Daily session VWAP against a VWAP anchored on one date (AAPL)

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-07, from Anchored VWAP Explained: Formula and Uses.

Rows × columns

62 × 4

Period covered

2026-04-01 to 2026-06-30

Computed

2026-08-07

Completeness

No missing values

Source

US exchange, SIP and OPRA market data

Licence

Strasmore terms · free, no signup

Formats

JSON · CSV · the SQL below

What each column holds

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-08-07, and the query below is what returned them.

SELECT
    toString(date)                AS session_date,
    formatDateTime(date, '%b %e') AS bar_label,
    round(toFloat64(vwap), 2)     AS session_vwap,
    round(
        sum(toFloat64(vwap) * toFloat64(volume)) OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW)
      / sum(toFloat64(volume))                   OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW)
    , 2)                          AS anchored_vwap
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'AAPL'
  AND date >= '2026-04-01'
  AND date <= '2026-06-30'
ORDER BY date