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Direct MessagesDate/Time: Thu, 25 Apr 2024 22:45:54 +0000
Post From: VWAP not matching data
| [2017-12-04 20:35:18] |
| Xfanman1 - Posts: 320 |
|
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? |