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Date/Time: Fri, 20 Sep 2024 02:58:00 +0000

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Post From: VWAP of a single range bar

[2013-07-11 02:04:36]
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TastyRisk - Posts: 119
I would just like to know the the average price of every bar [volume weighted].

I would think that it might be something like (sc.CumulativeSummation()/Volume).

However; there is no way of getting the records within any given bar, is there ?

I thought that package 5 might solve this ?