What is Bar, time bar, tick bar, volume bar, dollar bar, VWAP?

A bar summarises a run of consecutive trades by its open, high, low and close prices, its volume, its traded value and its number of trades. A time bar covers a fixed interval of wall-clock time; a tick bar a fixed number of trades; a volume bar closes on the trade at which its cumulative volume reaches a threshold, and a dollar bar on the trade at which its cumulative traded value does. The volume-weighted average price (VWAP) of a set of trades is $\sum_i p_iq_i/\sum_i q_i$.