Value-Added Data
Along with normalizing direct change data, TPS+Plus calculates valued-added fields in real-time from the various messages events received from the exchange feeds. These fields includes all the fields you might expect from a high quality consolidated feed including:
- highs, lows
- opens, closes
- accumulated volume
- up/down tick
- net change
- percent change
- block volumes/counts
- VWAP
- much more