---
title: vwap() | Tiger Data Docs
description: Get the Volume Weighted Average Price from a candlestick aggregate
---

Since [1.14.0](https://github.com/timescale/timescaledb-toolkit/releases/tag/1.14.0)

Get the Volume Weighted Average Price from a candlestick aggregate.

For Candlesticks constructed from data that is already aggregated, the Volume Weighted Average Price is calculated using the typical price for each period (where the typical price refers to the arithmetic mean of the high, low, and closing prices).

## Arguments

The syntax is:

```
vwap(
    candlestick Candlestick
) RETURNS DOUBLE PRECISION
```

| Name        | Type        | Default | Required | Description           |
| ----------- | ----------- | ------- | -------- | --------------------- |
| candlestick | Candlestick | -       | ✔        | Candlestick aggregate |

## Returns

| Column | Type             | Description                       |
| ------ | ---------------- | --------------------------------- |
| vwap   | DOUBLE PRECISION | The volume weighted average price |