wpicotte 16 Posted August 15, 2018 In today's recap, Andrew noted how a couple stocks sold off in pre-market and consequently opened below VWAP. I swear that in past discussions about VWAP, the consensus I gathered from others is to not include pre / post market activity in VWAP (which is a configurable option in DAS). Obviously, Andrew is doing so (a la today's recap). I am curious what others do. I have not been including pre / post activity in the VWAP calc and doing so really changes the value. What do you do? Share this post Link to post Share on other sites
Abiel 474 Posted August 16, 2018 We include pre market in VWAP settings. Abiel Guerra BBT Team [email protected] @abielguerra Find your answers in our Knowledge Base Share this post Link to post Share on other sites
Jmos 4 Posted November 2, 2018 this question came up in today's trading with $baba. I don't know if there was a clear consensus. Share this post Link to post Share on other sites
