Data Feeds that provide Intraday VWAP for all equities

[MGB]

Do you know which Data Feeds provide Intraday VWAP for all equities?

 

[dandxg]

I don't know if this is what you are looking for. You can get intraday VWAP, using the NVWAP indicator with Ninja Charts, in the forum, indicator download section, and then get stock data into, probably IB or something?

 

[WinstonTJ]

Activ Financial will give you that data, or bloomberg, or Thompson/Reuters

 

[eSignal Support]

Quote from MGB:
Do you know which Data Feeds provide Intraday VWAP for all equities?

eSignal provides intraday VWAP as well.

Thanks.

 

[MGB]

Quote from dandxg:

I don't know if this is what you are looking for. You can get intraday VWAP, using the NVWAP indicator with Ninja Charts, in the forum, indicator download section, and then get stock data into, probably IB or something?

Unfortunately, NinjaTrader doesn't story historical volume. So, I can't backtest with the NVWAP indicator.

 

[bearmountain]

Quote from MGB:

Unfortunately, NinjaTrader doesn't story historical volume. So, I can't backtest with the NVWAP indicator.

same with tradestation, it won't store historical vwap, but you can easily write your own indicator and plot/backtest with it. Tradestation forum has many examples

 

[eSignal Support]

We also have a formula to approximate the VWAP for both historical and real-time calculations and this can be utilized for backtesting as well.

Thanks.