log☇︎
700+ entries in 0.375s
mircea_popescu: yeah, who needs vwap for anything.
gribble: Bitfinex BTCUSD ticker | Best bid: 278.01, Best ask: 278.11, Bid-ask spread: 0.10000, Last trade: 278.13, 24 hour volume: 71997.83403132, 24 hour low: 262.2, 24 hour high: 278.69, 24 hour vwap: None
gribble: BTCChina BTCUSD ticker | Best bid: 270.823599, Best ask: 271.316565, Bid-ask spread: 0.49297, Last trade: 271.316565, 24 hour volume: 28926.99150000, 24 hour low: 255.3435, 24 hour high: 274.474125, 24 hour vwap: 262.975360513
gribble: Bitfinex BTCUSD ticker | Best bid: 271.49, Best ask: 271.52, Bid-ask spread: 0.03000, Last trade: 271.53, 24 hour volume: 42989.06339824, 24 hour low: 256.88, 24 hour high: 275.88, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 255.15, Best ask: 255.3, Bid-ask spread: 0.15000, Last trade: 255.01, 24 hour volume: 18016.50885563, 24 hour low: 253.0, 24 hour high: 262.61, 24 hour vwap: None
gribble: Bitstamp BTCUSD ticker | Best bid: 255.09, Best ask: 255.1, Bid-ask spread: 0.01000, Last trade: 255.1, 24 hour volume: 13766.60354772, 24 hour low: 253.81, 24 hour high: 260.89, 24 hour vwap: 257.267613042
gribble: Bitfinex BTCUSD ticker | Best bid: 258.46, Best ask: 258.54, Bid-ask spread: 0.08000, Last trade: 258.5, 24 hour volume: 22920.54081272, 24 hour low: 252.77, 24 hour high: 265.37, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 256.66, Best ask: 256.67, Bid-ask spread: 0.01000, Last trade: 256.66, 24 hour volume: 31835.3990557, 24 hour low: 252.77, 24 hour high: 269.0, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 261.77, Best ask: 261.79, Bid-ask spread: 0.02000, Last trade: 261.78, 24 hour volume: 44409.17613371, 24 hour low: 258.0, 24 hour high: 269.0, 24 hour vwap: None
gribble: BTCChina BTCUSD ticker | Best bid: 262.746045, Best ask: 262.88298, Bid-ask spread: 0.13693, Last trade: 262.775043, 24 hour volume: 31846.62470000, 24 hour low: 256.037841, 24 hour high: 268.3926, 24 hour vwap: 262.529039618
gribble: Bitfinex BTCUSD ticker | Best bid: 267.43, Best ask: 267.49, Bid-ask spread: 0.06000, Last trade: 267.49, 24 hour volume: 46254.35097666, 24 hour low: 252.79, 24 hour high: 268.1, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 267.79, Best ask: 267.98, Bid-ask spread: 0.19000, Last trade: 267.93, 24 hour volume: 43306.98643878, 24 hour low: 249.43, 24 hour high: 267.9, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 254.64, Best ask: 254.77, Bid-ask spread: 0.13000, Last trade: 254.64, 24 hour volume: 32004.86437883, 24 hour low: 247.25, 24 hour high: 257.48, 24 hour vwap: None
gribble: Bitstamp BTCUSD ticker | Best bid: 250.16, Best ask: 250.28, Bid-ask spread: 0.12000, Last trade: 250.15, 24 hour volume: 5557.75187228, 24 hour low: 247.04, 24 hour high: 251.24, 24 hour vwap: 249.205171345
gribble: Bitfinex BTCUSD ticker | Best bid: 251.3, Best ask: 251.31, Bid-ask spread: 0.01000, Last trade: 251.32, 24 hour volume: 18319.32232325, 24 hour low: 242.6, 24 hour high: 251.77, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 248.86, Best ask: 248.87, Bid-ask spread: 0.01000, Last trade: 248.87, 24 hour volume: 14381.80943877, 24 hour low: 241.45, 24 hour high: 249.77, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 243.04, Best ask: 243.13, Bid-ask spread: 0.09000, Last trade: 243.13, 24 hour volume: 10324.91808216, 24 hour low: 240.61, 24 hour high: 243.9, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 244.23, Best ask: 244.24, Bid-ask spread: 0.01000, Last trade: 244.23, 24 hour volume: 11849.7222125, 24 hour low: 242.0, 24 hour high: 247.99, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 246.25, Best ask: 246.36, Bid-ask spread: 0.11000, Last trade: 246.3, 24 hour volume: 19300.03816571, 24 hour low: 241.09, 24 hour high: 247.94, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 243.91, Best ask: 243.92, Bid-ask spread: 0.01000, Last trade: 243.8, 24 hour volume: 30090.14772989, 24 hour low: 240.0, 24 hour high: 247.81, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 250.56, Best ask: 250.58, Bid-ask spread: 0.02000, Last trade: 250.51, 24 hour volume: 30185.22252203, 24 hour low: 243.0, 24 hour high: 253.7, 24 hour vwap: None
gribble: Bitstamp BTCUSD ticker | Best bid: 246.97, Best ask: 247.15, Bid-ask spread: 0.18000, Last trade: 247.16, 24 hour volume: 18553.50125584, 24 hour low: 234.35, 24 hour high: 252.2, 24 hour vwap: 243.254668613
gribble: BTCChina BTCUSD ticker | Best bid: 251.721972, Best ask: 252.369594, Bid-ask spread: 0.64762, Last trade: 252.369594, 24 hour volume: 29606.80310000, 24 hour low: 237.09087, 24 hour high: 258.087033, 24 hour vwap: 245.967301408
gribble: Bitfinex BTCUSD ticker | Best bid: 251.0, Best ask: 251.84, Bid-ask spread: 0.84000, Last trade: 252.0, 24 hour volume: 32018.7302065, 24 hour low: 235.5, 24 hour high: 247.1, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 247.91, Best ask: 247.98, Bid-ask spread: 0.07000, Last trade: 247.89, 24 hour volume: 29095.24612131, 24 hour low: 235.19, 24 hour high: 243.94, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 245.19, Best ask: 245.84, Bid-ask spread: 0.65000, Last trade: 245.19, 24 hour volume: 29095.24612131, 24 hour low: 235.19, 24 hour high: 243.94, 24 hour vwap: None
gribble: Bitcoin-Central BTCEUR ticker | Best bid: 209.51, Best ask: 213.9, Bid-ask spread: 4.39000, Last trade: 213.9, 24 hour volume: 121.68340784, 24 hour low: 206.0, 24 hour high: 214.0, 24 hour vwap: 209.82578069
gribble: Bitfinex BTCUSD ticker | Best bid: 239.85, Best ask: 240.2, Bid-ask spread: 0.35000, Last trade: 239.85, 24 hour volume: 22945.68371812, 24 hour low: 234.56, 24 hour high: 241.99, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 228.72, Best ask: 229.02, Bid-ask spread: 0.30000, Last trade: 229.0, 24 hour volume: 10489.59325785, 24 hour low: 227.48, 24 hour high: 230.02, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 230.58, Best ask: 230.59, Bid-ask spread: 0.01000, Last trade: 230.59, 24 hour volume: 28639.34531439, 24 hour low: 225.07, 24 hour high: 232.07, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 225.48, Best ask: 225.49, Bid-ask spread: 0.01000, Last trade: 225.48, 24 hour volume: 20916.25266725, 24 hour low: 222.29, 24 hour high: 225.99, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 224.79, Best ask: 224.8, Bid-ask spread: 0.01000, Last trade: 224.8, 24 hour volume: 8559.79475203, 24 hour low: 223.58, 24 hour high: 226.08, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 224.52, Best ask: 224.55, Bid-ask spread: 0.03000, Last trade: 224.51, 24 hour volume: 17679.8669452, 24 hour low: 222.65, 24 hour high: 229.23, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 224.89, Best ask: 225.08, Bid-ask spread: 0.19000, Last trade: 225.08, 24 hour volume: 18751.17657895, 24 hour low: 222.64, 24 hour high: 229.23, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 223.32, Best ask: 223.36, Bid-ask spread: 0.04000, Last trade: 223.35, 24 hour volume: 11501.2850445, 24 hour low: 222.64, 24 hour high: 225.77, 24 hour vwap: None
gribble: Bitstamp BTCUSD ticker | Best bid: 225.2, Best ask: 225.31, Bid-ask spread: 0.11000, Last trade: 225.31, 24 hour volume: 7750.11381028, 24 hour low: 221.34, 24 hour high: 226.38, 24 hour vwap: 223.644666851
gribble: BTCChina BTCUSD ticker | Best bid: 238.819412, Best ask: 238.821024, Bid-ask spread: 0.00161, Last trade: 238.821024, 24 hour volume: 16805.89870000, 24 hour low: 237.046212, 24 hour high: 239.79306, 24 hour vwap: 238.793813571
gribble: BTCChina BTCUSD ticker | Best bid: 236.32941, Best ask: 236.334255, Bid-ask spread: 0.00484, Last trade: 236.327795, 24 hour volume: 16115.88970000, 24 hour low: 234.748325, 24 hour high: 237.342015, 24 hour vwap: 235.934384743
gribble: Bitfinex BTCUSD ticker | Best bid: 235.38, Best ask: 235.43, Bid-ask spread: 0.05000, Last trade: 235.46, 24 hour volume: 12953.63746798, 24 hour low: 233.2, 24 hour high: 236.5, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 234.24, Best ask: 234.36, Bid-ask spread: 0.12000, Last trade: 234.24, 24 hour volume: 11326.24280465, 24 hour low: 231.72, 24 hour high: 235.24, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 234.24, Best ask: 234.26, Bid-ask spread: 0.02000, Last trade: 234.24, 24 hour volume: 11363.15894438, 24 hour low: 231.72, 24 hour high: 235.24, 24 hour vwap: None
gribble: BTCChina BTCUSD ticker | Best bid: 233.827048, Best ask: 233.831884, Bid-ask spread: 0.00484, Last trade: 233.82866, 24 hour volume: 17755.83700000, 24 hour low: 232.935612, 24 hour high: 236.89952, 24 hour vwap: 235.370633812
adlai: is the middle number vwap?
gribble: Bitfinex BTCUSD ticker | Best bid: 237.03, Best ask: 237.1, Bid-ask spread: 0.07000, Last trade: 237.1, 24 hour volume: 9075.62309001, 24 hour low: 235.8, 24 hour high: 239.0, 24 hour vwap: None
gribble: Bitstamp BTCUSD ticker | Best bid: 237.05, Best ask: 237.25, Bid-ask spread: 0.20000, Last trade: 237.24, 24 hour volume: 7543.17628662, 24 hour low: 232.22, 24 hour high: 239.7, 24 hour vwap: 236.767276015
gribble: BTCChina BTCUSD ticker | Best bid: 235.468966, Best ask: 235.48187, Bid-ask spread: 0.01290, Last trade: 235.467353, 24 hour volume: 61772.47790000, 24 hour low: 233.4011, 24 hour high: 244.75662, 24 hour vwap: 241.381998979
gribble: Bitfinex BTCUSD ticker | Best bid: 236.51, Best ask: 236.63, Bid-ask spread: 0.12000, Last trade: 236.51, 24 hour volume: 29052.82160197, 24 hour low: 234.22, 24 hour high: 245.0, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 244.0, Best ask: 244.01, Bid-ask spread: 0.01000, Last trade: 244.0, 24 hour volume: 18972.17104936, 24 hour low: 240.1, 24 hour high: 249.21, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 245.13, Best ask: 245.26, Bid-ask spread: 0.13000, Last trade: 245.12, 24 hour volume: 32896.12670801, 24 hour low: 236.2, 24 hour high: 249.22, 24 hour vwap: None
gribble: BTCChina BTCUSD ticker | Best bid: 243.820017, Best ask: 243.84096, Bid-ask spread: 0.02094, Last trade: 243.84096, 24 hour volume: 81714.51890000, 24 hour low: 235.368711, 24 hour high: 247.124178, 24 hour vwap: 239.998074291
gribble: Bitfinex BTCUSD ticker | Best bid: 246.65, Best ask: 246.66, Bid-ask spread: 0.01000, Last trade: 246.66, 24 hour volume: 35052.50252707, 24 hour low: 231.41, 24 hour high: 249.0, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 237.64, Best ask: 237.68, Bid-ask spread: 0.04000, Last trade: 237.69, 24 hour volume: 26606.23381427, 24 hour low: 227.81, 24 hour high: 239.79, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 234.95, Best ask: 235.0, Bid-ask spread: 0.05000, Last trade: 235.0, 24 hour volume: 35540.0351353, 24 hour low: 231.05, 24 hour high: 241.99, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 241.67, Best ask: 241.7, Bid-ask spread: 0.03000, Last trade: 241.67, 24 hour volume: 18254.72487711, 24 hour low: 233.75, 24 hour high: 243.73, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 233.41, Best ask: 233.56, Bid-ask spread: 0.15000, Last trade: 233.64, 24 hour volume: 29719.49545302, 24 hour low: 224.0, 24 hour high: 236.71, 24 hour vwap: None
gribble: Bitstamp BTCUSD ticker | Best bid: 222.48, Best ask: 222.6, Bid-ask spread: 0.12000, Last trade: 222.56, 24 hour volume: 9399.91239574, 24 hour low: 214.98, 24 hour high: 223.11, 24 hour vwap: 218.844375094
gribble: BTCChina BTCUSD ticker | Best bid: 235.5633, Best ask: 235.564914, Bid-ask spread: 0.00161, Last trade: 235.55523, 24 hour volume: 78611.17550000, 24 hour low: 234.03, 24 hour high: 238.12149, 24 hour vwap: 235.614537073
gribble: Bitfinex BTCUSD ticker | Best bid: 235.07, Best ask: 235.31, Bid-ask spread: 0.24000, Last trade: 235.24, 24 hour volume: 16683.3115803, 24 hour low: 232.83, 24 hour high: 238.99, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 234.63, Best ask: 234.64, Bid-ask spread: 0.01000, Last trade: 234.63, 24 hour volume: 23879.93278316, 24 hour low: 232.0, 24 hour high: 238.99, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 234.15, Best ask: 234.46, Bid-ask spread: 0.31000, Last trade: 234.32, 24 hour volume: 33051.75287713, 24 hour low: 224.2, 24 hour high: 236.99, 24 hour vwap: None
gribble: Bitstamp BTCUSD ticker | Best bid: 225.36, Best ask: 225.47, Bid-ask spread: 0.11000, Last trade: 225.37, 24 hour volume: 6052.31608946, 24 hour low: 222.04, 24 hour high: 226.51, 24 hour vwap: 224.310644611
gribble: Bitfinex BTCUSD ticker | Best bid: 225.48, Best ask: 225.5, Bid-ask spread: 0.02000, Last trade: 225.5, 24 hour volume: 19840.34933523, 24 hour low: 222.37, 24 hour high: 227.0, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 221.06, Best ask: 221.07, Bid-ask spread: 0.01000, Last trade: 221.07, 24 hour volume: 18446.48956489, 24 hour low: 219.91, 24 hour high: 224.16, 24 hour vwap: None
gribble: BTCChina BTCUSD ticker | Best bid: 221.203542, Best ask: 221.243892, Bid-ask spread: 0.04035, Last trade: 221.243892, 24 hour volume: 158154.71850000, 24 hour low: 220.583766, 24 hour high: 224.720448, 24 hour vwap: 222.971805945
gribble: BTCChina BTCUSD ticker | Best bid: 222.79656, Best ask: 222.856278, Bid-ask spread: 0.05972, Last trade: 222.854664, 24 hour volume: 191409.66390000, 24 hour low: 221.39238, 24 hour high: 229.402662, 24 hour vwap: 225.195343576
gribble: Bitfinex BTCUSD ticker | Best bid: 222.49, Best ask: 222.5, Bid-ask spread: 0.01000, Last trade: 222.5, 24 hour volume: 27097.48973466, 24 hour low: 219.58, 24 hour high: 228.98, 24 hour vwap: None
gribble: Bitstamp BTCUSD ticker | Best bid: 222.6, Best ask: 223.05, Bid-ask spread: 0.45000, Last trade: 222.63, 24 hour volume: 7974.94113398, 24 hour low: 220.0, 24 hour high: 228.29, 24 hour vwap: 223.914503409
gribble: OKCoin BTCUSD ticker | Best bid: 222.405279, Best ask: 222.456895, Bid-ask spread: 0.05162, Last trade: 222.456895, 24 hour volume: 109476.961, 24 hour low: 221.324569, 24 hour high: 230.426728, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 225.77, Best ask: 225.84, Bid-ask spread: 0.07000, Last trade: 225.86, 24 hour volume: 20324.16463538, 24 hour low: 224.55, 24 hour high: 230.0, 24 hour vwap: None
gribble: Bitstamp BTCUSD ticker | Best bid: 224.73, Best ask: 225.26, Bid-ask spread: 0.53000, Last trade: 224.83, 24 hour volume: 10271.83165616, 24 hour low: 223.5, 24 hour high: 229.67, 24 hour vwap: 227.079143186
gribble: Bitstamp BTCUSD ticker | Best bid: 215.24, Best ask: 215.5, Bid-ask spread: 0.26000, Last trade: 215.22, 24 hour volume: 18648.16191006, 24 hour low: 210.0, 24 hour high: 224.8, 24 hour vwap: 218.672310487
gribble: Bitfinex BTCUSD ticker | Best bid: 218.05, Best ask: 218.1, Bid-ask spread: 0.05000, Last trade: 218.1, 24 hour volume: 52461.868259, 24 hour low: 216.37, 24 hour high: 227.89, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 237.73, Best ask: 237.89, Bid-ask spread: 0.16000, Last trade: 237.82, 24 hour volume: 18095.46381514, 24 hour low: 233.72, 24 hour high: 240.58, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 233.49, Best ask: 233.5, Bid-ask spread: 0.01000, Last trade: 233.5, 24 hour volume: 31840.36691804, 24 hour low: 231.0, 24 hour high: 245.44, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 246.0, Best ask: 246.01, Bid-ask spread: 0.01000, Last trade: 246.01, 24 hour volume: 38386.95711616, 24 hour low: 242.72, 24 hour high: 256.4, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 254.32, Best ask: 254.38, Bid-ask spread: 0.06000, Last trade: 254.38, 24 hour volume: 28353.96156678, 24 hour low: 250.31, 24 hour high: 256.49, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 245.89, Best ask: 245.99, Bid-ask spread: 0.10000, Last trade: 245.78, 24 hour volume: 22946.51481821, 24 hour low: 239.21, 24 hour high: 248.71, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 246.68, Best ask: 246.75, Bid-ask spread: 0.07000, Last trade: 246.75, 24 hour volume: 22636.38523189, 24 hour low: 239.21, 24 hour high: 248.71, 24 hour vwap: None
gribble: Bitstamp BTCJPY ticker | Best bid: 29214.04776, Best ask: 29232.03966, Bid-ask spread: 17.99190, Last trade: 29271.62184, 24 hour volume: 8222.96799952, 24 hour low: 28613.1183, 24 hour high: 29849.76156, 24 hour vwap: 29343.2288502
gribble: Bitfinex BTCUSD ticker | Best bid: 245.98, Best ask: 245.99, Bid-ask spread: 0.01000, Last trade: 245.99, 24 hour volume: 33440.25854513, 24 hour low: 236.24, 24 hour high: 252.0, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 245.59, Best ask: 245.62, Bid-ask spread: 0.03000, Last trade: 245.62, 24 hour volume: 37807.03512289, 24 hour low: 236.24, 24 hour high: 252.0, 24 hour vwap: None
mats: $vwap s.mpoe
gribble: Bitfinex BTCUSD ticker | Best bid: 244.16, Best ask: 244.2, Bid-ask spread: 0.04000, Last trade: 244.16, 24 hour volume: 27528.99649606, 24 hour low: 238.89, 24 hour high: 254.49, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 246.34, Best ask: 246.48, Bid-ask spread: 0.14000, Last trade: 246.46, 24 hour volume: 71535.64113155, 24 hour low: 235.7, 24 hour high: 252.94, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 247.58, Best ask: 247.72, Bid-ask spread: 0.14000, Last trade: 247.97, 24 hour volume: 65174.61242121, 24 hour low: 241.39, 24 hour high: 267.49, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 247.2, Best ask: 247.23, Bid-ask spread: 0.03000, Last trade: 247.25, 24 hour volume: 65365.6785161, 24 hour low: 241.39, 24 hour high: 267.49, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 248.63, Best ask: 248.7, Bid-ask spread: 0.07000, Last trade: 248.7, 24 hour volume: 62580.95742971, 24 hour low: 241.39, 24 hour high: 268.44, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 246.02, Best ask: 246.2, Bid-ask spread: 0.18000, Last trade: 246.01, 24 hour volume: 55703.96526026, 24 hour low: 241.39, 24 hour high: 268.99, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 267.15, Best ask: 267.29, Bid-ask spread: 0.14000, Last trade: 267.32, 24 hour volume: 23415.63076852, 24 hour low: 260.91, 24 hour high: 271.5, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 261.23, Best ask: 261.24, Bid-ask spread: 0.01000, Last trade: 261.27, 24 hour volume: 8712.7218436, 24 hour low: 258.67, 24 hour high: 263.55, 24 hour vwap: None
danielpbarron: why does gribble's vwap go away whenever there's the slightest volatility? and why does the vwap work if you get a quote in terms of ounces of gold?
gribble: Bitfinex BTCUSD ticker | Best bid: 262.96, Best ask: 263.0, Bid-ask spread: 0.04000, Last trade: 263.0, 24 hour volume: 67036.12085919, 24 hour low: 250.33, 24 hour high: 269.5, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 254.43, Best ask: 254.52, Bid-ask spread: 0.09000, Last trade: 254.45, 24 hour volume: 101179.88568595, 24 hour low: 246.98, 24 hour high: 285.03, 24 hour vwap: None
gribble: Bitstamp BTCXAU ticker | Best bid: 0.228321, Best ask: 0.229068, Bid-ask spread: 0.00075, Last trade: 0.228123, 24 hour volume: 22002.37678990, 24 hour low: 0.2241, 24 hour high: 0.2556, 24 hour vwap: 0.23923387779
gribble: Bitfinex BTCUSD ticker | Best bid: 265.44, Best ask: 265.63, Bid-ask spread: 0.19000, Last trade: 265.64, 24 hour volume: 64508.08782313, 24 hour low: 263.01, 24 hour high: 288.3, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 271.56, Best ask: 271.6, Bid-ask spread: 0.04000, Last trade: 271.56, 24 hour volume: 40607.79350542, 24 hour low: 269.09, 24 hour high: 291.48, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 291.03, Best ask: 291.21, Bid-ask spread: 0.18000, Last trade: 291.07, 24 hour volume: 23083.07900202, 24 hour low: 285.7, 24 hour high: 295.2, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 283.57, Best ask: 283.7, Bid-ask spread: 0.13000, Last trade: 283.7, 24 hour volume: 18127.28269587, 24 hour low: 281.55, 24 hour high: 287.6, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 284.5, Best ask: 284.6, Bid-ask spread: 0.10000, Last trade: 284.62, 24 hour volume: 37387.61151736, 24 hour low: 281.36, 24 hour high: 293.22, 24 hour vwap: None
gribble: Bitfinex BTCUSD ticker | Best bid: 292.8, Best ask: 292.83, Bid-ask spread: 0.03000, Last trade: 292.88, 24 hour volume: 44039.14305288, 24 hour low: 286.0, 24 hour high: 298.8, 24 hour vwap: None