# Session VWAP Indicator

`D07-F05-A08` · Technical Indicators → Volume Indicators · archetype `series-transform` · difficulty 2/5 · verification **verified**

Full page: https://docs.thefintechbuilder.com/technical-indicators/volume-indicators/session-vwap-indicator/
Agent skill: `npx skills add IslamBaraka90/Fintech-Algorithms-Library` — https://docs.thefintechbuilder.com/guides/agent-skill/

## Install and import

```bash
npm install fintech-algorithms
```

```ts
import { sessionVwapIndicator } from "fintech-algorithms/technical-indicators/volume-indicators/session-vwap-indicator";
```

## Signature

```ts
sessionVwapIndicator(input)
```

Accumulates typical price times volume divided by cumulative volume, restarting the accumulation at every new session.

## Parameters

| Name | Type | Required | Notes |
| --- | --- | --- | --- |
| `input` | `TopicInput` | yes | `bars` needs `timestamp`, `high`, `low`, `close` and `volume`. This topic reads no parameters of its own; the family reads `period` (default 14), `fast_period` (default 3) and `slow_period` (default 10, minimum `fast_period` + 1) for every volume topic, so a non-integer or out-of-range value throws even when this topic ignores it. |

## Returns

`TopicResult`

`series` holds a single `value`, and `latest` its last element. The session key is the first ten characters of `timestamp`, and both accumulators reset whenever that key differs from the previous bar's. With daily `YYYY-MM-DD` bars every bar is therefore its own session and `value` equals that bar's typical price, `(high + low + close) / 3`. There is no warm-up.

## Warm-up

The first `none` positions are `null only when a session's accumulated volume is 0`. `value` is populated on the first bar of every session, so `ready_at` is 0 unless the first bar has zero volume.

## Errors

- When a bar carries a negative `volume` — throws Error
- When a `high` is below the bar's `open`, `low` or `close` — throws Error
- When `bars` is not an array, or a `timestamp` is missing or empty — throws Error

## Complexity

Time `O(n)`, space `O(n)`.

## Worked example

Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

### Input

`input`:

```json
{
  "bars": [
    {
      "timestamp": "2024-01-02",
      "basis": "synthetic-unadjusted",
      "open": 100,
      "high": 101.45,
      "low": 98.695,
      "close": 100,
      "volume": 750000,
      "benchmark": 200
    },
    {
      "timestamp": "2024-01-03",
      "basis": "synthetic-unadjusted",
      "open": 101.49111452,
      "high": 103.38381693,
      "low": 100.05480022,
      "close": 101.78791214,
      "volume": 795117,
      "benchmark": 200.56326135
    },
    {
      "timestamp": "2024-01-04",
      "basis": "synthetic-unadjusted",
      "open": 102.45519048,
      "high": 104.6701838,
      "low": 100.91147007,
      "close": 102.9549389,
      "volume": 840234,
      "benchmark": 201.11020913
    }
  ],
  "parameters": {}
}
```

### Call

```ts
sessionVwapIndicator(input)
```

### Returns

object with 9 fields: topic_id, title, state, ready, ready_at, series, latest, parameters, …

```json
{
  "topic_id": "D07-F05-A08",
  "title": "Session VWAP Indicator",
  "state": "calculated",
  "ready": true,
  "ready_at": 0,
  "series": {
    "value": [
      100.04833333333333,
      101.74217643000001,
      102.84553092333333,
      103.11026585,
      102.75204238333333,
      102.27411882333332
    ]
  },
  "latest": {
    "value": 100.16305426666668
  },
  "parameters": {},
  "diagnostics": {
    "causal": true,
    "input_count": 96
  }
}
```

## Verification and provenance

Tier: **verified** (via E).

The worked example below is the figure published in this algorithm's article, replayed and asserted by the test suite on every build. The arithmetic cannot drift without the build failing.

Both tiers guarantee the signature. Full explanation: https://docs.thefintechbuilder.com/guides/verification/

Generated from the docs.json payload shipped inside fintech-algorithms@0.13.0.
The signature and parameter list are checked against the compiled implementation at build time,
so a description that contradicts the code fails the build rather than reaching this file.

## Links

- Article (how it works, step by step): https://thefintechbuilder.com/technical-indicators/volume-indicators/session-vwap-indicator/
- Implementation source: https://github.com/IslamBaraka90/Fintech-Algorithms-Library/blob/main/src/technical-indicators/volume-indicators/session-vwap-indicator/impl.ts
- Package on npm: https://www.npmjs.com/package/fintech-algorithms
- Domain index for agents: https://docs.thefintechbuilder.com/technical-indicators/llms.txt