Category

Bar Data Values

Description

Turnover value from Norgate import, or user-defined Extra bar value from CSV import

Notes

Norgate's Turnover value is not simply Close * Volume. Rather, it is the sum of Price * Quantity of all intraday trades (ticks) in a day. As such, true daily VWAP (volume-weighted average price) can be calculated as Extra / Volume when data is from Norgate.

With CSV import this field, which can also be referred to as Extra, will contain whatever values were included in the column defined as Extra in your CSV import.

 

 

 

 

Copyright © 2020-2022 Systematic Solutions, LLC