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Market structure

Time-weighted average prices

A TWAP averages observations over a window.

Reference note · Sources below

Research articles and reference entries are published in English. Navigation is available in seven languages.

In this article
  1. Overview
  2. Why it matters
  3. What to check
  4. Sources

Overview

A TWAP averages observations over a window.

Why it matters

It reduces brief manipulation while adding delay and liquidity dependence.

What to check

Inspect window, source market and update cadence.

Sources

Related reading

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