Scrip VWAP
The Scrip VWAP (Volume Weighted Average Price) API allows you to retrieve intraday VWAP and related market statistics for a specific security (scrip) listed on an exchange. This API provides granular price and volume data over a user-specified time interval — typically 15, 30, or 60 minutes.
🛣️Path Parameters
| Parameter | Type | Required | Description | Example/ENUM |
|---|---|---|---|---|
| tenantid | string | Yes | Unique tenant identifier | "T01" |
| exchange | string | Yes | Exchange Code where the scrip is listed | "NSE_EQ" |
| token | integer | Yes | Token number of the scrip from the exchange scrip master | 22 |
| timePeriod | integer | Yes | Time period in minutes for VWAP calculation (ENUM: 15,30,60) | 15 |
🔑Header Parameters
| Header | Type | Description | Example |
|---|---|---|---|
| Authorization | string | Bearer token for authentication | Bearer{{access_token}} |
| x-api-key | string | API key provided for access | {{x-api-key}} |
🟢Success Response - 200 Ok
| Field | Type | Description | Example/ENUM |
|---|---|---|---|
| status | string | Status of the API call | "success" |
| code | string | Internal response code | "s-101" |
| message | string | Descriptive message | "VWAP data fetched successfully" |
| data | array of objects | List of VWAP entries over the time period | [ { VWAP entry object } ] |
📘 VWAP Data Object Fields
| Field | Type | Description | Example/ENUM |
|---|---|---|---|
| nId | integer | Unique ID for the VWAP data point | 101 |
| nSystemTime | string | Timestamp for the data point (ISO 8601 format) | "18/11 09:15 AM" |
| nToken | integer | Token number of the scrip | 22 |
| nMarketSegmentId | integer | Market segment identifier | 1 |
| nOpen | integer | Opening price during this time interval | 2500 |
| nHigh | integer | Highest price in the interval | 2550 |
| nLow | integer | Lowest price in the interval | 2490 |
| nClose | integer | Closing price for this time interval | 2520 |
| nTotalQtyTraded | integer | Total quantity traded during the interval | 150000 |
| CumulativeVolume | integer | Total cumulative traded volume till this interval | 300000 |
| TypicalPrice | integer | Average price = (High + Low + Close) / 3 | 2520 |
| TPV | integer | Typical Price x Volume | 378000000 |
| CumulativeTPV | integer | Cumulative TPV (across intervals) | 756000000 |
| VWAP | integer | Volume Weighted Average Price = CumulativeTPV / CumulativeVolume | 2520 |
get
/nontransactional/{tenantid}/v1/getVWAPData/{exchange}/{token}/{timePeriod}