Support Board
Date/Time: Fri, 07 Feb 2025 16:07:22 +0000
[User Discussion] - VWAP-Differences on stocks
View Count: 790
| [2020-06-02 15:01:57] |
| User232165 - Posts: 25 |
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Hello, i´m using SC for stock trading with IB´s realtime datafeed and noticed some differences on VWAP to IB and TOS. My settings are: InputData: Last Base On Underlying Data: Yes Time Period Type:: Days-24 Hour Period Number of Days to Calculate: 1 When opening a chart before the regular market hour, i get VWAP values which don´t match to other platforms. To resolve this problem i have to "Delete all Data on Download". When done this i get the same values as with IB´s TWS and TOS. Is it possible to get the right values from the beginning (opening a new chart) ? I noticed some other users had also some issues with VWAP. Thanks |
| [2020-06-02 16:35:21] |
| Ackin - Posts: 1865 |
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To resolve this problem i have to "Delete all Data on Download". When done this i get the same values as with IB´s TWS and TOS.
This is exactly what I had when I had poor tick data. After downloading the history, everything was fine. "If you have the ability" to change from ib to sierra datafeed for your market, you will avoid further problems. |
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