I am trying to get Volume/Vwap data for instrument 'BANKNIFTY OCT FUT' (instrument_token = [8961538] ), but not able get the Volume/Vwap information in live trading.
Please suggest how can get the Volume/Vwap information in live trading.
@Tanmaya - If you are getting Atp (average trading price) from the exchance through the live feed, that vwap for you. incase you are not, you could calculate it using pandas_ta or ta. look for the function ta.vwap or similar. I cited the code in the previous thread