Details Regarding getAverageTradePrice()

Hello Team,
How getAverageTradePrice() is getting calculated. Is the same as volume traded average price ?
  • sujith
    Hi @narasimha,
    We don't calculate the average traded price. We just stream whatever we get from the exchange.
    I guess ATP = (Σ(LTP * quantity)) / total_volume .
  • narasimha
    narasimha edited August 2017
    Thanks Sujit, does total volume means, the volume at tick level or total traded volume ?
  • sujith
    It is total volume traded for the day which you will get it in tick data.
Sign In or Register to comment.