VWAP/ Average Traded Price

kyaboltitu
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
    Kindly help.
  • Imran
    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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