XigniteVWAP FAQs

Xignite will follow the requested identifier(s) or instrument(s) back through the historical window of time specified in each query. If a Symbol changes, data for the former Symbol will stop at the point in time the Symbol change took effect.

When a Symbol changes but CUSIP remains the same, using CUSIP instead of Symbol to drive the query will provide contiguous price data for both Symbols.

If you have any questions on tracking historical data back in time, please send an e-mail with details to support@xignite.com.