VWAP FAQs

When will a customer's order be submitted if it is entered at 10:58am?
Since the 3 minute cut-off was missed for 11am, the order will be executed at 11:30am.

Before the VWAP price is calculated by Bloomberg at the end of the day, what value is used for margin purposes?
The current price of the underlying secuirty.

Is there a minimum order size for VWAPs?
No.