Data Methodology & Technical Reference

This page provides detailed technical specifications about how data is calculated, returned, and timed across Nansen API endpoints. This information is essential for quantitative analysis, backtesting

Date Range Behaviour

All date range parameters across Nansen API endpoints use closed brackets on both sides [from, to], meaning both the from_date and to_date are inclusive. For example, requesting from=2024-11-04, to=2024-11-05 will return data for both November 4th and November 5th.

Historical Data Calculation Method (Smart Money Holdings)

The Smart Money Historical Holdings API returns pure historical snapshots using prices from the actual date requested, not recalculated values. This ensures there is no look-ahead bias, making the data suitable for backtesting and predictive models.

Field-Level Details

• value_usd: Historical USD value using the median price from that day

• market_cap_usd: Historical market cap snapshot for that date

• balance_24h_percent_change: Historical percentage calculated using that day's balance and the previous day's balance (with each day using its respective price)

Snapshot Timing & Data Availability

Snapshot Time

Daily snapshots represent end-of-day UTC values.

Data Availability (Smart Money Historical Holdings)

Data processing begins at 05:00 AM UTC. Data is typically available by 07:00 AM UTC, though exact timing may vary. The current day's data is excluded from responses since it would be incomplete.

Historical Depth

The Smart Money Historical Holdings endpoint provides a 4-year rolling window of historical data. The earliest available date moves forward daily.