VWAPIR: Volume Weighted Average Price with Interquartile Range Filter
This page contains information about the VWAPIR pricing methodology.
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 filter to data that was previously cleared by the filtering system.
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.
The filter is implemented as part of the FiltersBlockService in .