Login Page - Create Account

Support Board

Date/Time: Fri, 20 Jul 2018 23:46:30 +0000

Post From: VWAP not matching data

[2017-12-04 20:35:18]
Xfanman - Posts: 201
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.

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