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The receipt: VWAP from every individual trade vs. the minute-bar shortcut (AAPL, July 2, 2026)

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 2026-07-26, from What Is VWAP? Volume-Weighted Average Price.

as of scalar 1×5read in context →
trade level vwap
305.9162
minute bar vwap
305.9908
gap cents
7.5
gap bps
2.4
trades millions
1.1
Rows × columns
1 × 5
Computed
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

Column definitions for The receipt: VWAP from every individual trade vs. the minute-bar shortcut (AAPL, July 2, 2026), derived from the stored result.
ColumnTypeRangeNotes
trade_level_vwap number every row is 305.9162
minute_bar_vwap number every row is 305.9908
gap_cents number every row is 7.5
gap_bps number every row is 2.4
trades_millions number every row is 1.1 count

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 , and the query below is what returned them.

the exact SQL behind every number 
WITH every_trade AS (
    SELECT round(sum(price * size) / sum(size), 4) AS trade_vwap,
           round(count() / 1e6, 1) AS trades_millions
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-07-02 09:30:00', 'America/New_York')
      AND sip_timestamp < toDateTime('2026-07-02 16:00:00', 'America/New_York')
),
minute_bars AS (
    SELECT round(sum(close * volume) / sum(volume), 4) AS bar_vwap
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= toDateTime('2026-07-02 09:30:00', 'America/New_York')
      AND window_start < toDateTime('2026-07-02 16:00:00', 'America/New_York')
)
SELECT every_trade.trade_vwap AS trade_level_vwap,
       minute_bars.bar_vwap AS minute_bar_vwap,
       round(abs(every_trade.trade_vwap - minute_bars.bar_vwap) * 100, 1) AS gap_cents,
       round(abs(every_trade.trade_vwap - minute_bars.bar_vwap) / every_trade.trade_vwap * 10000, 1) AS gap_bps,
       every_trade.trades_millions
FROM every_trade, minute_bars

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