> ## 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. **Beta Product** This product is currently in beta. The schema and data may change as we refine our methodology. **Historical coverage varies by venue** — major venues reach back to 2013–2014, while newer venues start in 2026. See [Venues supported](#venues-supported) for the earliest available date per 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. 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 VWAP is aggregated across all contributing venues. The **Data since** column shows the earliest daily candle available for each `venue`, which is when it begins contributing to the cross-venue aggregate. | Venue | `venue` | Data since | | ------------- | --------------- | -------------- | | Kraken | `kraken` | September 2013 | | Bitstamp | `bitstamp` | October 2014 | | Coinbase | `coinbase` | December 2014 | | Binance | `binance` | July 2017 | | Gate.io | `gate` | November 2017 | | OKX | `okx` | December 2017 | | Crypto.com | `cryptodotcom` | October 2021 | | Bullish | `bullish` | November 2021 | | Bybit | `bybit` | March 2022 | | Deribit | `deribit` | January 2024 | | Bitget | `bitget` | March 2026 | | BitMart | `bitmart` | March 2026 | | KuCoin | `kucoin` | March 2026 | | MEXC | `mexc` | March 2026 | | Pionex | `pionex` | March 2026 | | Poloniex | `poloniex` | March 2026 | | Backpack | `backpack` | March 2026 | | Binance.US | `binanceusa` | March 2026 | | Bitso | `bitso` | March 2026 | | Bitvavo | `bitvavo` | March 2026 | | CEX.IO | `cexio` | March 2026 | | Luno | `luno` | April 2026 | | Upbit | `upbit` | April 2026 | | WhiteBIT | `whitebit` | April 2026 | | HashKey | `hashkey` | April 2026 | | itBit | `itbit` | April 2026 | | LMAX Digital | `lmax` | April 2026 | | Binance Alpha | `binance-alpha` | June 2026 |