Volume Weighted Average Price

Volume Weighted Average Price Java API Documentation

Volume Weighted Average Price (VWAP) is a lagging technical indicator that is used in combination with a security`s price. When the underlying price rises above its VWAP, it is often interpreted as a bullish signal, and vice versa in the opposite direction.

API Class:
SecurityApi
Instance Method:
getSecurityPriceTechnicalsVwap()