Need guidance on getting VWAP data using Kiteconnect API

ashxos

Dear All,

I'm currently struggling to calculate VWAP from the kite.quote for BANKNIFTY

Is there any method available to get VWAP data easily for 1 Min and 5 Min candle?

Ashish

vijoeyz

You can't compute indicators using quote(). Build candlesticks using tick data and then you can.

ashxos

Hey @vijoeyz

I went thru all the forum threads of VWAP and came to know that the VWAP is nothing but average_price of the Instrument. I'm using this number as VWAP now. I have seen that there is a difference in fraction for different time frame, but that is acceptable for me as of now. Is that correct way to interpret? Building candlestick using tick data is too complex task for me as of now.