Start point for daily VWAP? | Traders Hideout - futures trading strategies, market news, trading charts and platforms

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Start point for daily VWAP?

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Legendary Market Wizard
Houston, TX
Trading Experience: Advanced
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I've always been surprised that exchanges don't actually publish VWAP for liquid contracts, and given the success of TAS/Trade at Settlement and TAM/Trade at Marker products also a TAVWAP/Trade at VWAP product. I would have thought there would be considerable interest in it.

Just curious @michaelleemoore when you talk about VWAP on ES, CL, NQ and YM how are you calculating that? Through an indicator I assume but what resolution do you use?

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