Forum: Emini and Emicro Index
April 3rd, 2020, 03:49 PM
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Replies: 528
Views: 203,956
Random Comment :- Always been surprised that...
Random Comment :- Always been surprised that futures exchanges don't publish end of day VWAP numbers. If you have ICE's front end WebICE you can see the VWAP of every contract, but no way to retrieve...
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Forum: Emini and Emicro Index
May 19th, 2019, 09:02 PM
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Replies: 528
Views: 203,956
Thanks JonnyBoy and bobwest
To clarify I...
Thanks JonnyBoy and bobwest
To clarify I think VWAP would be like the ultimate daily pivot calculation hence why I would like to be able to use it. When I say 20 day average of the VWAP I...
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Forum: Emini and Emicro Index
May 19th, 2019, 05:58 PM
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Replies: 528
Views: 203,956
I've always been surprised VWAP isn't more...
I've always been surprised VWAP isn't more available, to the extent I'm a little surprised exchanges don't publish official VWAP numbers.
The problem is it's actually not. It's easy to put on a...
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