VWAP is a financial market standard valuation metric to aggregate a market price at different granularities (e.g. 1 mn, 5 mn, 1 hour, 12h, 24h) taking not only the prices but the executed volume under that price to better understand price movements and build countervalues, indices and rates. We provide real-time VWAP data for over 100 exchanges and 90,000+ instruments, in real time for custom and user defined time granularity. Our VWAP service is customer oriented, obeying a data-as-a-service approach. Users define : - What exchanges - What instrument - What time granularity And get their real-time VWAP data feed set-up. Documentation is available here : https://docs.kaiko.com/#vwap-prices We cover (i) Centralized EXchanges (e.g. Coinbase, Kraken, Binance, Huobi) - CEXes (ii) Decentralized EXchanges (e.g. Uniswap) - DEXes: our coverage is rapidely expanding. The source is transparent for the users, data is equally normalized across both DEXes and CEXes sources. Kaiko Real time CEX sourced data is collected via a redundant web-socket cluster (to mitigate connectivity issues, packet loss and optimize latency - network route in-determination of exchanges web services) backed by an automatic REST back-fill process. Kaiko Real time DEX sourced data is collected via dedicated blockchain nodes (e.g. ethereum, BSC) to fetch trade data events from the DEXes protocol smart contracts / the blocks - depending on each protocol implementation. Our infrastructure covers the different stacks for a seamless feed from user perspective - who do not have to cope with this complexity.