OPEN-SOURCE SCRIPT

VWAP 10:00–15:00 (MSK, daily reset)

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Calculates the volume-weighted average price (VWAP) from 10:00 to 15:00 MSK.
The data is used to determine the funding rate of MOEX perpetual futures by comparing the average price of the perpetual contract with the official Central Bank exchange rate on the following day.

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