VWAP is the volume weighted average price for a futures contract plotted as a line on the price chart. The calculation is the sum of traded volume times the price divided by the sum of the traded… more
Workspaces
This function is available in the Add Study window and in the Formula Toolbox.
The function measures the strength and direction of the price movement of two symbols over a defined number of… more
This post details the different techniques for pulling Depth-of-Market (DOM) data into Excel.
There are three ways:
C&P RTD formulas for Level 1 DOM data from the various quote… more