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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