I need to calculate a VWAP for USD x BRL currency exchange, in order to do that I must know the Volume of exchanges on each day by that particular currency. I'm using yFinance to get this information, and it works fine for stock exchange, but when it comes to currency exchange it shows the volume of 0. Does anyone knows how to extract this information, or even has a better way to do it?
The command that I'm using is:
stock = yf.Ticker('USDBRL=X')
stockHistory = stock.history() #Display stock price history