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How is the Index Price calculated?

Updated over a year ago

For Index Price, our calculation is delivered at 200 millisecond frequency. It is based on the Volume-Weighted Average Price (VWAP) of Mid Prices, meaning the average of best bid and best ask prices) from the following sources:

  • Binance

  • Kraken

  • Bitstamp

  • Bitfinex

  • Crypto.com

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