VWAPIR: Volume Weighted Average Price with Interquartile Range Filter
This page contains information about the VWAPIR pricing methodology.
The VWAPIR (Volume Weighted Average Price with Interquartile Range Clearing) filter is the application of the Volume Weighted Average Price filter to data that was previously cleared by the Interquartile Range filtering system.

Filter Application

The VWAPIR filter is used in DIA's price determination. Our API can display the latest MEDIR-120 filter values, i.e., the filter results from a 120 second interval of all recorded trades for an asset.

Implementation

The filter is implemented as part of the FiltersBlockService in this file in our Github repository.
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Filter Application
Implementation