3500+ entries in 0.525s
gribble: BTCUSD ticker | Best bid: 107.51000, Best ask: 107.99999, Bid-ask spread: 0.48999, Last trade: 107.99999, 24 hour volume: 79640.72953468, 24 hour low: 99.00000, 24 hour high: 108.85699, 24 hour
vwap: 104.15616
gribble: BTCUSD ticker | Best bid: 108.22002, Best ask: 108.48800, Bid-ask spread: 0.26798, Last trade: 108.22002, 24 hour volume: 81121.83037847, 24 hour low: 98.76000, 24 hour high: 108.85699, 24 hour
vwap: 104.05417
gribble: BTCUSD ticker | Best bid: 107.92001, Best ask: 108.45000, Bid-ask spread: 0.52999, Last trade: 108.45000, 24 hour volume: 82915.61103441, 24 hour low: 98.70342, 24 hour high: 108.85699, 24 hour
vwap: 103.92838
gribble: BTCUSD ticker | Best bid: 107.48000, Best ask: 107.89800, Bid-ask spread: 0.41800, Last trade: 107.48000, 24 hour volume: 88974.99780378, 24 hour low: 98.70342, 24 hour high: 108.85699, 24 hour
vwap: 103.84469
gribble: BTCUSD ticker | Best bid: 106.92500, Best ask: 106.95253, Bid-ask spread: 0.02753, Last trade: 106.98379, 24 hour volume: 90737.35999842, 24 hour low: 98.70342, 24 hour high: 108.00000, 24 hour
vwap: 103.52987
gribble: BTCUSD ticker | Best bid: 107.32000, Best ask: 107.88000, Bid-ask spread: 0.56000, Last trade: 107.66900, 24 hour volume: 102970.96829906, 24 hour low: 98.40000, 24 hour high: 108.00000, 24 hour
vwap: 102.92464
gribble: BTCUSD ticker | Best bid: 106.50003, Best ask: 107.00000, Bid-ask spread: 0.49997, Last trade: 107.00000, 24 hour volume: 106045.53962797, 24 hour low: 95.78142, 24 hour high: 107.12101, 24 hour
vwap: 102.58767
Bugpowder: unless u want to roll your own
vwap gribble: BTCUSD ticker | Best bid: 102.50000, Best ask: 102.66430, Bid-ask spread: 0.16430, Last trade: 102.66430, 24 hour volume: 104332.57277571, 24 hour low: 93.55000, 24 hour high: 106.00000, 24 hour
vwap: 101.48545
gribble: BTCUSD ticker | Best bid: 101.80000, Best ask: 101.80002, Bid-ask spread: 0.00002, Last trade: 101.80002, 24 hour volume: 103958.47309302, 24 hour low: 93.50000, 24 hour high: 106.00000, 24 hour
vwap: 101.46624
gribble: BTCUSD ticker | Best bid: 100.91000, Best ask: 101.00000, Bid-ask spread: 0.09000, Last trade: 100.91000, 24 hour volume: 104235.61913665, 24 hour low: 93.50000, 24 hour high: 106.00000, 24 hour
vwap: 101.32202
gribble: BTCUSD ticker | Best bid: 102.50000, Best ask: 103.00000, Bid-ask spread: 0.50000, Last trade: 103.00000, 24 hour volume: 105013.69915088, 24 hour low: 93.50000, 24 hour high: 106.00000, 24 hour
vwap: 101.19241
gribble: BTCUSD ticker | Best bid: 102.79189, Best ask: 102.99900, Bid-ask spread: 0.20711, Last trade: 102.99900, 24 hour volume: 100538.63346403, 24 hour low: 93.11000, 24 hour high: 106.00000, 24 hour
vwap: 101.13664
gribble: BTCUSD ticker | Best bid: 104.80000, Best ask: 105.00000, Bid-ask spread: 0.20000, Last trade: 105.00000, 24 hour volume: 91538.99833040, 24 hour low: 92.65000, 24 hour high: 106.00000, 24 hour
vwap: 100.80654
gribble: BTCUSD ticker | Best bid: 103.10001, Best ask: 103.70000, Bid-ask spread: 0.59999, Last trade: 103.70000, 24 hour volume: 92564.85061965, 24 hour low: 92.23610, 24 hour high: 106.00000, 24 hour
vwap: 100.26209
gribble: BTCUSD ticker | Best bid: 104.00001, Best ask: 104.33999, Bid-ask spread: 0.33998, Last trade: 104.00000, 24 hour volume: 90714.89784916, 24 hour low: 92.23610, 24 hour high: 106.00000, 24 hour
vwap: 100.05563
gribble: BTCUSD ticker | Best bid: 105.48528, Best ask: 105.99000, Bid-ask spread: 0.50472, Last trade: 105.48528, 24 hour volume: 85532.71774427, 24 hour low: 92.20000, 24 hour high: 105.99000, 24 hour
vwap: 99.52134
gribble: BTCUSD ticker | Best bid: 102.77500, Best ask: 103.77000, Bid-ask spread: 0.99500, Last trade: 102.77500, 24 hour volume: 81434.36555095, 24 hour low: 92.05000, 24 hour high: 105.99000, 24 hour
vwap: 98.97011
gribble: BTCUSD ticker | Best bid: 103.00010, Best ask: 103.15689, Bid-ask spread: 0.15679, Last trade: 103.00010, 24 hour volume: 77774.07869393, 24 hour low: 92.05000, 24 hour high: 105.99000, 24 hour
vwap: 98.58243
gribble: BTCUSD ticker | Best bid: 102.57701, Best ask: 102.89999, Bid-ask spread: 0.32298, Last trade: 102.57701, 24 hour volume: 77591.58336552, 24 hour low: 91.75000, 24 hour high: 105.99000, 24 hour
vwap: 98.56399
mpexbot: smickles: avg, depth, email, moo, mpexlag, post, proxies, unconfirmed, and
vwap gribble: BTCUSD ticker | Best bid: 102.51002, Best ask: 102.99990, Bid-ask spread: 0.48988, Last trade: 102.51000, 24 hour volume: 80196.49123987, 24 hour low: 91.00000, 24 hour high: 105.99000, 24 hour
vwap: 98.06018
gribble: BTCUSD ticker | Best bid: 102.21741, Best ask: 102.54042, Bid-ask spread: 0.32301, Last trade: 102.21740, 24 hour volume: 79604.66694827, 24 hour low: 91.00000, 24 hour high: 105.99000, 24 hour
vwap: 98.01342
gribble: BTCUSD ticker | Best bid: 99.95348, Best ask: 99.98345, Bid-ask spread: 0.02997, Last trade: 99.95348, 24 hour volume: 67981.72491317, 24 hour low: 91.00000, 24 hour high: 105.99000, 24 hour
vwap: 97.21329
gribble: BTCUSD ticker | Best bid: 99.75000, Best ask: 100.50000, Bid-ask spread: 0.75000, Last trade: 100.50000, 24 hour volume: 66370.06016972, 24 hour low: 91.00000, 24 hour high: 105.99000, 24 hour
vwap: 97.11111
gribble: BTCUSD ticker | Best bid: 100.50000, Best ask: 100.90000, Bid-ask spread: 0.40000, Last trade: 100.90000, 24 hour volume: 66370.06016972, 24 hour low: 91.00000, 24 hour high: 105.99000, 24 hour
vwap: 97.11111
gribble: BTCUSD ticker | Best bid: 100.01000, Best ask: 100.99900, Bid-ask spread: 0.98900, Last trade: 100.99900, 24 hour volume: 66370.06016972, 24 hour low: 91.00000, 24 hour high: 105.99000, 24 hour
vwap: 97.11111
gribble: BTCUSD ticker | Best bid: 100.10001, Best ask: 101.00000, Bid-ask spread: 0.89999, Last trade: 100.10001, 24 hour volume: 65241.37945590, 24 hour low: 91.00000, 24 hour high: 105.99000, 24 hour
vwap: 97.05058
gribble: BTCUSD ticker | Best bid: 103.47500, Best ask: 103.50000, Bid-ask spread: 0.02500, Last trade: 103.50000, 24 hour volume: 60517.76520989, 24 hour low: 91.00000, 24 hour high: 104.00000, 24 hour
vwap: 96.47673
gribble: BTCUSD ticker | Best bid: 103.90000, Best ask: 104.00000, Bid-ask spread: 0.10000, Last trade: 103.90000, 24 hour volume: 60517.76520989, 24 hour low: 91.00000, 24 hour high: 104.00000, 24 hour
vwap: 96.47673
gribble: BTCUSD ticker | Best bid: 101.05100, Best ask: 101.50000, Bid-ask spread: 0.44900, Last trade: 101.05100, 24 hour volume: 56319.87614438, 24 hour low: 91.00000, 24 hour high: 101.00000, 24 hour
vwap: 95.98390
gribble: BTCUSD ticker | Best bid: 100.98001, Best ask: 101.00000, Bid-ask spread: 0.01999, Last trade: 101.00000, 24 hour volume: 54713.02069310, 24 hour low: 91.00000, 24 hour high: 101.00000, 24 hour
vwap: 95.83748
jurov: for me it would be sufficient if mp publishes basic data, like past settlement values or option autoexercise
vwap prices
gribble: BTCUSD ticker | Best bid: 100.00000, Best ask: 100.90000, Bid-ask spread: 0.90000, Last trade: 99.98000, 24 hour volume: 53736.31362686, 24 hour low: 91.00000, 24 hour high: 100.00000, 24 hour
vwap: 95.75237
gribble: BTCUSD ticker | Best bid: 99.01000, Best ask: 99.90000, Bid-ask spread: 0.89000, Last trade: 99.01000, 24 hour volume: 44641.62362351, 24 hour low: 91.00000, 24 hour high: 99.95000, 24 hour
vwap: 94.89046
gribble: BTCUSD ticker | Best bid: 99.01000, Best ask: 99.90000, Bid-ask spread: 0.89000, Last trade: 99.95156, 24 hour volume: 44641.62362351, 24 hour low: 91.00000, 24 hour high: 99.95000, 24 hour
vwap: 94.89046
gribble: BTCUSD ticker | Best bid: 98.77000, Best ask: 98.81000, Bid-ask spread: 0.04000, Last trade: 98.81000, 24 hour volume: 40195.63814671, 24 hour low: 91.00000, 24 hour high: 98.79000, 24 hour
vwap: 94.41626
gribble: BTCUSD ticker | Best bid: 98.00001, Best ask: 98.00002, Bid-ask spread: 0.00001, Last trade: 98.30000, 24 hour volume: 38913.06244008, 24 hour low: 91.00000, 24 hour high: 98.41000, 24 hour
vwap: 94.18840
gribble: BTCUSD ticker | Best bid: 98.00000, Best ask: 98.19999, Bid-ask spread: 0.19999, Last trade: 98.19999, 24 hour volume: 38061.25816406, 24 hour low: 91.00000, 24 hour high: 98.39650, 24 hour
vwap: 94.10042
gribble: BTCUSD ticker | Best bid: 97.50000, Best ask: 97.79855, Bid-ask spread: 0.29855, Last trade: 97.79855, 24 hour volume: 35881.21447432, 24 hour low: 91.00000, 24 hour high: 98.10000, 24 hour
vwap: 93.88708
gribble: BTCUSD ticker | Best bid: 97.97000, Best ask: 98.00000, Bid-ask spread: 0.03000, Last trade: 98.00000, 24 hour volume: 32642.44526573, 24 hour low: 91.00000, 24 hour high: 96.75001, 24 hour
vwap: 93.54613
gribble: BTCUSD ticker | Best bid: 96.31000, Best ask: 96.44638, Bid-ask spread: 0.13638, Last trade: 96.44638, 24 hour volume: 32642.44526573, 24 hour low: 91.00000, 24 hour high: 96.75001, 24 hour
vwap: 93.54613
gribble: BTCUSD ticker | Best bid: 94.50091, Best ask: 95.00000, Bid-ask spread: 0.49909, Last trade: 94.50091, 24 hour volume: 29869.63042979, 24 hour low: 91.00000, 24 hour high: 95.00000, 24 hour
vwap: 93.31910
gribble: BTCUSD ticker | Best bid: 94.50090, Best ask: 94.69989, Bid-ask spread: 0.19899, Last trade: 94.50090, 24 hour volume: 27511.68644631, 24 hour low: 91.00000, 24 hour high: 94.84000, 24 hour
vwap: 93.17817
gribble: BTCUSD ticker | Best bid: 93.38000, Best ask: 93.40001, Bid-ask spread: 0.02001, Last trade: 93.40001, 24 hour volume: 20690.03883381, 24 hour low: 91.00000, 24 hour high: 93.80000, 24 hour
vwap: 92.74693
gribble: BTCUSD ticker | Best bid: 93.01000, Best ask: 93.34999, Bid-ask spread: 0.33999, Last trade: 93.01000, 24 hour volume: 21283.09036066, 24 hour low: 91.00000, 24 hour high: 93.80000, 24 hour
vwap: 92.70860
gribble: BTCUSD ticker | Best bid: 93.10001, Best ask: 93.10500, Bid-ask spread: 0.00499, Last trade: 93.10001, 24 hour volume: 19029.16932908, 24 hour low: 91.00000, 24 hour high: 93.80000, 24 hour
vwap: 92.57267
gribble: BTCUSD ticker | Best bid: 92.98999, Best ask: 92.99998, Bid-ask spread: 0.00999, Last trade: 92.98999, 24 hour volume: 17963.33825555, 24 hour low: 91.00000, 24 hour high: 93.80000, 24 hour
vwap: 92.51548
gribble: BTCUSD ticker | Best bid: 92.98999, Best ask: 93.00000, Bid-ask spread: 0.01001, Last trade: 93.00000, 24 hour volume: 17860.78532294, 24 hour low: 91.00000, 24 hour high: 93.80000, 24 hour
vwap: 92.51072
gribble: BTCUSD ticker | Best bid: 92.30000, Best ask: 92.48298, Bid-ask spread: 0.18298, Last trade: 92.30000, 24 hour volume: 18458.17378448, 24 hour low: 90.50000, 24 hour high: 93.80000, 24 hour
vwap: 92.44477
gribble: BTCUSD ticker | Best bid: 92.30000, Best ask: 92.39999, Bid-ask spread: 0.09999, Last trade: 92.30000, 24 hour volume: 18678.78024216, 24 hour low: 90.50000, 24 hour high: 93.80000, 24 hour
vwap: 92.42069
gribble: BTCUSD ticker | Best bid: 91.63384, Best ask: 92.15621, Bid-ask spread: 0.52237, Last trade: 92.40000, 24 hour volume: 17296.36135741, 24 hour low: 90.21010, 24 hour high: 93.80000, 24 hour
vwap: 92.48813
gribble: BTCUSD ticker | Best bid: 92.81704, Best ask: 93.35000, Bid-ask spread: 0.53296, Last trade: 92.81603, 24 hour volume: 15140.92464305, 24 hour low: 90.20220, 24 hour high: 93.80000, 24 hour
vwap: 92.43116
gribble: BTCUSD ticker | Best bid: 93.01002, Best ask: 93.20000, Bid-ask spread: 0.18998, Last trade: 93.20000, 24 hour volume: 15670.88422591, 24 hour low: 90.01000, 24 hour high: 93.80000, 24 hour
vwap: 92.29840
gribble: BTCUSD ticker | Best bid: 93.01000, Best ask: 93.26999, Bid-ask spread: 0.25999, Last trade: 93.01000, 24 hour volume: 15740.21976489, 24 hour low: 90.01000, 24 hour high: 93.80000, 24 hour
vwap: 92.28575
gribble: BTCUSD ticker | Best bid: 92.61801, Best ask: 93.20000, Bid-ask spread: 0.58199, Last trade: 92.61801, 24 hour volume: 16245.29131852, 24 hour low: 90.01000, 24 hour high: 93.80000, 24 hour
vwap: 92.01373
gribble: BTCUSD ticker | Best bid: 90.80001, Best ask: 90.98999, Bid-ask spread: 0.18998, Last trade: 90.98999, 24 hour volume: 49893.62640319, 24 hour low: 85.50000, 24 hour high: 94.98000, 24 hour
vwap: 90.70184
gribble: BTCUSD ticker | Best bid: 90.49001, Best ask: 90.50000, Bid-ask spread: 0.00999, Last trade: 90.50000, 24 hour volume: 51005.98011536, 24 hour low: 85.50000, 24 hour high: 94.98000, 24 hour
vwap: 90.64316
gribble: BTCUSD ticker | Best bid: 91.30001, Best ask: 91.98999, Bid-ask spread: 0.68998, Last trade: 91.30000, 24 hour volume: 68373.91210877, 24 hour low: 85.50000, 24 hour high: 94.98000, 24 hour
vwap: 90.17684
gribble: BTCUSD ticker | Best bid: 92.52001, Best ask: 92.74995, Bid-ask spread: 0.22994, Last trade: 92.74995, 24 hour volume: 73187.25009339, 24 hour low: 85.50000, 24 hour high: 94.00000, 24 hour
vwap: 90.09023
jurov: mircea_popescu: and why so high
vwap got used? did it really fell from 90.34 to 89.55 in 10 minutes?
jurov: mircea used
vwap 90.34 ??? quite a boost we got there :P
gribble: BTCUSD ticker | Best bid: 89.03000, Best ask: 89.50999, Bid-ask spread: 0.47999, Last trade: 89.03000, 24 hour volume: 155306.17401255, 24 hour low: 75.00111, 24 hour high: 94.32000, 24 hour
vwap: 86.37012
gribble: BTCUSD ticker | Best bid: 88.89749, Best ask: 89.43408, Bid-ask spread: 0.53659, Last trade: 88.65000, 24 hour volume: 155385.63557232, 24 hour low: 75.00111, 24 hour high: 94.32000, 24 hour
vwap: 86.37690
gribble: BTCUSD ticker | Best bid: 89.48500, Best ask: 89.50000, Bid-ask spread: 0.01500, Last trade: 89.50000, 24 hour volume: 156731.60658333, 24 hour low: 75.00111, 24 hour high: 94.50000, 24 hour
vwap: 86.52536
gribble: BTCUSD ticker | Best bid: 88.23100, Best ask: 89.00000, Bid-ask spread: 0.76900, Last trade: 89.00000, 24 hour volume: 156779.61814498, 24 hour low: 75.00111, 24 hour high: 94.50000, 24 hour
vwap: 86.53906
gribble: BTCUSD ticker | Best bid: 88.00000, Best ask: 88.29000, Bid-ask spread: 0.29000, Last trade: 88.29000, 24 hour volume: 156455.07758322, 24 hour low: 75.00111, 24 hour high: 94.50000, 24 hour
vwap: 86.54041
gribble: BTCUSD ticker | Best bid: 88.70001, Best ask: 88.97000, Bid-ask spread: 0.26999, Last trade: 88.99000, 24 hour volume: 156606.63389529, 24 hour low: 75.00111, 24 hour high: 94.75000, 24 hour
vwap: 86.60949
gribble: BTCUSD ticker | Best bid: 88.20001, Best ask: 88.60228, Bid-ask spread: 0.40227, Last trade: 88.60228, 24 hour volume: 156712.79134942, 24 hour low: 75.00111, 24 hour high: 94.99000, 24 hour
vwap: 86.64491
gribble: BTCUSD ticker | Best bid: 88.02000, Best ask: 88.89000, Bid-ask spread: 0.87000, Last trade: 88.00800, 24 hour volume: 156726.97399353, 24 hour low: 75.00111, 24 hour high: 94.99000, 24 hour
vwap: 86.66077
gribble: BTCUSD ticker | Best bid: 89.70000, Best ask: 90.20000, Bid-ask spread: 0.50000, Last trade: 89.70000, 24 hour volume: 155011.66271357, 24 hour low: 75.00111, 24 hour high: 94.99000, 24 hour
vwap: 86.70834
gribble: BTCUSD ticker | Best bid: 88.90001, Best ask: 88.91605, Bid-ask spread: 0.01604, Last trade: 88.90001, 24 hour volume: 154552.79615475, 24 hour low: 75.00111, 24 hour high: 94.99000, 24 hour
vwap: 86.73328
gribble: BTCUSD ticker | Best bid: 88.81000, Best ask: 89.70000, Bid-ask spread: 0.89000, Last trade: 89.80000, 24 hour volume: 154276.06858765, 24 hour low: 75.00111, 24 hour high: 94.99000, 24 hour
vwap: 86.73206
gribble: BTCUSD ticker | Best bid: 88.97000, Best ask: 89.00000, Bid-ask spread: 0.03000, Last trade: 89.00000, 24 hour volume: 150244.81237909, 24 hour low: 75.00111, 24 hour high: 94.99000, 24 hour
vwap: 86.73526
gribble: BTCUSD ticker | Best bid: 90.96000, Best ask: 91.50000, Bid-ask spread: 0.54000, Last trade: 90.96000, 24 hour volume: 158643.07292808, 24 hour low: 75.00111, 24 hour high: 95.70000, 24 hour
vwap: 87.24783
gribble: BTCUSD ticker | Best bid: 90.00000, Best ask: 90.04900, Bid-ask spread: 0.04900, Last trade: 90.00000, 24 hour volume: 155899.94157540, 24 hour low: 75.00111, 24 hour high: 95.70000, 24 hour
vwap: 87.21739
gribble: BTCUSD ticker | Best bid: 87.73000, Best ask: 87.75000, Bid-ask spread: 0.02000, Last trade: 87.73000, 24 hour volume: 155699.24992401, 24 hour low: 75.00111, 24 hour high: 95.70000, 24 hour
vwap: 87.21684
gribble: BTCUSD ticker | Best bid: 86.50000, Best ask: 86.87137, Bid-ask spread: 0.37137, Last trade: 86.87137, 24 hour volume: 153284.13060894, 24 hour low: 75.00111, 24 hour high: 95.70000, 24 hour
vwap: 87.23528
gribble: BTCUSD ticker | Best bid: 85.20000, Best ask: 85.39000, Bid-ask spread: 0.19000, Last trade: 84.99989, 24 hour volume: 146197.46407703, 24 hour low: 75.00111, 24 hour high: 95.70000, 24 hour
vwap: 87.31167
gribble: BTCUSD ticker | Best bid: 84.63439, Best ask: 84.80000, Bid-ask spread: 0.16561, Last trade: 84.80000, 24 hour volume: 144582.26393633, 24 hour low: 75.00111, 24 hour high: 95.70000, 24 hour
vwap: 87.34194
gribble: BTCUSD ticker | Best bid: 87.50002, Best ask: 87.78000, Bid-ask spread: 0.27998, Last trade: 87.50001, 24 hour volume: 138377.72130273, 24 hour low: 75.00111, 24 hour high: 95.70000, 24 hour
vwap: 87.42466
gribble: BTCUSD ticker | Best bid: 87.99999, Best ask: 88.00000, Bid-ask spread: 0.00001, Last trade: 88.00000, 24 hour volume: 136246.06886715, 24 hour low: 75.00111, 24 hour high: 95.70000, 24 hour
vwap: 87.41623
gribble: BTCUSD ticker | Best bid: 88.20002, Best ask: 88.34000, Bid-ask spread: 0.13998, Last trade: 88.20002, 24 hour volume: 131782.34304095, 24 hour low: 75.00111, 24 hour high: 95.70000, 24 hour
vwap: 87.35351
gribble: BTCUSD ticker | Best bid: 85.79006, Best ask: 85.79668, Bid-ask spread: 0.00662, Last trade: 85.79668, 24 hour volume: 127719.97605760, 24 hour low: 75.00111, 24 hour high: 95.70000, 24 hour
vwap: 87.39194
gribble: BTCUSD ticker | Best bid: 86.10002, Best ask: 86.48900, Bid-ask spread: 0.38898, Last trade: 86.10002, 24 hour volume: 127589.30954445, 24 hour low: 75.00111, 24 hour high: 95.70000, 24 hour
vwap: 87.39577
gribble: BTCUSD ticker | Best bid: 87.50000, Best ask: 88.00000, Bid-ask spread: 0.50000, Last trade: 88.00000, 24 hour volume: 111005.53495385, 24 hour low: 75.00111, 24 hour high: 95.70000, 24 hour
vwap: 87.94464