In the 1 minute real time data there is are two fields labeled “n” and “vw”
What are those?
You can read about all properties of the bar object in the documentation.
| Attribute | Type | Notes |
|---|---|---|
| n | int | Number of trades |
| vw | number | Volume-weighted average price |
There it is! I missed that. Thank you!
Now I know why I missed it. This information is not in the documentation for the real-time data, only the historic data. Since I am working with real-time and not historic data, I missed it.
Alpaca if you’re reading this… update the documentation for the real-time data to include the n and vw fields.