7.00.02 - VWAP - Aster Analytics

Teradata Aster® Analytics Foundation User GuideUpdate 2

Product
Aster Analytics
Release Number
7.00.02
Release Date
September 2017
Content Type
Programming Reference
User Guide
Publication ID
B700-1022-700K
Language
English (United States)

The VWAP function computes the volume-weighted average price of a traded item (usually an equity share) for each time interval in a series of equal-length time intervals.

Where sum applies to the current time interval:

VWAP = sum(volume*price)/sum(volume)