Market Analytics/Market Matrix

Trading Value

Definition

Traded value is the trade price multiplied by the trade size, accumulated over a period. This API provides cumulative traded value for the current day or the trailing 24 hours. Data by exchange sums the trades at that exchange; data by market pair is aggregated by exchange and market code.

Same-day and daily traded value are aggregated using 09:00 KST as the date boundary. Trailing 24-hour traded value covers the 24 hours preceding the request, so the two aggregation windows differ.

Details

Same-day traded value by exchange or by market pair is streamed over WebSocket. The REST API provides daily traded value on a 09:00 KST basis and trailing 24-hour cumulative traded value separately.

Daily data returns up to 100 records per request. Each result includes the exchange name or market code depending on the aggregation basis, cumulative traded value, and the trade date or timestamp.