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  1. Reference
  2. Pricing Methodologies

VWAPIR: Volume Weighted Average Price with Interquartile Range Filter

This page contains information about the VWAPIR pricing methodology.

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Last updated 22 days ago

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.

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 .

Volume Weighted Average Price
Interquartile Range
this file in our Github repository