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Inaccurate vwap price on 1 minute chart #275

Closed Gabsys closed 7 months ago

Gabsys commented 7 months ago

URL https://api.polygon.io/v2/aggs/ticker/GLMD/range/1/minute/1689253200000/1689253200000?adjusted=false&sort=asc&limit=120&apiKey=

Result "vw": 2.9383,

Expected Result "vw": 3.53,

Screenshots Result from API: image

VWAP from TradingView image

Desktop (please complete the following information):

AHangstefer commented 7 months ago

Hi! Thanks for reaching out. We get our data from all 19 US exchanges but most other providers only use a handful of the exchanges. We also do not filter out dark pool trades. This often causes a difference in our OHLCV values. Our VWAP is calculated by totaling the dollars traded for every transaction (price multiplied by the volume) and then dividing by the total shares traded. This looks correct to me

Gabsys commented 7 months ago

I see, ok then. Thanks for the clarification

AHangstefer commented 7 months ago

Anytime! Let me know if there's anything else I can do for you