vwap

vwap — aggregate function that returns the volume-weighted average price.

SYNOPSIS

vwap (price, quantity)

DESCRIPTION

This function computes a value for the specified fields in each record from the base table and returns the volume-weighted average price. The argument field types must be of type double, or coercible to double. The returned price is type double.

SEE ALSO

This LiveView aggregate function is based on the vwap aggregate function in the StreamBase expression language.