VWAP 5 min bars

Technical Help
#1

Is it possible to generate 5min VWAP bars using real-time stream collection?

Thanks!

#2

Polygon.io has 1-second Vwap aggregates. That’s the closest thing available. There’s no built-in VWAP aggregation method for aggregate databases, so otherwise you would have to aggregate the data yourself from the ticks.

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