ICE Data Services -

AGet.vwap() Advanced GET Studies

Returns the series or values of the GET Volume-Weighted Average Price study.
The Volume-Weighted Moving Average is the dollar volume (price X volume) divided the volume over a set period time on weighted basis.It is used on an intraday basis to determine the trend. It is also used by institutions as a benchmark to determine the liquidity of a market and also if they are getting "good" fills on their orders.



AGet.vwap( Time [, sym() | inv() ][, BarIndex ] )



Parameter: Description: Default:
Time A string in format "hh:mm" which indicates what time the study starts calculating the current session's line. n/a
sym() | inv() [Optional]  Function of sym() or inv() to determine symbol/interval source for the study. Base sym/int
BarIndex [Optional]  Bar index of series to retrieve. n/a


Return Value(s)

Returns a Series Object when nBarIndex is not specified.

Returns a single value when nBarIndex is specified.



Only available in versions 11.8 or later.


Code Example

Creating Series Example:

var bInit = false;
var xSer = null;
function main(){
if(bInit == false){
xSer = getSeries(AGet.vwap("00:00"));
bInit = true;
return xSer;

See Also

Advanced GET Study Functions