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Date/Time: Thu, 18 Dec 2025 23:57:04 +0000



Post From: VWAP rolling not calculating properly on symbol CL

[2021-04-16 06:04:19]
User719310 - Posts: 23
Hi,
on CLM21 charts the 8 hour 480min VWAP rolling is further away from price than the 24hour 1day VWAP rolling, the standard deviation bands are also further spread apart. I think this is incorrect.
This is the only symbol it is occurring on.
Thanks