Receive vwap from ib

[algotzvi]

hi,

Someone know how can I get VWAP value from IB API?
(realtime data, historical data, market analyser etc..)

thanks alot,

[NinjaTrader_ZacharyG]

Hello algotzvi,

Thank you for your inquiry.

The VWAP indicator is included with NinjaTrader.

You would be able to add this indicator onto a chart or the Market Analyzer.

For more information about working with indicators, please take a look at the NinjaTrader help guide at this link: https://ninjatrader.com/support/help...indicators.htm

In the Market Analyzer, you would be able to add an additional column to the window that will allow you to use the VWAP indicator on your instrument(s). More information about adding columns in the Market Analyzer can be found in the help guide here: https://ninjatrader.com/support/help...th_columns.htm

Please, let us know if we may be of further assistance.

[algotzvi]

I already have VWAP on my market analyser table, but I cant get the value through the api client.

Do you know a way I can get the vwap by api client?

[NinjaTrader_ZacharyG]

Hello algotzvi,

I am not clear about what you mean by getting the value through the API client.

Are you connecting to Interactive Brokers to NinjaTrader by utilizing what is stated by the connection guide?

The following link will take you to a page that details the steps required for creating a connection to Interactive Brokers and specific connection configuration information.

http://www.ninjatrader.com/ConnectionGuides/Interactive-Brokers-Connection-Guide.php

You must have standalone Traders Workstation (TWS) version 944.3 (browser version is not supported) installed

http://www.ninjatrader.com/ninjatrader/TWS/tws40_install_944_3.exe

[fiddy]

Hi Zachary - i am unable to find the VWAP indicator. is it called something different in NT

[NinjaTrader_ZacharyG]

Hello fiddy,

Thank you for writing in.

The VWAP indicator is not included with NinjaTrader.

This indicator, however, is downloadable on our support forums. You would be able to download the indicator from this link: http://www.ninjatrader.com/support/f...d=4&linkid=620

Here is a basic guideline of how to Import NinjaScripts.

To import NinjaScripts you will need the original .zip file.

To Import

1. Download the NinjaScripts to your desktop, keep them in the compressed .zip file.
   
2. From the Control Center window select the menu File> Utilities> Import NinjaScript
   
3. Select the downloaded .zip file
   
4. NinjaTrader will then confirm if the import has been successful.

Critical - Specifically for some NinjaScripts, it will prompt that you are running newer versions of @SMA, @EMA, etc. and ask if you want to replace, press 'No'

Once installed, you may add the indicator to a chart by:

• Right click you chart > indicators > Select the Indicator from the list on the left > New > OK

Please let me know if I can be of further assistance.