Support Board

Date/Time: Thu, 19 Sep 2024 21:51:28 +0000

Post From: 2 Different VWAP VAH VAL Price levels Rithmic vs Sierra Data Feeds

[2014-03-15 14:42:21] Link To Thread - Link To Post [Go To First Post]
User23386 - Posts: 43
Why is it that I have 2 different VWAP VAH VAL price levels using the same 30 minute bar period running 2 separate copies of sierra, one using the Rithmic data feed and the 2nd using the sierra data feed? The VWAP, VAH and VAL price levels for today's session and the prior days session are not exactly the same on each chart using the 2 different data feeds. The high and the low of the first and last bar of the prior days session are not equal either. Now I know Thursday was rollover day on the ES but these variations in price levels are going to effect the weekly and monthly VWAP levels as well so as a trader you have to ask yourself which data feed is correct?? http://www.sierrachart.com/image.php?l=1394893835294.png Rithmic Data Feed http://www.sierrachart.com/image.php?l=1394893863196.png Sierra Data Feed