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Date/Time: Sun, 19 May 2024 06:11:16 +0000



Post From: VWAP value

[2020-02-27 19:14:13]
Chap - Posts: 39
Hi. Thanks for your answer.
I tried as well with the studies you mentioned, and the result was same as ECI VWAP.

I think the problem could be in the data. Have you calculated what Es the actual yearly VWAP for CL futures?.

I appreciated your help to solve the problem

Thanks for your help.