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Date/Time: Sun, 05 May 2024 01:51:57 +0000



Post From: Vwap monthly problem when switching historical-intraday-historical ?

[2013-09-07 02:01:46]
Sierra Chart Engineering - Posts: 104368
The Session Times for Historical charts cannot be changed. They are based upon the exchange data. It is not from midnight to midnight. The Session Times can be found in the contract specifications on the exchange websites.

We understand now why adjusting the Session Times is affecting slightly the Volume Weighted Average Price calculation for a Historical Daily chart when they should not. It is not affecting it in the way that you are thinking. We have resolved this problem.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
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Date Time Of Last Edit: 2013-09-07 02:02:09