Calculating vwap using Zerodha algo api

Algos, strategies, code
1

I want to accurately calculate vwap using zerodha api. Snapshot data is not very accurate as some ticks are missing.
Is there a way to calculate vwap accurately?

2

Hi @kenil_mehta,

You can ping live historical data provided by zerodha. It will provide you the accurate OHLC for 1min, 3min, 5min, 10min etc candles. By Using this data you can calculate VWAP accurately.
But there is small problem; when you canstantly ping to zerodha api it will give you draw-dawn of 5% (incorrect data). But it can be solved by making new connection whenever you are making call to api.

Thanks ,
@shivdas_b

3

Does Zerodha kite API provide VWAP field or one has to calculates its own VWAP?

4

Vwap is not provided. It has to b calculated .