Vwap versus Wap in IBKR algo live trading example

In this section the example uses DB_FIELDS = ["Vwap", "Volume", "Close"], note Vwap, while the comment mentions Wap.

It might be worth calling out that it’s Wap for ibkr but other vendors are different?

There’s no VWAP in EDI’s XJPX but is TradedValue/Volume the same thing? Is that effectively price adjusted, since Volume is adjusted?

Thank you, noted.

Yes, good point! TradedValue doesn’t change when there’s a split, so TradedValue / split-adjusted Volume = split-adjusted Price.

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