@Steve_Kim One thing to appreciate about the calculations for the Open, High, Low, Close, Volume, and VWAP bar values is they don’t typically 1) look at all the trades within the bar and 2) the different calculations look at different trades. There is more detail on this in this post .
The simple reason why the VWAP can be higher than the High is that each considers different trades in their calculation. The VWAP calculation considers all trades included in the Volume calculation which is effectively all trades. The High and Low calculations exclude a number of trades (most notably any ‘odd lot’ trades less than 100).
There was another forum post with a similar question here
Does that make sense?