pyRT.apps.warp.ValueAdded Namespace Reference

New calculations: More...

Namespaces
	BasketCalc1
	ChainMaker1
	DailyHiLo
	FeedAgg
	Feed Aggregator / Conflator that conflates quotes and flushes at a user-defined interval (1-sec) or when the ticker trades.
	SyntheticBBO
	National BBO Book.
	TWAP
	Calc and publish to 3 value added data sets Time-Weighted BID and ASK on every Quote Update Open, High, Low, Close on every Trade Update, if configured Candle Bar as <ticker>.BAR, if configured.

Detailed Description

New calculations:

• Basket Calculation : Create and publish your own Index
• CandleBar : Pubish ( Open, High, Low, Close, Volume ) each minute
• Create your own custom Chains
• Pubish new ticker any time a stock hits a Daily Hi or Low
• Create a Synthetic BBO from 2 or more Top of Book streams
• Time-Weighted Bid / Ask : Where was stock quoting during the day?