•Get all the trades (their prices and volumes) occurred in the market between the place acknowledgment time and last fill time of the order (“start and end time of the order”).
•The Interval VWAP is IntVWAP = sum (volume[i] * price[i]) / IntVol.
Interval VWAP parameters
|
Parameter |
Description |
|
Display |
Opens sub-window to set parameters •Color = Line color. •Weight = Line thickness. •Display = Line style: line or histogram. •Text color = Color of order ID text. |
|
MarkIt |
Opens Specify Conditions window. |
|
GW Account ID |
Account identifier. |
|
Place Order GUID |
Order identifier. |