BraveNewCoin calculates the Liquid Index price for Bitcoin every 30 seconds. Data is aggregated from the top, most liquid, exchanges trading in Bitcoin. Qualification for inclusion of an exchange in the index is controlled by a vetting process reviewed quarterly by BraveNewCoin. This is based on a number of criteria including: volume and consistency of transactions; availability of full trade history; quality of platform and transparency of trading rules; stable API for on-going trade data capture. The Liquid Index calculates a USD price point for one Bitcoin at tick intervals of 30 seconds. The volume weighted average of the transactions from each exchange is taken and then the base exchange prices are combined using BraveNewCoin's proprietary technique. This is rules-based on the trading history preceding the tick and is designed to allow the Index to be responsive to sudden market movement while limiting the impact of outlier transactions. Incoming transactions are evaluated carefully for inclusion in the calculation as part of this real-time process. Transactions that are not in USD are converted at current international rates. The data available here consists of daily time-slices of the 30 second tick values.
Date: The day on which the index values were calculated.
Open: The day's opening price index for Bitcoin in US dollars.
High: The highest value for the price index for Bitcoin in US dollars that day.
Low: The lowest value for the price index for Bitcoin in US dollars that day.
Close: The day's closing price index for Bitcoin in US dollars.
Volume: The volume of Bitcoin traded that day.
Volume_USD: The volume of Bitcoin traded that day in US dollars.
VWAP: The volume weighted average price of Bitcoin traded that day.
TWAP: The time-weighted average price of Bitcoin traded that day.