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how can get the Volume/Vwap information in live trading

Tanmaya
Tanmaya in Market data (WebSockets)
I am trying to get Volume/Vwap data for instrument 'BANKNIFTY OCT FUT' (instrument_token = [8961538] ), but not able get the Volume/Vwap information in live trading.

Please suggest how can get the Volume/Vwap information in live trading.
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  • Tanmaya
    Tanmaya
    Please let me know if any update on this.
  • Arockiya_r
    Arockiya_r edited October 1
    Please refer to the attribute details in the documentation. For VWAP, you need to use the "average_price" attribute.
  • gsx_3013
    gsx_3013 edited October 2
    @Tanmaya - If you are getting Atp (average trading price) from the exchance through the live feed, that vwap for you. incase you are not, you could calculate it using pandas_ta or ta. look for the function ta.vwap or similar. I cited the code in the previous thread
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