VWAP or Average Price in Quote

prakash.jj
Hi,

How do I get the average price of Future and options in Quote API?
  • sujith
    Hi @prakash.jj,
    We don't provide ATP(average traded price) as of now. We may include it in next version of websockets API based on availability at the source.
  • prakash.jj
    @sujith average traded price is already there in websocket isn't it? I am asking for quote api
  • sujith
    Hi @prakash.jj,
    Apologies, I thought the other way around. Average traded price is available in websockets whereas it is not available quotes call.
    We will try to add average traded price in quotes in future.
    To get the quote for futures and options, you need to send exchange as NFO with tradingsymbol same as provided in the contracts(instruments) file.
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