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Date/Time: Sat, 20 Oct 2018 14:10:47 +0000



Post From: VWAP not matching data

[2017-12-04 20:35:18]
Xfanman - Posts: 279
Hi,
Can you please tell me why the "Volume Weighted Average Price" on a chart is not matching the VWAP from IB when the data is coming from IB.
Thanks.

Since VWAP is calculated daily, is it possible you're using a different session time beginning for your IB vs your Sierra Chart charts?