diff --git a/Common/Algorithm/Framework/Portfolio/SignalExports/VBaseSignalExport.cs b/Common/Algorithm/Framework/Portfolio/SignalExports/VBaseSignalExport.cs
index b199d3de2a7c..1ab6275001a0 100644
--- a/Common/Algorithm/Framework/Portfolio/SignalExports/VBaseSignalExport.cs
+++ b/Common/Algorithm/Framework/Portfolio/SignalExports/VBaseSignalExport.cs
@@ -22,6 +22,7 @@
 using System.Net.Http.Headers;
 using System.Security.Cryptography;
 using System.Text;
+using System.Threading;
 
 namespace QuantConnect.Algorithm.Framework.Portfolio.SignalExports
 {
@@ -112,33 +113,88 @@ public override bool Send(SignalExportTargetParameters parameters)
                 return false;
             }
 
-            var csv = BuildCsv(parameters);
-            _requestsRateLimiter?.WaitToProceed();
-            return Stamp(csv, parameters.Algorithm);
+            try
+            {
+
+                var csv = BuildCsv(parameters);
+                _requestsRateLimiter?.WaitToProceed();
+                return Stamp(csv, parameters.Algorithm);
+            }
+            catch (InvalidOperationException e)
+            {
+                parameters.Algorithm.Error($"vBase signal export failed: {e.Message}");
+                return false;
+            }
         }
 
         /// <summary>
-        /// Builds a CSV (sym,wt) for the given targets converting percent holdings into absolute quantity using PortfolioTarget.Percent
+        /// Builds a CSV with header `sym,wt` that lists the normalized portfolio weights for every symbol in the
+        /// current portfolio unioned with the provided targets, converting quantities to value using current prices.
         /// </summary>
         /// <param name="parameters">Signal export parameters</param>
         /// <returns>Resulting CSV string</returns>
         protected virtual string BuildCsv(SignalExportTargetParameters parameters)
         {
-            var algorithm = parameters.Algorithm;
             var csv = "sym,wt\n";
 
-            var targets = parameters.Targets.Select(target =>
-                    PortfolioTarget.Percent(algorithm, target.Symbol, target.Quantity)
-                )
-                .Where(absoluteTarget => absoluteTarget != null);
+            var weights = GetWeights(parameters);
 
-            foreach (var target in targets)
+            foreach (var weight in weights)
             {
-                csv += $"{target.Symbol.Value},{target.Quantity.ToStringInvariant()}\n";
+                csv += $"{weight.Symbol},{weight.Weight.ToStringInvariant()}\n";
             }
             return csv;
         }
 
+        private List<(Symbol Symbol, decimal Weight)> GetWeights(SignalExportTargetParameters parameters)
+        {
+            var algorithm = parameters.Algorithm;
+            List<(Symbol Symbol, decimal Value)> symbolValues = new();
+
+            // parameters targets contain only updates to the portfolio
+            // as we want to stamp weights for all positions, we need to union with current portfolio symbols
+            List<Symbol> allSymbols = algorithm.Portfolio.Keys.Union(parameters.Targets.Select(t => t.Symbol)).ToList();
+
+            foreach (Symbol symbol in allSymbols)
+            {
+                // if symbol is in parameters targets we take quantity from there
+                // otherwise we take current portfolio quantity
+                decimal quantity = parameters.Targets
+                    .SingleOrDefault(t => t.Symbol == symbol)
+                    ?.Quantity ?? algorithm.Portfolio[symbol].Quantity;
+
+                if (algorithm.Securities.TryGetValue(symbol, out var security))
+                {
+                    // we use current price of the security to convert quantity into value, which will be used to calculate weights
+                    symbolValues.Add((symbol, quantity * security.Price));
+                }
+                else
+                {
+                    // if we can't find the symbol in securities, we cannot calculate weights
+                    throw new InvalidOperationException(Messages.PortfolioTarget.SymbolNotFound(symbol));
+                }
+            }
+
+            List<(Symbol Symbol, decimal Weight)> weights = new();
+
+            // get total value of the portfolio by summing values of all symbols
+            decimal sum = symbolValues.Sum(p => p.Value);
+
+            if (sum == 0)
+            {
+                // if sum is 0 - no positions
+                // we cannot calculate weights, but we can still stamp an empty portfolio
+                return weights;
+            }
+
+            foreach (var symbolValue in symbolValues)
+            {
+                weights.Add((symbolValue.Symbol, symbolValue.Value / sum));
+            }
+
+            return weights;
+        }
+
         /// <summary>
         /// Sends the CSV payload to the vBase stamping API
         /// </summary>
@@ -179,3 +235,5 @@ private bool Stamp(string csv, IAlgorithm algorithm)
         }
     }
 }
+
+