---
title: vwap
description: Learn about the Volume Weighted Average Price (VWAP) and how it measures
  the average typical price by volume. Discover how it can be used with intraday charts
  to identify general direction. Explore Python examples using the OpenBB OBB package.
keywords:
- Volume Weighted Average Price
- average typical price by volume
- intraday charts
- general direction identification
- timeseries offset aliases
- python examples
- openbb obb package
---


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The Volume Weighted Average Price.

Measures the average typical price by volume.
It is typically used with intraday charts to identify general direction.

Parameters
----------
data : List[Data]
List of data to be used for the calculation.
index : str, optional
Index column name to use with `data`, by default "date".
anchor : str, optional
Anchor period to use for the calculation, by default "D".
See Timeseries Offset Aliases below for additional options:
https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#timeseries-offset-aliases
offset : int, optional
Offset from the current period, by default 0.

Returns
-------
OBBject[List[Data]]
The calculated data.

Examples
--------
```python
from openbb import obb
stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp")
vwap_data = obb.technical.vwap(data=stock_data.results,anchor="D",offset=0)
```


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## Parameters

This function does not take standardized parameters.

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## Returns

This function does not return a standardized model

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