VWAP

prmramit

Hi,

How do we get / calculate VWAP thru python using live data ? Is there any provision thru function/class or any other possibilities ?

sujith

You don't need to calculate it. Kite Ticker provides average traded price which is received from the exchange feeds. You can use the same.

prmramit

Thanks Sujith. I will check it out.

gaurav_ch

@sujith does the market-quotes endpoint has this vwap or ATP? I can only see averge_price. Are these same?

sujith

The quote API is a dump fetched from the Kite Ticker API (Websockets).
The average_price in Kite Ticker is same as average traded price.

sujith

We don't provide VWAP.

gaurav_ch

@sujith as per this reply : https://tradingqna.com/t/for-zerodha-is-the-average-price-different-from-vwap/51768/3?u=gaurav_chandra and https://support.zerodha.com/category/trading-and-markets/kite-web-and-mobile/articles/what-does-the-average-price-on-kite-3-market-depth-mean?ref_query=vwap

the vwap and average price are the same except that the vwap on chart is calculated using tick data and average price is directly fetched from the exchange.

sujith

Ok, my bad. I thought both were different.
It means we do provide the VWAP in the Kite Ticker.