Beta Product**

  This 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.
</Warning>

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.

## 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:

```sql theme={null}
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