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.
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