Hi,
I downloaded the BF greyhound csv files and there is a MORNINGWAP column.
When/how is that column calculated as it cant be at 11.00am because most races dont have any volume until like 2/3/4 minutes before the start ?
Thanks,
Mark
Greyhounds - Morning WAP
- ShaunWhite
- Posts: 9731
- Joined: Sat Sep 03, 2016 3:42 am
If the traded volume is zero then you can't calculate a vwap, if it's £1 you can. So as you suggest, vwap on low traded volume is pretty meaningless.
It's only in the dog data because all sports use the same format.
It's only in the dog data because all sports use the same format.
- BetScalper
- Posts: 1139
- Joined: Sun Jul 02, 2017 10:47 pm
Thanks Shaun.ShaunWhite wrote: ↑Tue Mar 26, 2019 3:44 pmIf the traded volume is zero then you can't calculate a vwap, if it's £1 you can. So as you suggest, vwap on low traded volume is pretty meaningless.
It's only in the dog data because all sports use the same format.