Is there a way to customize the VWAP calculation to exclude certain trades? I see using the TR.Tr...

Is there a way to customize the VWAP calculation to exclude certain trades? I see using the TR.TrdsByCond they are group but can I exclude some of these to get closer to the Bloomberg VWAP calculation?

Find more posts tagged with

vwap

Accepted answers

nick.zincone

Hi @Kenny.lee

I would recommend you reach out the Refinitiv Helpdesk for questions related to content. They can bring in a content specialist who can help determine how this calculation can be achieved.

All comments

nick.zincone

Hi @Kenny.lee

I would recommend you reach out the Refinitiv Helpdesk for questions related to content. They can bring in a content specialist who can help determine how this calculation can be achieved.

Quick Links

All Forums
Recent Questions

EXPLORE OUR SITES