Vantage 1.0 - VWAP - Teradata Vantage

Teradata® Vantage Machine Learning Engine Analytic Function Reference

prodname
Teradata Vantage
vrm_release
1.0
8.00
category
Programming Reference
featnum
B700-4003-098K

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)