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Date/Time: Fri, 03 May 2024 23:54:43 +0000



Volume Weighted Average Price value discrepancy on different time frames

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[2014-11-04 09:52:40]
User86139 - Posts: 10
I use SC data exchange, with Dax Futures DYZ14 (M)

The VWAP is showing different values in different time frames.
See attachments for 4min, 10min & 15min.
The value should be consistent across all time frames.
I first noticed this yesterday afternoon

Your help please
Stein
imageAshampoo_Snap_2014.11.04_09h32m49s_003_.png / V - Attached On 2014-11-04 09:50:34 UTC - Size: 90.73 KB - 338 views
imageAshampoo_Snap_2014.11.04_09h34m28s_004_.png / V - Attached On 2014-11-04 09:50:58 UTC - Size: 52.15 KB - 317 views
imageAshampoo_Snap_2014.11.04_09h38m08s_005_.png / V - Attached On 2014-11-04 09:51:24 UTC - Size: 53.36 KB - 338 views
[2014-11-05 04:19:01]
Sierra Chart Engineering - Posts: 104368
These images do not follow our specifications for simplicity:
https://www.sierrachart.com/index.php?page=PostingInformation.php#Image

Make sure you have the Base on Underlying Data study input set to Yes.

Also refer to the documentation here about this subject:
http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s108
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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