Support Board
Date/Time: Tue, 04 Nov 2025 09:40:59 +0000
Post From: VWAP not matching data
| [2017-12-05 20:10:29] |
| Xfanman1 - Posts: 320 |
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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
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