vwap ( String priceType);

Default values:

priceType: "<current type>"


Returns the volume weighted average price value for the specific symbol, aggregation period and price type. You can use both Aggregation Period constants and pre-defined string values (e.g. Day, 2 Days, Week, Month, etc.) as valid parameters for the aggregation period. The full list of the pre-defined string values can be found in the Referencing Secondary Aggregation article.

Valid parameters for the price type are: LAST, ASK, BID, and MARK. Alternatively, you can use the PriceType constants.

Note that for non-Forex symbols, the last three are only supported on intraday charts with time interval not greater than 15 days.

Input parameters

Parameter Default value Description
symbol current symbol Defines symbol for which the VWAP is returned.
period current aggregation Defines aggregation period for which the VWAP is returned.
priceType current price type Defines the type of price for which the VWAP is returned: Last, Ask, Bid, or Mark.


plot DailyVWAP = vwap(period = AggregationPeriod.DAY);
plot WeeklyVWAP = vwap(period = AggregationPeriod.WEEK);
plot MonthlyVWAP = vwap(period = AggregationPeriod.MONTH);

This example script plots daily, weekly, and monthly VolumeWeightedAveragePrice values for the current symbol.