execution_window

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When during the day crypto is cheapest to execute into, as a session-level profile pooled across the coin universe. Use for "what time of day should I trade", "when is crypto most liquid", "best time to execute a large crypto order". Returns four UTC session blocks with a relative execution-cost number each (lower = cheaper), measured as Amihud illiquidity (|hourly return| / hourly quote volume) over ~62 days of hourly candles. IMPORTANT when quoting this: the effect is WEAK BUT STABLE — roughly 1.3-1.45x between the cheapest and dearest session, and the response ships a split-half check so you can see that both halves of the sample agree on the ordering. There is deliberately NO per-coin "best hour" because that version FAILED split-sample validation; do not invent one from this data. Free on any EnsoTrade API key.