K-VWAP
Definition
K-VWAP is the volume-weighted average price per asset, calculated in real time from trade data on domestic exchange KRW markets. Because VWAP weights each trade price by its volume, prices with larger volume carry more weight in the result.
Where a ticker reflects the last trade at one exchange, K-VWAP consolidates trade data across domestic KRW markets into a single volume-weighted average price per asset.
Details
K-VWAP updates in real time. Alongside the K-VWAP itself, it provides open, high and low, previous close, change in price and percent change versus the previous day, cumulative traded value and volume, and cumulative buy and sell volume. Open, high, low and cumulative figures are aggregated from 09:00 KST.
Each asset is identified by asset symbol, market code and Asset ID. The 52-week high and low and the dates they were reached are also provided. The REST API returns K-VWAP at the time of the request; WebSocket supports both a real-time mode carrying every tick and a one-second snapshot mode.