
ECA-100 Class D
Volitility Measures
ECA-100 will provide a wide range of intraday volatility measures and predictors. Here is a list of the measures currently available and be available soon.Intraday volatility measures:
ECA-100:D1 : True Range (TR) and Average True Range (ATR)
TR and ATR are volatility measures that track volatility of temporal price changes. Each TR is calculated over a bar/interval data. ATR are computed over 14 TRs -- 13 previous TRs and a current TR. Currently, Bars are being built in four different time resolutions, which are 15-sec, 30-sec, 1-min, and 3-min. TR and ATR are generated in those resolutions.
ECA-100:D2 : Parkinson (PK)
ECA-100:D3 : Garman-Klass (GK)
ECA-100:D4 : Rogers-Satchell(RS)
Intraday volatility predictors:
On Request
ECA-100 is the first real time streaming product that offers both event and time series analytics in cryptocurrency (and finance). ExxaBlock is a pioneer in large-scale real time streaming event analytics in finance. ECA-100 supports cache API for direct access to ECA-100 cache servers with low-latency, constant-jitter connectivity and high-throughput I/O computation. Through dedicated or shared connections to the servers, customers can perform time-sensitive and/or high-throughput computational tasks. Concise Binary Object Representation (CBOR) is used to minimize the network communication overhead caused by message encoding, decoding, and transmission. Compared to JSON text messages, CBOR messages require 70% less size in ECA-100.
ECA-100 is available on public clouds, private clouds, and customer on-premise data centers. ECA-100 can also be integrated into customer systems.
To view our real time streaming quotes view our beta link below: