1.0 - 8.00 - VWAP - Teradata Vantage

Teradata® Vantage Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.0
8.00
Release Date
May 2019
Content Type
Programming Reference
Publication ID
B700-4003-098K
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)