Date/Time: Sat, 20 Oct 2018 14:10:47 +0000
Post From: VWAP not matching data
|Xfanman - Posts: 279|
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?