VWAPResponse
Deprecated
Replaced by com.crazzyghost.alphavantage.technicalindicator.response.vwap.VWAPResponse
Response for the volume weighted average price (VWAP) for intraday time series, the average price of a security weighted by the volume traded at each price level during the trading day.
Author
Sylvester Sefa-Yeboah
Since
1.7.0
Types
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Parser for VWAPResponse.
Functions
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Returns the API's error message.
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Returns the indicator's values.
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Returns the response's metadata.
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Parses a raw API response into a VWAPResponse.