There are websites with historical data of coins. How do they get it?
Do they get the price from 10 exchanges at the same time, then divide by 10?
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Every website may have a different way of aggregating this sort of data. I would expect that the exact method used by each website will be determined by their specific needs/applications. There is no absolute "right or wrong way" to get this job done. For example:
To find more info on some actual implementations, I would suggest looking up some websites that display data in the way you're looking for, and see if they provide any info on the algorithms/methods used. I would guess at least a few sites make that info public.