Data Normalization
Data normalization is accomplished by assigning and accessing all information through a common set of objects. The standard objects used are records and grids, each of which offer convenient methods for setting and getting data by name (all data is self-describing through meta-data). Records are single-dimensional containers of self-describing fields that are useful for representing data that has horizontal depth, such as single, or top-n, price levels and other associated data. Grids are two-dimensional self-describing tables that are useful for representing data that has both horizontal and vertical depth, such as order books. These two data models enable TPS+Plus to distributed virtually any data, however, to take it a step further, customers can also derive their own data models and publish and subscribe to data using their own data formats.