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In this Discussion
July 2019
Imran
July 2019
kyaboltitu
VWAP/ Average Traded Price
kyaboltitu
July 2019
in
Python client
Do we get VWAP/ATP in the API Client ? Also is VWAP/ATP available on a candle by candle basis in the historical feed ?
kyaboltitu
July 2019
Kindly help.
Imran
July 2019
Hii
@kyaboltitu
Only ATP is provided in websocket data. Vwap has to be calculated on users end.
Also historical api gives ohlcv data . vwap and ATP can be calculated through program
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Only ATP is provided in websocket data. Vwap has to be calculated on users end.
Also historical api gives ohlcv data . vwap and ATP can be calculated through program