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Direct MessagesDate/Time: Mon, 06 May 2024 11:24:29 +0000
Post From: Data from IB: Rolling VWAP or ES bug
| [2015-08-21 06:51:00] |
| User93577 - Posts: 5 |
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Here is a look at 200 days of data using the rolling vwap on ES september 2015 contract from IB. Prior to juli, data has been rolled over to this contract. I have several times deleted the data from juli and out, but it's the same. The bottom volume summation study reports the volume, as we see it is lacking. Date Time Of Last Edit: 2015-08-21 06:52:01
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200d.png