Today, I observed neither Vwap data nor Nestplus data gave correct data.
Your trade book 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
Your trade book 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
As per Thomson Reuters ,this data would not be exact as it depends largely on the broadcast received. So if some broadcast is missed out then it'll not be captured. There are number of trades taking place every second. Not all of them are received in the broadcast.