Date/Time: Tue, 17 Jul 2018 17:43:10 +0000
Post From: VWAP not matching data
|Xfanman - Posts: 196|
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..
More importantly, here's a YouTube video talking about IB's VWAP issues (as of earlier this year, maybe not applicable any more?).
Date Time Of Last Edit: 2017-12-05 20:20:24