Anchored VWAP from a chosen bar
API · /vwap-api
VWAP & Execution Benchmark API
healthy
3,544 Subscribers
Live VWAP (volume-weighted average price) and execution-benchmark analytics that trading desks and algos run to judge a fill, computed on demand from the OHLCV candles you pass in — no key, no cache, nothing stored. The vwap endpoint returns the session VWAP, its cumulative curve and where the last price sits relative to it (above, below or at VWAP), using the typical price (high+low+close)/3 weighted by volume. The anchored endpoint returns the VWAP measured from a chosen bar — an anchored VWAP from a swing high, a session open or a news event. The benchmark endpoint scores an execution price against both VWAP and TWAP (time-weighted average price): the slippage in basis points and whether the fill beat the benchmark, separately for a buy or a sell. Works for any market — forex, equities, crypto or commodities — because you supply the candles. This is an execution-analytics engine: it turns price and volume into the benchmark a trader's fill is measured against, distinct from indicator and pattern tools. Computed locally and deterministically, so it is instant and private. Ideal for execution-quality (TCA) reporting, algo-trading back-tests, broker fill analysis and trading dashboards. VWAP uses the typical price (H+L+C)/3. Live, nothing stored. 3 compute endpoints. For raw price feeds use an exchange or FX API.
api.oanor.com/vwap-api
API health
healthy- Uptime
- 100.00%
- Server probes · 24h
- Avg latency
- 78 ms
- Server probes · 24h
- Subscribers
- 3,544
- active
- Total calls
- 80
- last 7 days
Pricing
Pick a tier — billed monthly, cancel anytime.
Free
Free
- 4,000 calls / month
- 2 requests / second
- Hard cap (429 above quota, no overage)
- 4,000 calls/month
- 2 req/sec
- VWAP + anchored VWAP + benchmark
- No credit card
Starter
€8.80 /month
- 86,000 calls / month
- 6 requests / second
- Hard cap (429 above quota, no overage)
- 86,000 calls/month
- 6 req/sec
- Slippage in bps vs VWAP & TWAP
- Email support
Pro
€25.60 /month
- 445,000 calls / month
- 18 requests / second
- Hard cap (429 above quota, no overage)
- 445,000 calls/month
- 18 req/sec
- Algo back-tests & TCA pipelines
- Priority support
Business
€61.50 /month
- 2,700,000 calls / month
- 45 requests / second
- Hard cap (429 above quota, no overage)
- 2,700,000 calls/month
- 45 req/sec
- Desk & broker scale
- Dedicated SLA
Built by
Related APIs
Other APIs with overlapping tags.
Crypto Slippage & Market Impact API
What a crypto trade actually costs once it eats into the order book — computed live from Binance's full depth feed (up to 5000 levels per side), no key, nothing stored. Top-of-book price is a fiction for anything but the smallest order: a real market order walks down the book, filling progressively worse levels, and the gap between the quoted price and the realised average fill is slippage. The estimate endpoint takes a pair, a side (buy or sell) and a size — in quote currency (notional, e.g. $250,000) or in base coin (quantity) — walks the live book level by level and returns the average fill price, the slippage versus the mid and versus top-of-book, the price impact (how far the last filled level sits from mid), the number of levels consumed and whether the book even holds enough liquidity to fill. The depth endpoint returns a liquidity profile: top bid/ask, mid, spread and the cumulative bid- and ask-side liquidity sitting within ±0.1%, ±0.25%, ±0.5%, ±1% and ±2% of mid, plus the book imbalance — a one-glance read on how deep and how lopsided a market is. The symbols endpoint lists tradable pairs. This is the execution-cost / market-impact analytics cut for crypto — distinct from the raw exchange order-book feed, from VWAP-on-candles, and from the price, ticker and quote APIs in the catalogue. Pairs are Binance symbols (BTCUSDT) or a coin=BTC"e=USDT form.
api.oanor.com/slippage-api
Crypto Derivatives API
A cross-exchange aggregator of cryptocurrency perpetual-futures and derivatives markets — the funding rates, open interest and volume that drive leveraged crypto trading, pulled together across every listed derivatives exchange (Binance, Bybit, OKX, Hyperliquid, MEXC and dozens more). The perps endpoint ranks the largest perpetual markets by open interest with their price, funding rate, open interest and 24h volume. The funding endpoint compares the funding rate of one asset (e.g. BTC, ETH, SOL) across every exchange that lists it, with the average — so you can spot funding dislocations and basis trades at a glance. The exchanges endpoint ranks derivatives venues by open interest with their perpetual and futures pair counts. The overview endpoint aggregates total open interest, total 24h volume and the perpetual-pair count across the whole derivatives market. The meta endpoint documents the API. Live aggregated data, lightly cached; funding rates are percentages, open interest in USD per market and BTC for venue totals. Live. 5 endpoints. This aggregates derivatives across all exchanges; for a single exchange's raw order book use that exchange's API.
api.oanor.com/cryptoderivatives-api
Luxembourg Stock Exchange API
Live equity market data for the Luxembourg Stock Exchange (LuxSE), one of Europe's leading listing venues, with quotes priced in EUR. Pull real-time quotes for specific listings — ArcelorMittal, ENGIE, RTL Group, Aperam, Reinet Investments and the rest of the equity board — with last price, day change percentage and absolute change, open, high, low, traded volume, market capitalisation and sector; run a ranked screener sorted by market cap, day change, volume or price; search the listings by company name; or read a market summary with the number of advancers, decliners and unchanged stocks, total market capitalisation and the day top gainer, top loser and most-active share. Distinct from other regional-exchange APIs on the marketplace — this surfaces the Luxembourg Stock Exchange equity board specifically.
api.oanor.com/luxembourg-stock-api
Cyprus Stock Exchange API
Live equity market data for the Cyprus Stock Exchange (CSE), the regulated securities market in Nicosia, all priced in EUR. Pull real-time quotes for specific listings — Bank of Cyprus, Eurobank, Vassiliko Cement, Demetra Holdings and the rest of the board — with last price, day change percentage and absolute change, open, high, low, traded volume, market capitalisation and sector; run a ranked screener sorted by market cap, day change, volume or price; search the listings by company name; or read a market summary with the number of advancers, decliners and unchanged stocks, total market capitalisation and the day top gainer, top loser and most-active share. Distinct from other regional-exchange APIs on the marketplace — this surfaces the Cyprus Stock Exchange specifically (not the Colombo CSE).
api.oanor.com/cyprus-stock-api
Frequently asked questions
Quick answers about pricing, quotas, and integration.
How do I get an API key for VWAP & Execution Benchmark API?
Sign up for free at oanor.com, generate an API key from the developer dashboard, and call VWAP & Execution Benchmark API with the x-oanor-key header. No credit card needed for the free tier.
What's the rate limit for VWAP & Execution Benchmark API?
Free tier allows 1 request per second. Paid plans scale up to 50 requests per second on the Mega tier. Hard limits return HTTP 429 above the quota — no surprise overage charges.
How much does VWAP & Execution Benchmark API cost?
VWAP & Execution Benchmark API has a free tier with 100 calls / month. Paid plans start at €8.80 / month with higher quotas and faster rate limits.
Can I cancel my subscription anytime?
Yes. Plans are billed monthly and you can cancel anytime from your billing dashboard. No long-term contracts and no cancellation fee.
Is VWAP & Execution Benchmark API GDPR-compliant?
All requests to VWAP & Execution Benchmark API go through our EU-based gateway. Your upstream API key never leaves our server and no personal data is shared with the upstream provider beyond the request you send.
Pick an endpoint from the list on the left to see its details and try it.
Code snippets
Sign up to get an API key, then call any path under your slug.
curl https://api.oanor.com/vwap-api/SOME_PATH \
-H "x-oanor-key: oanor_test_..."const res = await fetch("https://api.oanor.com/vwap-api/SOME_PATH", {
headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();$ch = curl_init("https://api.oanor.com/vwap-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);import requests
r = requests.get(
"https://api.oanor.com/vwap-api/SOME_PATH",
headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())Ratings
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