I have seen many brokers require minimum order size for vwap based orders. I was wondering how could one get a guaranteed vwap for smaller order sizes. Are there any brokers who provide such a service. I am trying to do this in futures markets, since the contracts are huge ($$) I cannot trade large order sizes.Thanks in advance!

don't quite understand the question.Your small order can be filled in one chunk creating the vwap price for that particular moment against which the fill price is compared-)): Vwap only makes sense for relatively large orders, although for very large orders (comparable to daily volume) you get similar effect because daily volume would consist of your order predominantly. Hence, vwap orders need to be constrained in some ways (like max participation rate etc..).How to find a broker - is a very open ended question... Good algo broker is supposed to split the order optimally for you. Or you can split order into multiple days manually yourself and then send individual days to a broker.