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Poll: VWAP: RTH vs. ETH
Started:July 1st, 2012 (11:09 AM) by patbateman Views / Replies:1,642 / 2
Last Reply:July 1st, 2012 (11:22 AM) Attachments:0

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View Poll Results: Should VWAP with standard deviations on the ES be calculated as RTH or ETH?
Session (RTH) 10 66.67%
Overnight + session (ETH) 5 33.33%
Voters: 15. You may not vote on this poll

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Poll: VWAP: RTH vs. ETH

Old July 1st, 2012, 11:09 AM   #1 (permalink)
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Poll: VWAP: RTH vs. ETH

Some say using the ETH session is irrelevant to US markets because price movements are at the mercy of international traders. Others say some of the best information starts with what happened overnight.

Should VWAP in futures (example: ES) with or without standard deviations be calculated via just the RTH session or both the ETH and RTH?

If you don't know, please don't vote!

"A Jedi's strength flows from the force."
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Old July 1st, 2012, 11:09 AM   #2 (permalink)
Quick Summary
Quick Summary Post

ETH = electronic trading hours, or all hours of the futures/forex markets
RTH = normal session, often when the pit is around. RTH can vary from market to market (ICE commodities is different from CME equities)


Old July 1st, 2012, 11:22 AM   #3 (permalink)
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There's no selection for both....

been looking more at rth last few days to get better visuals... think it helps (as I am starting to look at automation a bit)

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Last edited by GridKing; July 1st, 2012 at 11:30 AM.
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