Volume Weighted Average Price from Intra-Daily Data

Retrieves the VWAP from intra-daily data of Google Finance

This package allows you to [1] retrieve intra-daily stock price data from Google Finance, [2] calculate the VWAP at the end of each trading day and [3] transform intra-daily data to a daily format.

The user is allowed to specify
- the ticker symbol and the exchange on which the security of interest is listed (from Google Finance);
- the interval of the intra-daily data (frequency: 1 second or higher);
- the period (historical dates).

Additionally a function 'getUniqueDayElements' is included to transform the intra-daily data (such as price, volume, high, low, etc) to a daily format.

To retrieve the intra-daily data this package makes use of the function written by Ted Teng, August 2011. The full package for retrieving intra-daily data can be found at: http://www.mathworks.com/matlabcentral/fileexchange/32745-get-intraday-stock-price