VWAP, or Volume Weighted Average Price, is the average price of an asset over a set period of time, weighted by volume. Just like OHLCV data, VWAP is an aggregated form of trade data. It's a useful indicator to eliminate noise in price movements for a given timespan. This data can be used by traders to measure trading efficiency and identify liquidity points. Overall, VWAP is a useful reference point to compare prices with over a period of time.
Kaiko provides VWAP at multiple granularities (1 minute, 1 hour, 1 day, and more upon request). Our data is categorized in rows by: timestamp, VWAP. For example: