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

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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public static SimpleTechnicalIndicatorResponse of(Map<String, Object> stringObjectMap)
Parses a raw API response into a VWAPResponse.
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public String toString()