Support Board

Date/Time: Thu, 02 May 2024 18:25:40 +0000

Post From: VWAP seemingly incorrect

[2020-06-26 20:51:59] Link To Thread - Link To Post [Go To First Post]
User807787 - Posts: 41
My Volume Weighted Average Price (VWAP) values seem to be incorrect when compared to Esignal, Trader Workstation, and ToSwim which are all the same as each other with default values. I have pre-market data on. I am using Sierra chart real time data feed with IBrokers. Settings: Period: 1 day Base on Underlying data: Yes Everything else default Any known reason for this?