Get Aggregated Trades

Get daily aggregated trades with VWAP, VWAY, volume, and trade count.

Aggregates trades by date and ISIN, calculating:

  • VWAP (Volume Weighted Average Price)
  • VWAY (Volume Weighted Average Yield)
  • Total volume
  • Number of trades

Results are sorted by trade_date in descending order (most recent first).

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