How to use the new VWAP calculator to confirm you’re trading at a good price

Regular traders know that Volume Weighted Average Price (VWAP) is an important tool to gauge whether a trade was done at a good price. The new VWAP calculator in Infront helps you filter out the noise throughout the trading day to see what prices buyers and sellers are actually trading at.

To access the new VWAP calculator in Infront, open the Symbol Overview window and select the Trades tab.

enter image description here Open this window in Infront:

To open the trades filter, right click inside the Symbol Overview window and select Show Filter from the drop down menu. You can also use the keyboard shortcut Shift + Alt + F.

You’ll now see the trades filter in the bottom of the Symbol Overview window:

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Now you can calculate VWAP based on a number of parameters, including:

  • Start and end time

  • Min and max volume

  • Min and max price

  • Include or exclude internal trades

  • Include or exclude auctions

  • Include lit or dark trades

  • Broker codes

  • Market code

  • Trade types

The VWAP calculation will update automatically as you define your parameters in the filter.

Happy trading!