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Web Service Operations Real-time, Intraday and Historical VWAP

This web service provides real-time, intraday and historical VWAP (Volume-Weighted Average Price) information.

VWAP is a method of pricing transactions and is used as a benchmark to measure the efficiency of institutional trading or the performance of traders. For examples, it is often used as an indicator for trading performances by pension plans, hedge funds and firms that engage in algorithmic trading. VWAP for a stock is calculated by adding up the dollars traded for every transaction in that stock (price x shares traded) and then dividing by the total shares traded for a specific time period.

Xignite uses market-accepted standard to calculate a range of VWAP over different time intervals. No matter which time interval calculations you choose, you can be assured that the VWAP is accurate for your demanding business needs.

With XigniteVWAP, you can get all the real-time, intraday and historical VWAP fully integrated into your applications, giving you instant access to market data to automate your critical business processes.

Real-time and Intraday VWAPs

  • Delayed VWAP (include all trades for the day up to the request time minus the traditional 15 or 20 minutes delay)
  • RealTime VWAP (include trades for the day up to the request time. Requires subscription to XigniteRealTime.)
  • 60 Minute VWAP (include trades executed in the last 60 minutes)
  • 30 Minute VWAP (include trades executed in the last 30 minutes)
  • 10 Minute VWAP (include trades executed in the last 10 minutes)
  • 5 Minute VWAP (include trades executed in the last 5 minutes)
  • 1 Minute VWAP (include trades executed in the last 1 minute)

Historical VWAPs

  • Daily VWAPs back to 1/1/1994
  • Monthly VWAPs
  • Weekly VWAPs

Applications

XigniteVWAP gives you the flexibility to integrate standard and custom VWAP into different applications to meet the specific needs of your business and industry. The applications listed below illustrate the wide range of business processes that this web service supports:

  • Broker workstations.
  • Trading applications.
  • Trade Order Management Systems (OMS).
  • Algorithmic trading engines.

Notes: Using VWAP data from XigniteVWAP in a corporate split-off transaction is subject to approval by Xignite. Displaying VWAP obtained from XigniteVWAP on a public or subscription-only web site requires prior approval from Xignite. Special price verification services may be required under such circumstances.

Benefits

  • Improve the effectiveness of your trading operations.
  • Ensure compliance of customer trades.
  • Accelerate the implementation of algorithmic trading in you firm.
  • Get all the VWAP data you need from a single trusted source.
  • Integrate the market data with your applications in minutes.
  • Zero Infrastructure. Since data is available on-demand, no need to waste money on infrastructure.
  • Easy To Integrate. By using SOA standards, you can pull the data you need in minutes.
  • Pay-As-You-Go. Choose from our pay-as-you-go subscriptions, and only pay for the data you need.
  • Test and try before you buy.
  • Subscribe online and get started today.

Source

Information provided by ddfplus.

 
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