Data Processing

Incorrect VWAP for subset of markets on 4 dates

Løst

The volume weighted average price (VWAP) in our candles data has been corrected for all affected dates.

Undersøker

Affected Products: MDF-EOD, MDF-D, MDF-RT

Description: For ~500 markets, the volume weighted average price (VWAP) in our candles data is incorrect due to an error. The problem is localized to 2020-12-30, 2021-01-03, 2021-01-05, and 2021-01-08. We are currently investigating and working to fix the error.