Volume data for VWAP

soorajraoa
soorajraoa edited May 2020 in Python client
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?
  • sujith
    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.
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