NSE Market Data

Session-Based VWAP vs Full-Day VWAP in NSE Trading

VWAP is not merely a trading indicator but a rigorously defined market data construct shaped by session boundaries, volume distribution, and aggregation logic. This Python-centric guide explains how session-based and full-day VWAP differ on the NSE, emphasizing data integrity, microstructure, and scalable computation over tactical interpretation.

Session-Based VWAP vs Full-Day VWAP in NSE Trading Read More »

Price-Based Market Data

Last Traded Price (LTP): Definition, Calculation, and Exchange Dissemination

Last Traded Price (LTP) represents the most recent executed transaction price on an exchange, serving as a factual, immutable market data point. This article explains how NSE and BSE compute, validate, and disseminate LTP, and why precise handling of LTP is critical for reliable market data systems.

Last Traded Price (LTP): Definition, Calculation, and Exchange Dissemination Read More »

Price-Based Market Data