{"id":555,"date":"2021-05-03T21:36:00","date_gmt":"2021-05-03T21:36:00","guid":{"rendered":"https:\/\/ibkrcampus.eu\/glossary-terms\/vwap-guaranteed\/"},"modified":"2021-05-03T21:36:00","modified_gmt":"2021-05-03T21:36:00","slug":"vwap-guaranteed","status":"publish","type":"glossary-terms","link":"https:\/\/www.interactivebrokers.eu\/campus\/glossary-terms\/vwap-guaranteed\/","title":{"rendered":"VWAP Guaranteed"},"content":{"rendered":"<p>IB supports guaranteed VWAPs (Volume-Weighted Average Price) for large cap stocks. The VWAP for a stock is calculated by adding the dollars traded for every transaction in that stock (&#8220;price&#8221; x &#8220;number of shares traded&#8221;) and dividing the total shares traded. By default, a VWAP order is computed from the open of the market to the market close, and is calculated by volume weighting all transactions during this time period. TWS allows you to modify the cut-off and expiration times using the Time in Force and Expiration Date fields, respectively.  For more information, see the Guaranteed\u00a0VWAP (Volume Weighted Average Price) Orders\u00a0page.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>IB supports guaranteed VWAPs (Volume-Weighted Average Price) for large cap stocks. The VWAP for a stock is calculated by adding the dollars traded for every transaction in that stock (&#8220;price&#8221; x &#8220;number of shares traded&#8221;) and dividing the total shares traded. 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