log☇︎
4500+ entries in 0.759s
gribble: BTCUSD ticker | Best bid: 26.45000, Best ask: 26.50000, Bid-ask spread: 0.05000, Last trade: 26.45000, 24 hour volume: 38095.04921954, 24 hour low: 26.08801, 24 hour high: 27.40000, 24 hour vwap: 26.82461
gribble: BTCUSD ticker | Best bid: 26.43004, Best ask: 26.50000, Bid-ask spread: 0.06996, Last trade: 26.42003, 24 hour volume: 37853.90052231, 24 hour low: 26.08801, 24 hour high: 27.40000, 24 hour vwap: 26.82858
gribble: BTCUSD ticker | Best bid: 27.38000, Best ask: 27.39978, Bid-ask spread: 0.01978, Last trade: 27.14000, 24 hour volume: 18524.25762086, 24 hour low: 26.80750, 24 hour high: 27.49989, 24 hour vwap: 27.16598
gribble: BTCUSD ticker | Best bid: 27.33999, Best ask: 27.35000, Bid-ask spread: 0.01001, Last trade: 27.37997, 24 hour volume: 24475.57973389, 24 hour low: 26.80750, 24 hour high: 27.50617, 24 hour vwap: 27.18062
gribble: BTCUSD ticker | Best bid: 27.23000, Best ask: 27.23700, Bid-ask spread: 0.00700, Last trade: 27.23700, 24 hour volume: 24415.94090532, 24 hour low: 26.80750, 24 hour high: 27.50617, 24 hour vwap: 27.17259
gribble: BTCUSD ticker | Best bid: 27.09272, Best ask: 27.10000, Bid-ask spread: 0.00728, Last trade: 27.10000, 24 hour volume: 28637.91569860, 24 hour low: 26.80750, 24 hour high: 27.50617, 24 hour vwap: 27.16874
gribble: BTCUSD ticker | Best bid: 27.10000, Best ask: 27.13699, Bid-ask spread: 0.03699, Last trade: 27.10000, 24 hour volume: 37314.47943457, 24 hour low: 26.32100, 24 hour high: 27.50617, 24 hour vwap: 27.12386
gribble: BTCUSD ticker | Best bid: 27.03806, Best ask: 27.09999, Bid-ask spread: 0.06193, Last trade: 27.03807, 24 hour volume: 47020.05585313, 24 hour low: 26.10300, 24 hour high: 27.50617, 24 hour vwap: 26.98591
gribble: BTCUSD ticker | Best bid: 27.00000, Best ask: 27.06999, Bid-ask spread: 0.06999, Last trade: 27.06999, 24 hour volume: 71831.38472749, 24 hour low: 26.10300, 24 hour high: 27.59690, 24 hour vwap: 26.98392
gribble: BTCUSD ticker | Best bid: 27.11726, Best ask: 27.15525, Bid-ask spread: 0.03799, Last trade: 27.16598, 24 hour volume: 81022.17859612, 24 hour low: 25.82200, 24 hour high: 27.59690, 24 hour vwap: 26.83371
gribble: BTCUSD ticker | Best bid: 26.48457, Best ask: 26.50180, Bid-ask spread: 0.01723, Last trade: 26.50181, 24 hour volume: 79278.52254235, 24 hour low: 25.64000, 24 hour high: 27.59690, 24 hour vwap: 26.77956
gribble: BTCUSD ticker | Best bid: 26.50300, Best ask: 26.62363, Bid-ask spread: 0.12063, Last trade: 26.62363, 24 hour volume: 71545.81308642, 24 hour low: 25.64000, 24 hour high: 27.59690, 24 hour vwap: 26.79017
gribble: BTCUSD ticker | Best bid: 27.31002, Best ask: 27.40000, Bid-ask spread: 0.08998, Last trade: 27.40000, 24 hour volume: 106786.27768202, 24 hour low: 24.50000, 24 hour high: 27.59690, 24 hour vwap: 26.35512
gribble: BTCUSD ticker | Best bid: 27.23301, Best ask: 27.27116, Bid-ask spread: 0.03815, Last trade: 27.23300, 24 hour volume: 147220.28636604, 24 hour low: 21.72100, 24 hour high: 27.59690, 24 hour vwap: 25.44526
gribble: BTCUSD ticker | Best bid: 27.19682, Best ask: 27.24900, Bid-ask spread: 0.05218, Last trade: 27.19682, 24 hour volume: 157796.67033685, 24 hour low: 21.72100, 24 hour high: 27.59690, 24 hour vwap: 25.37989
gribble: BTCUSD ticker | Best bid: 27.00244, Best ask: 27.02134, Bid-ask spread: 0.01890, Last trade: 27.00244, 24 hour volume: 159173.80620676, 24 hour low: 21.72100, 24 hour high: 27.59690, 24 hour vwap: 25.36964
mjr_: no, not using vwap, using mt gox last i meant
gribble: BTCUSD ticker | Best bid: 26.95326, Best ask: 26.99997, Bid-ask spread: 0.04671, Last trade: 26.95326, 24 hour volume: 162515.40000499, 24 hour low: 21.72100, 24 hour high: 27.59690, 24 hour vwap: 25.34225
gribble: BTCUSD ticker | Best bid: 26.50000, Best ask: 27.00000, Bid-ask spread: 0.50000, Last trade: 26.50000, 24 hour volume: 162182.55852551, 24 hour low: 21.72100, 24 hour high: 27.59690, 24 hour vwap: 25.32592
gribble: BTCUSD ticker | Best bid: 27.25414, Best ask: 27.30710, Bid-ask spread: 0.05296, Last trade: 27.50000, 24 hour volume: 157549.28385180, 24 hour low: 21.72100, 24 hour high: 27.50000, 24 hour vwap: 25.25535
gribble: BTCUSD ticker | Best bid: 27.20000, Best ask: 27.22800, Bid-ask spread: 0.02800, Last trade: 27.20000, 24 hour volume: 153518.46183669, 24 hour low: 21.72100, 24 hour high: 27.25000, 24 hour vwap: 25.19122
gribble: BTCUSD ticker | Best bid: 27.07455, Best ask: 27.08704, Bid-ask spread: 0.01249, Last trade: 27.24000, 24 hour volume: 153179.59959284, 24 hour low: 21.72100, 24 hour high: 27.25000, 24 hour vwap: 25.18652
gribble: BTCUSD ticker | Best bid: 27.09800, Best ask: 27.17804, Bid-ask spread: 0.08004, Last trade: 27.23334, 24 hour volume: 151359.26250357, 24 hour low: 21.72100, 24 hour high: 27.25000, 24 hour vwap: 25.15996
gribble: BTCUSD ticker | Best bid: 26.88167, Best ask: 26.91933, Bid-ask spread: 0.03766, Last trade: 27.00000, 24 hour volume: 148547.21940210, 24 hour low: 21.72100, 24 hour high: 27.03987, 24 hour vwap: 25.12082
gribble: BTCUSD ticker | Best bid: 26.41728, Best ask: 26.42859, Bid-ask spread: 0.01131, Last trade: 26.42859, 24 hour volume: 143011.50114582, 24 hour low: 21.72100, 24 hour high: 26.67000, 24 hour vwap: 25.04569
gribble: BTCUSD ticker | Best bid: 26.33672, Best ask: 26.36438, Bid-ask spread: 0.02766, Last trade: 26.30110, 24 hour volume: 143473.69366734, 24 hour low: 21.72100, 24 hour high: 26.67000, 24 hour vwap: 25.03657
gribble: BTCUSD ticker | Best bid: 26.42000, Best ask: 26.49999, Bid-ask spread: 0.07999, Last trade: 26.40901, 24 hour volume: 147397.72847532, 24 hour low: 21.72100, 24 hour high: 26.65000, 24 hour vwap: 25.02041
gribble: BTCUSD ticker | Best bid: 25.86297, Best ask: 25.89910, Bid-ask spread: 0.03613, Last trade: 25.86297, 24 hour volume: 147093.07547354, 24 hour low: 21.72100, 24 hour high: 26.65000, 24 hour vwap: 25.00466
gribble: BTCUSD ticker | Best bid: 26.07000, Best ask: 26.07001, Bid-ask spread: 0.00001, Last trade: 26.07001, 24 hour volume: 158889.21035303, 24 hour low: 21.72100, 24 hour high: 26.65000, 24 hour vwap: 25.05851
mjr__: what is the vwap at now?
gribble: BTCUSD ticker | Best bid: 25.96624, Best ask: 26.01999, Bid-ask spread: 0.05375, Last trade: 25.96624, 24 hour volume: 158444.85494761, 24 hour low: 21.72100, 24 hour high: 26.65000, 24 hour vwap: 25.05489
gribble: BTCUSD ticker | Best bid: 26.19070, Best ask: 26.34181, Bid-ask spread: 0.15111, Last trade: 26.64000, 24 hour volume: 147736.52475072, 24 hour low: 21.72100, 24 hour high: 26.65000, 24 hour vwap: 24.97344
gribble: BTCUSD ticker | Best bid: 26.20004, Best ask: 26.25000, Bid-ask spread: 0.04996, Last trade: 26.25000, 24 hour volume: 146215.43264948, 24 hour low: 21.72100, 24 hour high: 26.60000, 24 hour vwap: 24.95764
gribble: BTCUSD ticker | Best bid: 25.93500, Best ask: 26.00000, Bid-ask spread: 0.06500, Last trade: 26.00000, 24 hour volume: 141166.77007292, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.90903
gribble: BTCUSD ticker | Best bid: 25.78395, Best ask: 26.00000, Bid-ask spread: 0.21605, Last trade: 26.25000, 24 hour volume: 137291.37159601, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.87115
gribble: BTCUSD ticker | Best bid: 25.56458, Best ask: 25.57789, Bid-ask spread: 0.01331, Last trade: 25.42042, 24 hour volume: 131695.93004727, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.80064
gribble: BTCUSD ticker | Best bid: 25.00929, Best ask: 25.19900, Bid-ask spread: 0.18971, Last trade: 25.19900, 24 hour volume: 126127.08330674, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.77347
mircea_popescu: hey vwap actually moving up
gribble: BTCUSD ticker | Best bid: 25.21206, Best ask: 25.30000, Bid-ask spread: 0.08794, Last trade: 25.30000, 24 hour volume: 125063.37060347, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.77082
gribble: BTCUSD ticker | Best bid: 25.21105, Best ask: 25.29999, Bid-ask spread: 0.08894, Last trade: 25.21103, 24 hour volume: 125052.58662713, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.77029
gribble: BTCUSD ticker | Best bid: 25.20100, Best ask: 25.25167, Bid-ask spread: 0.05067, Last trade: 25.43850, 24 hour volume: 125018.23437143, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.77011
gribble: BTCUSD ticker | Best bid: 24.64900, Best ask: 24.72998, Bid-ask spread: 0.08098, Last trade: 24.64900, 24 hour volume: 126154.93631317, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.77711
gribble: BTCUSD ticker | Best bid: 24.30000, Best ask: 24.35001, Bid-ask spread: 0.05001, Last trade: 24.30000, 24 hour volume: 126809.53474656, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.79075
gribble: BTCUSD ticker | Best bid: 24.04750, Best ask: 24.40102, Bid-ask spread: 0.35352, Last trade: 24.04750, 24 hour volume: 126934.28273813, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.80032
gribble: BTCUSD ticker | Best bid: 24.39917, Best ask: 24.40000, Bid-ask spread: 0.00083, Last trade: 24.40000, 24 hour volume: 126560.10139199, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.80221
gribble: BTCUSD ticker | Best bid: 24.40000, Best ask: 24.90000, Bid-ask spread: 0.50000, Last trade: 24.40000, 24 hour volume: 123213.42485046, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.80525
gribble: BTCUSD ticker | Best bid: 24.91954, Best ask: 24.94948, Bid-ask spread: 0.02994, Last trade: 24.91954, 24 hour volume: 122926.85310540, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.80555
gribble: BTCUSD ticker | Best bid: 24.40000, Best ask: 24.74000, Bid-ask spread: 0.34000, Last trade: 24.40000, 24 hour volume: 121630.16790847, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.80265
gribble: BTCUSD ticker | Best bid: 23.33000, Best ask: 23.49800, Bid-ask spread: 0.16800, Last trade: 23.49800, 24 hour volume: 117968.26192446, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.83143
gribble: BTCUSD ticker | Best bid: 23.04288, Best ask: 23.08065, Bid-ask spread: 0.03777, Last trade: 23.08065, 24 hour volume: 117425.35972100, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.84136
gribble: BTCUSD ticker | Best bid: 22.78000, Best ask: 22.90000, Bid-ask spread: 0.12000, Last trade: 22.78000, 24 hour volume: 115402.35989204, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.87805
gribble: BTCUSD ticker | Best bid: 22.50000, Best ask: 22.65000, Bid-ask spread: 0.15000, Last trade: 22.65000, 24 hour volume: 114786.56433186, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.89309
gribble: BTCUSD ticker | Best bid: 22.52201, Best ask: 22.79700, Bid-ask spread: 0.27499, Last trade: 22.79700, 24 hour volume: 111499.86991286, 24 hour low: 21.72100, 24 hour high: 26.30000, 24 hour vwap: 24.97243
gribble: BTCUSD ticker | Best bid: 22.55933, Best ask: 22.80000, Bid-ask spread: 0.24067, Last trade: 23.05000, 24 hour volume: 109588.67124306, 24 hour low: 22.01000, 24 hour high: 26.30000, 24 hour vwap: 25.03072
gribble: BTCUSD ticker | Best bid: 22.02100, Best ask: 23.05000, Bid-ask spread: 1.02900, Last trade: 23.05000, 24 hour volume: 107968.90102643, 24 hour low: 22.02100, 24 hour high: 26.30000, 24 hour vwap: 25.07438
gribble: BTCUSD ticker | Best bid: 23.04000, Best ask: 23.20000, Bid-ask spread: 0.16000, Last trade: 23.20000, 24 hour volume: 106681.62083572, 24 hour low: 22.02100, 24 hour high: 26.30000, 24 hour vwap: 25.10876
gribble: BTCUSD ticker | Best bid: 23.02002, Best ask: 23.10001, Bid-ask spread: 0.07999, Last trade: 23.02002, 24 hour volume: 101056.49539453, 24 hour low: 23.02002, 24 hour high: 26.30000, 24 hour vwap: 25.26533
gribble: BTCUSD ticker | Best bid: 23.03655, Best ask: 23.10000, Bid-ask spread: 0.06345, Last trade: 23.03655, 24 hour volume: 100563.10296792, 24 hour low: 23.03655, 24 hour high: 26.30000, 24 hour vwap: 25.27701
gribble: BTCUSD ticker | Best bid: 23.06000, Best ask: 23.10500, Bid-ask spread: 0.04500, Last trade: 23.10500, 24 hour volume: 100067.34572136, 24 hour low: 23.06000, 24 hour high: 26.30000, 24 hour vwap: 25.28815
gribble: BTCUSD ticker | Best bid: 23.61000, Best ask: 23.87675, Bid-ask spread: 0.26675, Last trade: 23.61000, 24 hour volume: 94921.36763921, 24 hour low: 23.61000, 24 hour high: 26.30000, 24 hour vwap: 25.39773
gribble: BTCUSD ticker | Best bid: 24.29000, Best ask: 24.30000, Bid-ask spread: 0.01000, Last trade: 24.30000, 24 hour volume: 89583.97608075, 24 hour low: 24.23140, 24 hour high: 26.30000, 24 hour vwap: 25.48663
gribble: BTCUSD ticker | Best bid: 24.50000, Best ask: 24.63661, Bid-ask spread: 0.13661, Last trade: 24.63661, 24 hour volume: 87831.55624440, 24 hour low: 24.48752, 24 hour high: 26.30000, 24 hour vwap: 25.51202
gribble: BTCUSD ticker | Best bid: 24.49753, Best ask: 24.50000, Bid-ask spread: 0.00247, Last trade: 24.50000, 24 hour volume: 86614.45783048, 24 hour low: 24.48752, 24 hour high: 26.30000, 24 hour vwap: 25.53151
gribble: BTCUSD ticker | Best bid: 25.00000, Best ask: 25.15000, Bid-ask spread: 0.15000, Last trade: 25.00000, 24 hour volume: 82323.14434998, 24 hour low: 24.47998, 24 hour high: 26.30000, 24 hour vwap: 25.57240
gribble: BTCUSD ticker | Best bid: 25.62101, Best ask: 25.70000, Bid-ask spread: 0.07899, Last trade: 25.70000, 24 hour volume: 88419.83007404, 24 hour low: 24.40000, 24 hour high: 26.30000, 24 hour vwap: 25.47214
jurov: mircea_popescu, do you use rounded or full vwap for options?
jurov: why does gribble round the vwap?
gribble: BTCUSD ticker | Best bid: 25.42222, Best ask: 25.49990, Bid-ask spread: 0.07768, Last trade: 25.49990, 24 hour volume: 88534.85294652, 24 hour low: 24.40000, 24 hour high: 26.30000, 24 hour vwap: 25.47354
gribble: BTCUSD ticker | Best bid: 26.00000, Best ask: 26.13499, Bid-ask spread: 0.13499, Last trade: 26.13500, 24 hour volume: 73652.58496085, 24 hour low: 24.40000, 24 hour high: 26.13500, 24 hour vwap: 25.33009
gribble: BTCUSD ticker | Best bid: 25.58102, Best ask: 25.70000, Bid-ask spread: 0.11898, Last trade: 25.58102, 24 hour volume: 71191.01497053, 24 hour low: 24.40000, 24 hour high: 25.82767, 24 hour vwap: 25.23932
gribble: BTCUSD ticker | Best bid: 24.70000, Best ask: 24.74000, Bid-ask spread: 0.04000, Last trade: 24.70000, 24 hour volume: 72844.90194483, 24 hour low: 24.30010, 24 hour high: 25.82767, 24 hour vwap: 25.08584
gribble: BTCUSD ticker | Best bid: 24.42101, Best ask: 24.51999, Bid-ask spread: 0.09898, Last trade: 24.42101, 24 hour volume: 71605.40106831, 24 hour low: 24.30010, 24 hour high: 25.82767, 24 hour vwap: 25.09591
gribble: BTCUSD ticker | Best bid: 24.91954, Best ask: 24.91959, Bid-ask spread: 0.00005, Last trade: 24.91959, 24 hour volume: 67001.84703132, 24 hour low: 24.30001, 24 hour high: 25.82767, 24 hour vwap: 25.12926
gribble: BTCUSD ticker | Best bid: 25.01112, Best ask: 25.15999, Bid-ask spread: 0.14887, Last trade: 25.12000, 24 hour volume: 65692.69911298, 24 hour low: 24.29575, 24 hour high: 25.82767, 24 hour vwap: 25.12086
gribble: BTCUSD ticker | Best bid: 25.52099, Best ask: 25.59999, Bid-ask spread: 0.07900, Last trade: 25.60000, 24 hour volume: 58636.80403702, 24 hour low: 24.28002, 24 hour high: 25.82767, 24 hour vwap: 25.11691
gribble: BTCUSD ticker | Best bid: 25.57047, Best ask: 25.60000, Bid-ask spread: 0.02953, Last trade: 25.60000, 24 hour volume: 56715.11409378, 24 hour low: 24.00600, 24 hour high: 25.80000, 24 hour vwap: 24.96823
gribble: BTCUSD ticker | Best bid: 25.60888, Best ask: 25.64999, Bid-ask spread: 0.04111, Last trade: 25.65000, 24 hour volume: 55047.39682831, 24 hour low: 23.84590, 24 hour high: 25.75000, 24 hour vwap: 24.85482
gribble: BTCUSD ticker | Best bid: 25.41225, Best ask: 25.45500, Bid-ask spread: 0.04275, Last trade: 25.41225, 24 hour volume: 51819.99065886, 24 hour low: 23.67740, 24 hour high: 25.75000, 24 hour vwap: 24.77514
gribble: BTCUSD ticker | Best bid: 25.32002, Best ask: 25.40000, Bid-ask spread: 0.07998, Last trade: 25.32001, 24 hour volume: 51237.14840373, 24 hour low: 23.67740, 24 hour high: 25.75000, 24 hour vwap: 24.74607
gribble: BTCUSD ticker | Best bid: 24.97000, Best ask: 25.07000, Bid-ask spread: 0.10000, Last trade: 25.07000, 24 hour volume: 47520.26271140, 24 hour low: 23.64560, 24 hour high: 25.75000, 24 hour vwap: 24.64565
gribble: BTCUSD ticker | Best bid: 25.31000, Best ask: 25.40000, Bid-ask spread: 0.09000, Last trade: 25.31000, 24 hour volume: 44738.61190480, 24 hour low: 23.64560, 24 hour high: 25.75000, 24 hour vwap: 24.61882
mircea_popescu: then when you do options value btc in then-current vwap and add difference to acct
mircea_popescu: then do vwap price when you buy, actual price you bought at
gribble: BTCUSD ticker | Best bid: 25.28000, Best ask: 25.30000, Bid-ask spread: 0.02000, Last trade: 25.30000, 24 hour volume: 38689.86085846, 24 hour low: 23.64560, 24 hour high: 25.30000, 24 hour vwap: 24.44526
gribble: BTCUSD ticker | Best bid: 24.44617, Best ask: 24.50000, Bid-ask spread: 0.05383, Last trade: 24.44617, 24 hour volume: 31371.13774248, 24 hour low: 23.64560, 24 hour high: 24.67503, 24 hour vwap: 24.18070
gribble: BTCUSD ticker | Best bid: 24.51079, Best ask: 24.54000, Bid-ask spread: 0.02921, Last trade: 24.51079, 24 hour volume: 31430.66254096, 24 hour low: 23.64560, 24 hour high: 24.67503, 24 hour vwap: 24.16444
gribble: BTCUSD ticker | Best bid: 24.56393, Best ask: 24.61000, Bid-ask spread: 0.04607, Last trade: 24.61000, 24 hour volume: 30001.60733989, 24 hour low: 23.64560, 24 hour high: 24.61000, 24 hour vwap: 24.11142
gribble: BTCUSD ticker | Best bid: 24.48786, Best ask: 24.52214, Bid-ask spread: 0.03428, Last trade: 24.43271, 24 hour volume: 29403.49796069, 24 hour low: 23.64560, 24 hour high: 24.54000, 24 hour vwap: 24.09918
gribble: BTCUSD ticker | Best bid: 24.36557, Best ask: 24.39955, Bid-ask spread: 0.03398, Last trade: 24.39955, 24 hour volume: 34302.41282646, 24 hour low: 23.54000, 24 hour high: 24.47002, 24 hour vwap: 24.01793
gribble: BTCUSD ticker | Best bid: 24.19720, Best ask: 24.23107, Bid-ask spread: 0.03387, Last trade: 24.19334, 24 hour volume: 33722.82880541, 24 hour low: 23.54000, 24 hour high: 24.44000, 24 hour vwap: 23.99748
gribble: BTCUSD ticker | Best bid: 24.40000, Best ask: 24.41768, Bid-ask spread: 0.01768, Last trade: 24.40000, 24 hour volume: 32455.87760636, 24 hour low: 23.50000, 24 hour high: 24.41769, 24 hour vwap: 23.97896
gribble: BTCUSD ticker | Best bid: 24.20309, Best ask: 24.23694, Bid-ask spread: 0.03385, Last trade: 24.23694, 24 hour volume: 31171.64310858, 24 hour low: 23.19000, 24 hour high: 24.37345, 24 hour vwap: 23.91775
gribble: BTCUSD ticker | Best bid: 24.21001, Best ask: 24.27700, Bid-ask spread: 0.06699, Last trade: 24.21001, 24 hour volume: 30932.81371951, 24 hour low: 23.19000, 24 hour high: 24.37345, 24 hour vwap: 23.91140
gribble: BTCUSD ticker | Best bid: 24.05767, Best ask: 24.09136, Bid-ask spread: 0.03369, Last trade: 24.05768, 24 hour volume: 30812.67850009, 24 hour low: 23.19000, 24 hour high: 24.37345, 24 hour vwap: 23.90315
gribble: BTCUSD ticker | Best bid: 24.05905, Best ask: 24.08999, Bid-ask spread: 0.03094, Last trade: 24.05904, 24 hour volume: 30755.51651899, 24 hour low: 23.19000, 24 hour high: 24.37345, 24 hour vwap: 23.90272
gribble: BTCUSD ticker | Best bid: 23.99964, Best ask: 24.03327, Bid-ask spread: 0.03363, Last trade: 24.06130, 24 hour volume: 30690.91383549, 24 hour low: 23.19000, 24 hour high: 24.37345, 24 hour vwap: 23.90079
gribble: BTCUSD ticker | Best bid: 23.96320, Best ask: 23.99677, Bid-ask spread: 0.03357, Last trade: 23.99677, 24 hour volume: 30284.73846546, 24 hour low: 23.19000, 24 hour high: 24.37345, 24 hour vwap: 23.89730
gribble: BTCUSD ticker | Best bid: 23.84588, Best ask: 23.88000, Bid-ask spread: 0.03412, Last trade: 23.84587, 24 hour volume: 30125.82192065, 24 hour low: 23.19000, 24 hour high: 24.37345, 24 hour vwap: 23.89098
gribble: BTCUSD ticker | Best bid: 23.88490, Best ask: 23.91835, Bid-ask spread: 0.03345, Last trade: 23.91835, 24 hour volume: 30876.24546559, 24 hour low: 23.19000, 24 hour high: 24.37345, 24 hour vwap: 23.87169
mjr__: is that the vwap?