Pulse has particularly good support for finance charts. The below image shows a time-series chart displaying:

  • Bid/Ask Lines - A two-way price quotation representing the highest price a buyer will pay for a security and the lowest price a seller will take for it.
  • Triangles - Representing client trades, the position is the price executed at and the radius is proportional to the quantity of the trade.
  • Circles - Represent hedger trades. To maintain an acceptable risk position given client trades.
TAQ Trade And Quote Chart

Example TAQ Table

To generate such a chart, we use specially named columns to control the appearance as shown below. The table must:

  • Contain atleast one date or time column.
  • Any plainly named columns e.g. Bid/Ask - will by default be rendered as a line.
  • Specially named COL_SD_SHAPE COL_SD_SIZE - columns can be used to generate scatter points at that location with a given size.
  • For example the column pair BUY_SD_TRIANGLE BUY_SD_SIZE generate the purple triangles that together represent BUY.
TAQ Time-Series Chart Explained

Configuration Explained

You can configure the appearance of a column by adding an _SD_FORMATTER at the end of the column name.
For example if a column was call itemPrice, you could name it itemPrice_SD_CIRCLE to show the chart without a line and instead showing circle markers. Additionally you could add a column named: itemPrice_SD_SIZE to set the size of the circle/symbol.

Area Example Options Description
Shape _SD_CIRCLE CIRCLE, RECT, ROUNDRECT, TRIANGLE, DIAMOND, PIN, ARROW, NONE The shape to use for displaying points in the chart.
Shape Size _SD_SIZE Number 1-99 The size of the shape to use for displaying points in the chart. You MUST have set an SD_SHAPE first.

Example Queries

BabelDB Example Query:

TAQ Trade Quote Chart kdb+