NIFTY option vwap price

arunachalam g. shared this question 6 months ago
Answered

Sir,

I am using real time data via FYER's subscription.

How can I get VWAP price of option ?.


I am currently using rest method gethistory.


Thanks,

Arun.

Replies (4)

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At the moment, we are sending the ATP for the current day with every tick as sent by the exchange and you can pick it up from there.

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Thanks for your reply.

What is ATP?. How can I access it ?. Any sample code?.

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ATP = Average Traded price which comes from the exchange.

It is already coming in the feed with every tick.

Please go through the documentation and you will be able to get this.

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Thanks

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