--- title: vwap description: The page describes Volume Weighted Average Price (VWAP) used to measure the average typical price by volume with intraday charts. It details its usage, parameters, and provides examples. keywords: - vwap - Volume Weighted Average Price - intraday charts - average typical price - stock analysis --- import HeadTitle from '@site/src/components/General/HeadTitle.tsx'; The Volume Weighted Average Price that measures the average typical price by volume. It is typically used with intraday charts to identify general direction. ### Usage ```python vwap [-o N_OFFSET] [--start START] [--end END] ``` --- ## Parameters | Name | Description | Default | Optional | Choices | | ---- | ----------- | ------- | -------- | ------- | | n_offset | offset | 0 | True | range(0, 100) | | start | Starting date to select | None | True | None | | end | Ending date to select | None | True | None | --- ## Examples ```python 2022 Feb 16, 11:36 (🦋) /stocks/ta/ $ load GOOGL -i 1 Loading Intraday 1min GOOGL stock with starting period 2022-02-10 for analysis. Datetime: 2022 Feb 16 11:36 Timezone: America/New_York Currency: USD Market: CLOSED 2022 Feb 16, 11:36 (🦋) /stocks/ta/ $ vwap ``` ![vwap](https://user-images.githubusercontent.com/46355364/154312502-9377c57c-6e34-42a6-b021-674e7d4561dd.png) ---