VWAP (Reserved Word)
DisclaimerA quote field that returns the VWAP (Volume Weighted Average Price) as calculated throughout the day by the TradeStation data-network.
The VWAP is a measure of the price at which the majority of a given day's trading in a given security took place. It is calculated by adding the dollars traded for the average price of the bar throughout the day ("avgprice" x "number of shares traded" per bar) and dividing by the total shares traded for the day.
Quote fields do not reference history. In Chart Analysis, they will only plot a value from the current bar forward.