Product Description

UltraVWAP captures high-speed, high-volume, streaming trade and price data from a variety of sources. It provides a range of VWAP calculations on that data. External applications can then subscribe to those calculations, receiving real-time VWAP updates. Client applications can make on-the-fly requests for VWAP,  by specifying a time period. UltraVWAP responds with the VWAP for that period. Requests can also specify future end times; in this case, UltraVWAP will respond with constantly updating VWAPs until the time period has ended. Real time updating VWAPs are recalculated whenever relevant price updates are received. Any new VWAP calculation triggers an output event to waiting subscribers. This ensures that VWAP results are published in real time, as price updates are received.