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Date/Time: Thu, 19 Apr 2018 21:22:55 +0000



Post From: VWAP not matching data

[2017-12-05 20:10:29]
Xfanman - Posts: 124
Does IB offer a VWAP chart plot now? They didn't when I used them as my broker. VWAP was only available as a number displayed below a chart with other chart/symbol statistics. That doesn't help you I understand but I'm just curious.

Here is some information on how IB calculates VWAP in equities for VWAP triggered orders..

https://www.interactivebrokers.com/en/index.php?f=603

More importantly, here's a YouTube video talking about IB's VWAP issues (as of earlier this year, maybe not applicable any more?).

https://www.youtube.com/watch?v=4gw9g3xEQBc
Date Time Of Last Edit: 2017-12-05 20:20:24