@nithin Can you enlighten what method NSE use to calculate the EOD VWAP.
VWAP you see here or anywhere is basically average price of all the trades that have happened throughout the day in that scrip.
Calculation method of VWAP is same everywhere (Price * Shares Traded / Total Shares Traded).
The VWAP you are seeing in image isn’t any different to what you will see on Kite.
If you look it for today on NSE website and on Kite you will find both values are same.
How did Kite Calculate the Avg price?
is it high+Low/2
or High+Low+close/3
or just copied VWAP from NSE as avg traded value in Kite?
ATP is received from the exchange and is the Volume Weighted Average Price of all trades at the exchange.