This web service provides real-time, intraday and historical VWAP (Volume-Weighted Average Price) information. VWAP is a method of pricing transactions and is used as a benchmark to measure the efficiency of institutional trading or the performance of traders. For examples, it is often used as an indicator for trading performances by pension plans, hedge funds and firms that engage in algorithmic trading. VWAP for a stock is calculated by adding up the dollars traded for every transaction in that stock (price x shares traded) and then dividing by the total shares traded for a specific time period. Xignite uses market-accepted standard to calculate a range of VWAP over different time intervals. No matter which time interval calculations you choose, you can be assured that the VWAP is accurate for your demanding business needs. With XigniteVWAP, you can get all the real-time, intraday and historical VWAP fully integrated into your applications, giving you instant access to market data to automate your critical business processes. Real-time and Intraday VWAPs - Delayed VWAP (include all trades for the day up to the request time minus the traditional 15 or 20 minutes delay)
- RealTime VWAP (include trades for the day up to the request time. Requires subscription to XigniteRealTime.)
- 60 Minute VWAP (include trades executed in the last 60 minutes)
- 30 Minute VWAP (include trades executed in the last 30 minutes)
- 10 Minute VWAP (include trades executed in the last 10 minutes)
- 5 Minute VWAP (include trades executed in the last 5 minutes)
- 1 Minute VWAP (include trades executed in the last 1 minute)
Historical VWAPs - Daily VWAPs back to 1/1/1994
- Monthly VWAPs
- Weekly VWAPs
|