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Non-Tech : Ashton Technology (ASTN)
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To: Capitalizer who started this subject12/6/2001 6:44:01 PM
From: mmmary   of 4443
 
eVWAP is officially dead

Someone else has beat them out.

.02 per trade, no minimum size and sessions every half an hour.

interactivebrokers.com

VWAP

To assist customers in reducing execution risk, IB supports VWAP orders for large cap stocks. The VWAP for a stock is calculated by adding the dollars traded for every transaction in that stock ("price" x "number of shares traded") and dividing the total shares traded.

A VWAP is computed for time cutoffs every half hour from market open to 3:00 pm (New York Time), and is calculated by volume weighting all transactions from the time cutoff to the market close. As an example, a VWAP as of 10:30 am would volume weight all transactions for a stock from 10:30 am to market close.

Orders may be entered only for the nearest VWAP cutoff time and must be entered three minutes before the cutoff time. All IB VWAP prices will be computed by Bloomberg, displayed by IB after market close, and are guaranteed to be executed.

thanks to the person who sent me the info ;-)
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