Support Board

Date/Time: Mon, 06 May 2024 06:21:47 +0000

Post From: Just looking for regular VWAP?

[2018-04-09 16:17:15] Link To Thread - Link To Post [Go To First Post]
Programming_autotrading_phonesup - Posts: 59
I have an similar issue where vwap does not seem to match. I also use data from IB (interactive brokers). Can you elaborate how far off the vwap was when using IB data? Mine seems way off... And I can't imagine the difference can be that big by using consolidated data provided by IB, instead of using 1 tick data. What would be the correct settings in Sierra Chart for 'standard' vwap for a regular trading hours, “Pit session” (9:00 - 14:29:59) and for Extended trading hours, also refers to full 23 hour “Globex” session?