Is interactive brokers ever going to fix the intraday VWAP indicator?

Discussion in 'Interactive Brokers' started by El_Cubano, Aug 28, 2019.

  1. %%
    Actually tommy , that depends on the chart; investors.com. for example allows only a 50dma- that why i noted different chart services label it different
    Adding to the compexity, one of my charts with a 50 dma; when i use weekly chart 50dma auto changes to a 50 period ma/50 week ma.I see your points.:cool::cool:,:cool::cool::cool::cool::cool::cool:
     
    #31     Aug 30, 2019
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  2. vanzandt

    vanzandt

    El C....

    Hey maybe its off between the charts because on some of your charts you have selected (under the charts parameter settings) "Show data outside of regular trading hours", while on other charts you don't have that selected, ie you're charts start at 9:30 and end at 4:00.
    Now you wouldn't think that would change it, but I think it does. If you look at a stock on a particular day that had extensive pre-market action for whatever reason, your displayed VWAP will only reflect that premarket action if you have that one box checkmarked, the "Show data outside of regular trading hours" box.
    And that makes sense really, because you wouldn't want premarket or post-market activity on a stock that may have a few oddball trades in the extended hours included in the VWAP calculation. But you might want it on a stock that reported earnings and has big volume in the ETH.

    But I have found IB's to be spot on. I use it a lot. Or reference it at least. It matches the other brokers pretty well. I keep a couple broker platforms open during the day and the VWAPS matchup if you have them setup right.
    Here's Schwab's SSE and you can see it matches IB's perfectly for yesterday's SPY. $292.72

    upload_2019-8-31_11-33-57.png

    IB's

    upload_2019-8-31_11-34-38.png

    So check that one setting. Its not universal across all of your open charts, (unless you have that setting selected lol)
    Hope that helps.
     
    #32     Aug 31, 2019
  3. That doesn't seem to be the case because I've done experiments with that. One chart with pre market on and one with off. They'll be displayed differently. But then once I manually refresh the chart that's off it'll snap the vwap line into the correct spot.

    If it were true the calculations were SUPPOSED to be different it wouldn't do that.

    And you're overlooking the point of the quotezone VWAP (which is the most accurate from. My comparisons) being completely different from both at times
     
    #33     Aug 31, 2019
  4. Sounds to me like the vwap is calculated on the users computer and something is wrong with the code (not initializing properly every time.) Refreshing fixes it .
     
    #34     Sep 23, 2019
  5. ew0879

    ew0879

    I am experiencing exactly the same problem now. I have been calling them everyday for the part two weeks. Have you heard from them about it? Any updates? Do you still have the problem?
     
    #35     Nov 19, 2019
  6. I still have the problem...Supports response to my ticket was to install the offline version of TWS latest and if the issue is still there to send them a diagnostic. But I'm busy in mornings trading before heading off to the day job. So haven't gotten around to doing the "homework" they've given me.

    I dont know why they just dont want me to send them the diagnostics from my currently installed "online" version of TWS latest
     
    #36     Nov 20, 2019
  7. ew0879

    ew0879

    Surprising. So far this morning, VWAPs have been correct. Will it last? I hope.
     
    #37     Nov 20, 2019
  8. ew0879

    ew0879

    I have been verifying them against Think or Swim. Hope they fixed it. Not just accidental.
     
    #38     Nov 20, 2019
  9. I dont think theres been a software update...so not sure how it got fixed for you if it did.
     
    #39     Nov 20, 2019
  10. Its not for me...I just switched to a new ticker and you can see the 1min charts vwap is wrong on the right compared to the min and the quotezone vwap.

    The 5 min chart has no premarket data...the 1 min has premarket data...Not sure if thats causing the glitch....soon as I refresh the 1 min chart the VWAP snaps into the proper place.

    So its some drawing issue with the charts...not a data feed issue.[​IMG]
     
    #40     Nov 20, 2019