Arguments
The syntax is:| Name | Type | Default | Required | Description |
|---|---|---|---|---|
| candlestick | Candlestick | - | ✔ | Candlestick aggregate |
Returns
| Column | Type | Description |
|---|---|---|
| vwap | DOUBLE PRECISION | The volume weighted average price |
Financial analysis
vwap()
Get the Volume Weighted Average Price from a candlestick aggregate
Since 1.14.0
Get the Volume Weighted Average Price from a candlestick aggregate.
For Candlesticks constructed from data that is already aggregated, the Volume Weighted Average Price is calculated using
the typical price for each period (where the typical price refers to the arithmetic mean of the high, low, and closing
prices).