Date/Time: Fri, 20 Jul 2018 23:46:30 +0000
Post From: VWAP not matching data
|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?