Avwap data missing

Hi All,

With the merger of Schwab/TD, i’ve switched my live data to Interactive Brokers. I’m able to view prices over all time frames important to me, however when I attempt to add an AVWAP, the data is inaccurate. Is there a fix for this?

Hi Joshua,

For the AVWAP to be calculated there needs to be volume data, so it appears that IB haven’t provided it.

To fix, under Data > Exchanges > US Equities change the EOD provider to Optuma (so we’ll send all the US data at the end of the day, including the volume) and keep IB as the intraday provider.