volbars_ETHUSDT
ETH volume bars (a bar closes on accumulated volume, not on time) · core · 2026-08-01 — 2026-08-28 (28 days)
Schema
| Column | Type | Meaning |
|---|---|---|
| timestamp_ms | BIGINT | Bar close time, ms UTC. |
| symbol | VARCHAR | Instrument. |
| open | DOUBLE | First trade price of the bar. |
| high | DOUBLE | Highest trade price. |
| low | DOUBLE | Lowest trade price. |
| close | DOUBLE | Last trade price. |
| volume | DOUBLE | Base-asset volume accumulated in the bar. |
| vwap | DOUBLE | Volume-weighted average price of the bar. |
| trades | BIGINT | Number of trades in the bar. |
| duration_ms | BIGINT | Wall-clock length of the bar — a bar closes on volume, not on time. |
| bar_target | DOUBLE | Volume threshold that closed the bar (adaptive per symbol). |
Conventions shared by all streams — UTC
milliseconds, integer prices, what side means where, how gaps are
marked and how to rebuild the book — are in the
data dictionary. The same text is
returned by GET /v1/schema/volbars_ETHUSDT and the MCP tool
get_schema.
Sample rows (demo hour)
| timestamp_ms | symbol | open | high | low | close | volume | vwap | trades | duration_ms | bar_target |
|---|---|---|---|---|---|---|---|---|---|---|
| 1787011235161 | ETH/USDT | 1913.61 | 1914.38 | 1913.59 | 1914.24 | 87.36599999987168 | 1914.04575709086 | 211 | 103470 | 85.1716 |
| 1787011277478 | ETH/USDT | 1914.24 | 1914.24 | 1913.87 | 1913.89 | 87.65739999987169 | 1913.9558968552565 | 112 | 42317 | 85.1716 |
| 1787011310361 | ETH/USDT | 1913.89 | 1913.9 | 1913.35 | 1913.35 | 86.25229999987167 | 1913.7209431284743 | 84 | 32883 | 85.1716 |
Work with this stream in the SQL console and the backtest runner — the data stays with us, the results go to you. Get access