Data Products
Configure derived market data products - candles, VWAP, TWAP, and alternative bars
Total Products
12
Active
11
Total Msg/sec
12,689
Subscribers
246
| Name | Type | Configuration | Symbols | Msg/sec | Subscribers | Status | Actions |
|---|---|---|---|---|---|---|---|
| 1-Minute Candles | Candles | Interval: M1 | AAPL MSFT GOOGL +5 | 2,400 | 32 | ACTIVE | |
| 5-Minute Candles | Candles | Interval: M5 | AAPL MSFT GOOGL +5 | 480 | 28 | ACTIVE | |
| Hourly Candles | Candles | Interval: H1 | AAPL MSFT GOOGL +5 | 8 | 45 | ACTIVE | |
| Daily Candles | Candles | Interval: D1 | * | 1 | 52 | ACTIVE | |
| Intraday VWAP | VWAP | Intraday (resets at open) | AAPL MSFT GOOGL +5 | 1,200 | 18 | ACTIVE | |
| Rolling 60-min VWAP | VWAP | Rolling 60 min | AAPL MSFT GOOGL +1 | 900 | 12 | ACTIVE | |
| Intraday TWAP | TWAP | Intraday (resets at open) | AAPL MSFT GOOGL +5 | 1,100 | 15 | ACTIVE | |
| Rolling 30-min TWAP | TWAP | Rolling 30 min | AAPL MSFT GOOGL +1 | 700 | 8 | ACTIVE | |
| 100-Tick Bars | Tick Bars | 100 ticks/bar | AAPL MSFT GOOGL | 3,200 | 6 | ACTIVE | |
| 10K Volume Bars | Volume Bars | 10,000 shares/bar | AAPL MSFT GOOGL | 2,400 | 5 | ACTIVE | |
| $0.50 Renko Bars | Renko Bars | $0.50 brick | AAPL MSFT | 0 | 3 | PAUSED | |
| L2 Depth Snapshots | Depth Snapshots | 10 levels | AAPL MSFT GOOGL +1 | 300 | 22 | ACTIVE |