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Data Servers - VWAP Server

 VWAP Server

This server retrieves VWAP data for stocks listed on major exchanges worldwide, converting incoming data from Bloomberg BBCOMM API and publishing to end-users on a Reuters RMDS or TIBCO Rendezvous® network.

Three types of VWAP calculations are provided:
  • VWAP from beginning of day to current time
  • VWAP from a specified time to current time
  • VWAP within a specified time range

In each case, any time specified by the user must be accurate to the nearest minute. If the user specifies a time range with an end time in the future then the VWAP values will continue to be updated until that time.

The list of supported stock exchanges depends on the server configuration:
  • If VWAP server is configured to accept Reuters standard exchange codes, only following exchanges are currently supported:

Tokyo Stock ExchangeOsaka Securities Exchange
JASDAQHong Kong Stock Exchange
Taiwan Stock ExchangeAustralian Stock Exchange
Korean Stock ExchangeSingapore Stock Exchange
Fukuoka Stock ExchangeNagoya Stock Exchange
Sapporo Stock ExchangeHercules Nippon Market

  • If VWAP server is configured to accept Bloomberg native exchange codes, any stock exchange that is accessible via Bloomberg BBCOMM API is supported.

VWAP server requires a PC with Microsoft Windows® NT4 or higher, or Sun Ultra SPARC workstation with Solaris 2.5.1 or higher, Reuters SSL™ v4.0.x and Bloomberg API libraries version 1.8 (release 4). Load balancing and failover are supported in a multiple server configuration.

The system notifies users of any change in BBCOMM connectivity status, and incorporates a comprehensive logging facility; archiving of log files and internal data cache clean-up can also be scheduled.

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