Jim TCM LLC
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Posts posted by Jim TCM LLC
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It's for the NQ futures (@NQ). The View setting is set at Always.
The VWAP resets at 12.00am (ET) this morning for Friday for MT.
However, on TD Ameritrade the VWAP resets at 6:00 PM (ET) on Thursday night and continues into Friday.
JIm
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Was there a recent change in the VWAP calculation?
I believe it used to be that the new day the calculation started from was at 6PM (ET) for futures on the prior day. Now it seems that it starts at 12:00am (ET) of the current day.
For TD Ameritrade, the VWAP calculation starts at 6PM (ET) for futures. Why the difference?
Thanks!
Jim
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Hi Jerry,
As we discussed, I'm using WebRoot Secure Anywhere and I've had no warnings or errors on MT startup for the past 2 days.
Jim
VWAP calculation
in Support
Posted
That was it!
It was set to US Equity Market.
I changed it to CME Globex and now it's consistent with TD Ameritrade.
Thanks!