Volume Weighted Average Price (VWAP)

This API returns the volume weighted average price (VWAP) for intraday time series.

byAlpha Vantage (Market Data)

18408calls

N/Alatency

Discover -> Inspect -> Call

Call setup

Tool IDalphavantage.vwap.retrieve.v1.467a92c0

Request parametersJSON

Before this Call

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Field reference

functionstringRequired

The technical indicator of your choice. In this case, function=VWAP

symbolstringRequired

The name of the ticker of your choice. For example: symbol=IBM

intervalstringRequired

Time interval between two consecutive data points in the time series. In keeping with mainstream investment literatures on VWAP, the following intraday intervals are supported: 1min, 5min, 15min, 30min, 60min

monthstringOptional

By default, this parameter is not set and the technical indicator values will be calculated based on the default length of the underlying intraday, daily, weekly, or monthly time series data. You can use the month parameter (in YYYY-MM format) to return technical indicators for a specific month in history. For example, month=2009-01.

datatypestringOptional

By default, datatype=json. Strings json and csv are accepted with the following specifications: json returns the daily time series in JSON format; csv returns the time series as a CSV (comma separated value) file.