Hi, the volume data I see in the Zerodha chart and that I get in api call in historical data is not matching. I feel hence my VWAP calculations are getting wrong. Can someone help me fix this issue please. Also, read somewhere, is the average price I get in ticker is same as vwap?
Kite charts use the same historical data. If you are dealing with live market data then I would suggest building candles at your end using the live market data provided using Websockets.
You can refer to this thread to know about ATP and VWAP.
If you are dealing with live market data then I would suggest building candles at your end using the live market data provided using Websockets.
You can refer to this thread to know about ATP and VWAP.