Systems and methods to display chart bars with variable scaling and/or aggregation
Example methods, apparatus, and computer readable storage media are described and disclosed. An example method includes receiving market data related to a tradeable object offered at an exchange, aggregating a first data subset of the market data for a first period, and aggregating a second data subset of the market data for a second period. The second period represents a period of time different from the first period. The example method includes defining a first bar based on the first data subset and a first bar-width, and defining a second bar based on the second data subset and a second bar-width. The second bar-width is related to the first bar-width based on a width-scaling factor. The example method includes displaying the first bar and the second bar in the window, wherein the first bar and the second bar are separated by a bar-spacing.
1. A method comprising:
receiving, by a computer device, market data related to a tradeable object offered at an exchange;
aggregating, by the computer device, a first data subset of the market data for a first period;
aggregating, by the computer device, a second data subset of the market data for a second period, the second period represents a period of time different from and before the first period;
aggregating, by the computer device, a third data subset of the market data for a third period, the third period represents a period of time different from the first period and the second period, and wherein the third period is before the second period;
defining, by the computer device, a first bar based on the first data subset and a first bar-width;
defining, by the computer device, a second bar based on the second data subset and a second bar-width, wherein the second bar-width is related to the first bar-width based on a width-scaling factor, and wherein the second bar-width is based on the width-scaling factor applied to the first bar-width and is narrower than the first bar-width;
defining, by the computer device, a third bar based on the third data subset and a third bar-width, wherein the third bar-width is related to the second bar-width based on the width-scaling factor, and wherein the third bar-width is scaled based on the width-scaling factor applied to the second bar-width and is narrower than the second bar-width;
displaying, by the computer device, the first bar and the second bar in a window, wherein the first bar and the second bar are separated by a first bar-spacing;
displaying, by the computer device, the third bar in the window in relation to the second bar, wherein the second bar and the third bar are separated by a second bar-spacing that is different than the first bar-spacing, wherein the second bar-spacing is related to the first bar-spacing based on a spatial-scaling factor, wherein the second bar-spacing is based on the spatial-scaling factor applied to the first bar-spacing and is less than the first bar-spacing;
detecting a user-input control overlapping with the second bar;
in response to the user-input control, displaying a second window in relation to the second bar;
defining a fourth bar based on the second data subset and the first bar-width; and
displaying the fourth bar in the second window.
2. A method as defined in claim 1 , wherein a duration associated with the first period is the same as a duration associated with the second period, and the width-scaling factor is less than one.
3. A method as defined in claim 1 , wherein the spatial-scale factor is less than one.
4. A method as defined in claim 1 , wherein a duration associated with the second period is relative to a duration associated with the first period based on an aggregation-scaling factor greater than one.
5. A method as defined in claim 1 , wherein the width-scaling factor or a spatial-scaling factor associated with distances between respective bars is less than one.
6. A method as defined in claim 1 , wherein the width-scaling factor and a spatial-scaling factor associated with distances between respective bars is less than one.
7. A method as defined in claim 1 , wherein the second window is within the first window.
8. A method as defined in claim 1 , wherein the second window overlaps the first window.
9. A method as defined in claim 1 , wherein when values of the first data subset are a subset of the second data subset, the second bar consumes the first bar.
10. A method as defined in claim 1 , wherein when values of the first data subset are not a subset of the second data subset, displaying the first bar and the second bar as distinct bars in the window.
11. A method as defined in claim 1 , wherein the width-scaling factor, the spatial-scaling factor associated with distances between respective bars or an aggregation-scaling factor associated with respective periods is a sliding scale.
12. A method as defined in claim 1 , wherein the width-scaling factor, the spatial-scaling factor associated with distances between respective bars or an aggregation-scaling factor associated with respective periods is logarithmic.
13. A method as described in claim 1 , wherein the market data includes an open-value, a high-value, a low-value and a close-value.
14. A method as described in claim 13 , wherein each bar of the first bar, second bar, and the third bar is an indicator defined based on the open-value, the high-value, the low-value and the close-value.
15. A method as described in claim 1 , wherein each bar of the first bar, the second bar, and the third bar is a candlestick.
16. A method as described in claim 1 , wherein each bar of the first bar, the second bar, and the third bar is a vertically-aligned market indicia.