VWAP

VWAP, or Volume Weighted Average Price, is an indicator of the average price of an asset over a set time period. Just like OHLCV data, it is an aggregated form of trade data. As the term implies, VWAP weighs the price against the volume. It's a useful indicator to eliminate noise in price movements for a given timespan. 

We provide VWAP data for the same timeframes as our OHLCV data.

Interested in buying VWAP data? Request a quote via hello@kaiko.com

 

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