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Snowflake One Minute Time Bar
Formula Name: One minute Time bar
Formula Description: The 1 minute time bar visually represents a price action of security within a minute. It depicts the open, high, low and close prices showing the price movement within that period.
Snowflake End of Day Price
Formula Name: End of Day Price
Formula Description: The end of day of price shows the close price of a security.
Snowflake Average VWAP
Formula Name: Average VWAP
Formula Description: The Average VWAP shows the average price a security has traded throughout the day, based on both volume and price.
Snowflake Statistics - 5 Minute Market Share Statistics
Formula Name: Statistics - 5 Minute Market Share Statistics
Volume
- Volume of trade measures the total number of shares or contracts transacted for a specified security during a specified time period. Our calculation shows the number of shares contracted for a single security in 5 minutes.
Value
- The value of the trade shows the last price of the instrument during the interval displayed. Our calculation shows the last price of the instrument during a 5 minute interval.
Trade Count
- The trade count measures the total number of trades for a single security in 5 minutes.
Snowflake Spread
Formula Name: Spread
Formula Description: The spread is the gap between the bid and the ask prices of a security.
Snowflake Number of Quote Updates
Formula Name: Number of Quote Updates
Formula Description: The Number of Quote updates measures the total number of quote update messages for a single security.A quote update is defined as any change in the best bid or offer(BBO) quote or size across all quote reporting venues.
Snowflake Quote to Trade Ratio
Formula Name: Quote to Trade Ratio
Formula Description: The quote to trade ratio calculates the ratio of quotes to trades for a single security.
Snowflake Intra-day volatility
Formula Name: Intra-day volatility
Formula Description: The Intra-day volatility measures the intraday mid-point price return volatility of a single security.