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I use a few APIs like CoinGecko etc...I ingest into a database and average the prices. The purpose here isn't absolute accuracy (you can go directly to the exchanges for that) it's to give an overall view a bit like Preev.com did. I think they used bitcoinaverage.com or something for their data, I never really figured it out. Source: almost 2 years ago
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CoinMarketCap API - CoinMarketCap is the biggest plattform aggregating cryptocurrency informations e. g. prices and marketcap from multiple exchanges. CoinMarkeCap provides multiple APIs all offer a certain amount of data for personal usage for free.