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Date/Time: Wed, 27 Nov 2024 06:42:48 +0000

Post From: VWAP Difference

[2014-05-07 21:43:25] Link To Thread - Link To Post [Go To First Post]
User33737 - Posts: 8
Here is a chartbook with a 1 tick and 5 minute ES. I may be completely wrong, but I think at 10:30cst on this sample the 1 tick vwap is 1866 and the 5 min is 1863. The data is from CTS. thanks for looking into this. Date Time Of Last Edit: 2014-05-07 21:43:52
0x Thank you
vwap-test.cht - Attached On 2014-05-07 21:39:03 UTC - Size: 57.76 KB - 534 views