Support Board
Date/Time: Fri, 07 Feb 2025 16:17:58 +0000
Post From: VWAP-Differences on stocks
[2020-06-02 15:01:57] |
User232165 - Posts: 25 |
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 |