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VWAP

Volume-weighted average price weights traded prices by their reported volume over a stated period.

Plain-language meaning

Volume-weighted average price weights traded prices by their reported volume over a stated period.

Why it is useful

VWAP is useful as descriptive evidence when it is compared on the same definition, source, period, unit and exact listing. It is one input to research, not a verdict.

Where it appears in XMarketRadar

Look for VWAP on Market Details, quotes, order/price context, watchlists and screener result columns when the selected provider supplies the field.

How it is calculated or sourced

For the selected period, sum price × reported volume for each trade or bar and divide by total reported volume. It is unavailable when trustworthy volume is absent.

Inputs, period and unit

Read the disclosed inputs or source, observation period, bar interval, unit, native currency and scale. A value without its source and as-of context is incomplete; unlike units must not be combined.

Worked example

Illustrative only: If 100 shares trade at ₹99 and 300 at ₹101, VWAP is (100×99 + 300×101)/400 = ₹100.50.

What high and low mean

A higher or lower VWAP value is descriptive, not automatically good or bad. Meaning depends on the instrument, comparison period, method and related evidence.

Positive, negative and genuine zero

Positive and negative VWAP values retain the definition shown here. A genuine reported or computed zero is displayed as 0 and is not the same as missing evidence.

When it is unavailable

Unavailable (—) means VWAP is absent, unsupported, stale under the screen's rules or not computable from verified inputs. It must never be converted to zero or a neutral signal.

Limitations and common mistakes

Coverage can omit off-book venues or use aggregated bars. Partial sessions, auction trades and missing volume can make comparisons incomplete.

Market-specific differences

The concept is used across all supported markets, but currency, price scale, session calendar, source field and regulatory definition can differ. XMarketRadar preserves the exact exchange context.

Related terms

Use the related-term links on this page to compare VWAP with neighbouring definitions while retaining each term's distinct source, unit and limitations.

Suggested next steps

Open the related Market structure terms below, then follow the matching Help Centre task guide and inspect VWAP on an exact exchange listing. Confirm source, as-of time, units and unavailable reason before using it in research.

Educational information only; not investment advice or an order service.

This VWAP tutorial is educational and descriptive. It is not investment advice, a price prediction, a recommendation, or an instruction to buy, sell, rebalance or place an order.

Educational information only; not investment advice or an order service.