I am using latest NestTrader 3.11.4.6 with Trade Smart Online
I am finding error in VWap data error compared to nest plus data table.
First set are Open High, Low, Close from Nest Plus data table, second VWap and third is difference of vwap from nest plus.
I have given min data before and after differing data time also. There are 5 time where data differs much.
BANKNIFTY16MAYFUT 20/05/2016 09:52 16584 16592.2 16583.15 16583.15 16584.00 16592.20 16583.15 16583.15 0 0 0 0
BANKNIFTY16MAYFUT 20/05/2016 09:53 16585.6 16589.7 16575.4 16578 16585.60 16687.95 16552.30 16585.00 0 -98.25 23.1 -7
BANKNIFTY16MAYFUT 20/05/2016 09:54 16578 16586.05 16570.95 16585 16579.15 16586.05 16570.95 16585.00 -1.15 0 0 0
BANKNIFTY16MAYFUT 20/05/2016 11:12 16611.8 16611.8 16603.85 16607.3 16608.05 16611.10 16603.85 16607.30 3.75 0.7 0 0
BANKNIFTY16MAYFUT 20/05/2016 11:13 16607.35 16612.95 16606.35 16609.05 16607.35 16649.25 16518.80 16587.90 0 -36.3 87.55 21.15
BANKNIFTY16MAYFUT 20/05/2016 11:14 16610.5 16614.95 16608.3 16608.3 16610.50 16614.95 16608.30 16608.30 0 0 0 0
BANKNIFTY16MAYFUT 20/05/2016 12:32 16620.4 16634.05 16614.4 16625.9 16620.40 16634.05 16614.40 16625.90 0 0 0 0
BANKNIFTY16MAYFUT 20/05/2016 12:33 16625 16639.75 16625 16633 16625.00 16668.80 16533.80 16625.00 0 -29.05 91.2 8
BANKNIFTY16MAYFUT 20/05/2016 12:34 16633 16638 16623 16624.95 16632.00 16638.00 16623.00 16624.95 1 0 0 0
BANKNIFTY16MAYFUT 20/05/2016 13:52 16600 16600 16593.25 16597.5 16599.05 16600.00 16593.25 16597.50 0.95 0 0 0
BANKNIFTY16MAYFUT 20/05/2016 13:53 16597.5 16599.6 16594.1 16594.1 16599.60 16653.85 16583.20 16637.55 -2.1 -54.25 10.9 -43.45
BANKNIFTY16MAYFUT 20/05/2016 13:54 16594.1 16603.6 16594.1 16603.6 16595.95 16603.60 16595.00 16603.60 -1.85 0 -0.9 0
BANKNIFTY16MAYFUT 20/05/2016 15:12 16483 16487.95 16477.25 16485 16481.05 16487.95 16477.25 16485.00 1.95 0 0 0
BANKNIFTY16MAYFUT 20/05/2016 15:13 16485 16511.95 16484.65 16510.05 16485.10 16657.00 16484.65 16510.05 -0.1 -145.05 0 0
BANKNIFTY16MAYFUT 20/05/2016 15:14 16511.95 16518 16500.75 16506 16511.95 16518.00 16500.75 16506.00 0 0 0 0