It appears the Intraday VWAP study line is not accurate when you have "Show data outside of regular trading hours" unchecked. The study line seems to be based on only the bars visible in a given chart and not the actual trades. You can see that the VWAP is inaccurate because the VWAP number in the quote zone is different than the position of the VWAP indicator line. Now as the day continues the accurate VWAP number and the indicator line converge and the differences start to go away. But in mornings its a huge difference. So it appears in order to get an accurate VWAP line in TWS I need to always show outside trading hours on my charts?
"Ah-HA!" Recalling the nature of IB's group-up&blast data transmission, my guess is that hitting the circling-arrows "Refresh" button would get those numbers to their stable setting at a much faster rate. Is that any help?
Tried that. Didn't fix the issue at hand. The issue is that the indicator seems to calculate using the visible bars only. Which I somewhat understand. But ultimately leaves you with an inaccurate VWAP line.