Today, I observed neither Vwap data nor Nestplus data gave correct data.
My trade book from nest trader gave the following trade data
BANKNIFTY16JUNFUT 09:44:51 SELL 30 17557.00
but nestplus data is as follows
06/01/2016 09:43 17585.00 17585.00 17580.00 17581.15
06/01/2016 09:44 17578.00 17579.95 17558.00 17560.20
06/01/2016 09:45 17561.00 17577.35 17560.25 17576.05
vwap data is as follows
09:43:00 17588.00 17589.00 17582.95 17585.00
09:44:00 17582.20 17585.00 17580.00 17581.15
09:45:00 17578.00 17579.95 17558.00 17560.20
09:46:00 17561.00 17577.35 17560.25 17576.05