vwap()

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).

Arguments

The syntax is:

vwap(
    candlestick Candlestick
) RETURNS DOUBLE PRECISION

Name	Type	Default	Required	Description
candlestick	Candlestick	-	✔	Candlestick aggregate

Returns

Column	Type	Description
vwap	DOUBLE PRECISION	The volume weighted average price