vwapVWAP
VWAP is the volume-weighted average price, emphasizing the levels where the market actually did the most business.
It is one of the most practical benchmarks in trading because it aligns naturally with execution quality and real turnover.
Market Data
Shown: traded volume summed over each venue’s perpetuals, per minute, 18:00–01:00 UTC on 10 Oct 2025, each venue on its own square-root scale; the busiest minute, 21:13 UTC at $5.7B across the three venues, is orange · built with ohlcv 1m
Market Data Datasets
Highlighted Metrics
vwapVWAP is the volume-weighted average price, emphasizing the levels where the market actually did the most business.
It is one of the most practical benchmarks in trading because it aligns naturally with execution quality and real turnover.
twapTWAP is the simple time-weighted average price, giving equal importance to the full interval path.
Comparing TWAP to VWAP helps reveal whether heavier trading occurred above or below the average timeline of prices.
Use Cases
Get started in minutes
curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | bash# Install the Aperiodic CLI into ~/.local/bin
mkdir -p "$HOME/.local/bin"
curl -fsSL https://raw.githubusercontent.com/aperiodic-io/cli/main/install.sh | INSTALL_DIR="$HOME/.local/bin" bash
export PATH="$HOME/.local/bin:$PATH"
# Fetch the preview slice as Parquet into ./data — no API key needed
aperiodic flow --preview \
--exchange binance-futures \
--symbol perpetual-BTC-USDT:USDT \
--interval 5m \
--timestamp exchange \
--start-date 2025-05-01 \
--end-date 2025-05-31 \
--output-dir ./data && echo "Saved to $PWD/data"Get access to our full catalog of market microstructure data.
Shown: minute lows of the 465 Binance perpetuals, 20:40–22:00 UTC on 10 Oct 2025, with BTC’s path traced · built with ohlcv 1m