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a real-time application that visualizes historical tick data from the TAQ database, an extremely large, multi-dimensional dataset containing every public trade for a specific asset. the application displays second-by-second ticks for multiple assets faster than real-time, as a navigable, fully 3D trading environment.

the X-axis denotes time in seconds, the Y-axis (or the width of the ribbon) is a logarithmic scale of the volume, the Z-axis shows price, while the color of the ribbon represents the tick-by-tick price change.

see also stock market spheres & light sculpture & ticker garden & skirt & money map & planetarium.

[link: lineplot.com & lineplot.com (movie) lineplot.com (thesis PDF)]

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2 COMMENTS

Faster than real time?! Quantum metaphysicists rejoice! If it can do computation in that kinda time, can I harness that processing power for my computer?

Sat 21 Apr 2007 at 11:08 AM
Trogdor

well spotted, trogdor!

I suspect it is actually an academic term they used, but it should not have slipped through in my text.

Mon 23 Apr 2007 at 6:24 PM
infosthetics
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