Discussion Board
Subject: Condition code for Interval VWAP calculation

Add Reply   
Author Messages
ausableriver (guest)

06/28/2008 8:08 PM Quote Reply Alert 
Can someone suggest what condition codes to include for VWAP claculation?
if I want to match numbers with Bloomberg, what kinda codes should I include?

Thanks
Brian
Posts:56

06/30/2008 2:12 PM Quote Reply Alert 
Thanks for the inquiry we will respond shortly.

NYX Data Team
Nancy
Posts:1

08/12/2008 9:44 PM Quote Reply Alert 
Hi,
We would also be interested in similar information. We have gotten things very close but are quite confused by the corrections. It seems that some corrections (Indicator 8 for example) are kept while others are dropped. We are having a hard time figuring out the criteria for this. The Indicators 10-12 are always dropped but its 1,7,8 we are having issues with. Any help would be greatly appreciated.


thanks
Add Reply
Forums > Information Products - EOD Products > Trades and Quotes (TAQ) > Condition code for Interval VWAP calculation

Quick Reply
Username:  
Subject:  
Body: