☰
Login
Signup
Home
›
Python client
Howdy, Stranger!
It looks like you're new here. If you want to get involved, click one of these buttons!
Sign In
Register
Categories
Recent Discussions
Activity
Categories
13.8K
All Categories
0
Incidents
153
Node JS client
40
Go client
793
.Net API client
378
Kite Publisher
537
.Net / VBA / Excel (3rd party)
457
Algorithms and Strategies
993
Java client
1.1K
API clients
404
PHP client
4K
Python client
346
Mobile and Desktop apps
1.4K
Market data (WebSockets)
3.3K
General
In this Discussion
December 2018
gaurav_ch
March 2018
prmramit
December 2018
sujith
VWAP
prmramit
March 2018
in
Python client
Hi,
How do we get / calculate VWAP thru python using live data ? Is there any provision thru function/class or any other possibilities ?
sujith
March 2018
edited March 2018
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
March 2018
Thanks Sujith. I will check it out.
gaurav_ch
December 2018
@sujith
does the market-quotes endpoint has this vwap or ATP? I can only see averge_price. Are these same?
sujith
December 2018
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
December 2018
We don't provide VWAP.
gaurav_ch
December 2018
@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
December 2018
Ok, my bad. I thought both were different.
It means we do provide the VWAP in the Kite Ticker.
Sign In
or
Register
to comment.
The average_price in Kite Ticker is same as average traded price.
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.
It means we do provide the VWAP in the Kite Ticker.