Term
VWAP
VWAPVolume-Weighted Average Price — average traded price over a period, weighted by volume traded at each price.
Steward: Sarah Chen
Module: MD
Used by datasets
1 column| Dataset | Column |
|---|---|
| price_quote_eod | vwap |
CausewayCausewayVWAPVolume-Weighted Average Price — average traded price over a period, weighted by volume traded at each price.
| Dataset | Column |
|---|---|
| price_quote_eod | vwap |