DYNAMIC VISUAL STATISTICAL DATA DISPLAY NAVIGATION SYSTEM AND METHOD FOR LIMITED DISPLAY DEVICE
Embodiments include methods for distributing visual display information related to a plurality of items to one or more display devices, and methods for rendering visual display information related to a plurality of items by a display device. Embodiments also comprise display devices, servers, and computer-readable media embodying one or more of these methods. Embodiments display of large data sets and associated statistics, such as trading activity of securities or other business statistics, on devices with limited-size display screen, e.g. smartphone or tablet. Embodiments enable visual navigation of large dynamic data sets via relative and absolute contextual statistics. Embodiments combine dynamic visual displays with a multi-tiered navigation structure, supporting more effective information gathering and processing across a variety of users with different objectives. Embodiments provide more relevant, individualized user experience through flexibility to observe patterns, correlation, and contextuality, and to explore subsections of the data quickly via unique navigation paths.
This application claims the priority of U.S. Provisional Application Ser. No. 61/489,166, entitled “Dynamic Visual Market Data Display And Navigation System And Method For Limited Display Device,” which was filed May 23, 2011 and is incorporated herein by reference.
FIELD OF TECHNOLOGYEmbodiments described herein relate to the transmission and visual display of large data sets and their associated statistics, such as the trading activity of securities on a securities exchange or other business measurement statistics, on a limited display screen, such as a smartphone or mobile tablet. More specifically, embodiments include systems and methods for the transmission, display and visual navigation of a large dynamic data set via multi-faceted display of relative and absolute contextual statistics, such systems and methods which combine dynamic simultaneously-updating comparative visual displays with a multi-tiered navigation structure, together which support more effective information gathering and processing across a variety of users with different objectives.
BACKGROUNDA key goal of investors, traders, journalists, and others who are in some way connected with securities markets or other markets is to determine market performance overall, and how it effects themselves and others. This inquiry is complicated by the fact that, on a given day, the market as a whole may be up, a particular market sector (e.g., technology stocks) may be down, but a particular stock within that sector (e.g., Google) may be up. One conventional approach of objectively summarizing and benchmarking market performance with one or two indices (e.g., Dow Jones Industrial Average (DJIA)) obfuscates much of the detail needed by the market participants and observers. On the other extreme, another conventional presentation of market information is a list of stock prices such as what is found in a daily newspaper. The drawback, however, is the difficulty in collectively presenting a large amount of individual current statistics for items while summarizing the overall dynamic state of the information in a way that allows the user to interact with the data quickly at the individual, grouped and summary levels. Another approach employs a conventional heat map, which is a type of graphical representation of data where the individual values in a matrix are represented as colors. However, it is difficult to dynamically represent the multi-faceted relationships, sub-relationships, and pertinent data of individual items, related items and the information or market in aggregate using a conventional heat map.
A further drawback is each individual's information requirements and assessments are different, so an objective statistical data or market performance summary system limits a user's ability to make assessments and spot trends which are subjective and pertain to that individual's perspective vis-à-vis the information. One conventional approach to satisfying an individual's subjective information queries is through individual queries, such as quote searches and user-defined security watch lists. A drawback of individual queries and persistent query lists is that they limit a user's ability to compare and understand information in context with the overall data set or market.
One attempt to bridge the objective market performance gap was made by Martin Wattenberg of SmartMoney magazine. In his paper, Visualizing the Stock Market, Wattenberg described a two-dimensional data visualization algorithm capable of presenting detailed information on hundreds of items while emphasizing overall patterns in the data. This display method, which builds on Shneiderman's treemap technique, makes use of both hierarchy and similarity information. The display groups companies into rectangular-shaped sectors, with individual companies displayed as rectangles having an area proportional to market capitalization and dimensions optimized to be as close as possible to square. Each rectangle is filled with a color indicating the percent change of the stock's price since the most recent market close, with green indicating positive change, red indicating negative change, and black indicating lack of change. Within a sector, companies (rectangles) are ordered such that neighboring stocks are as similar as possible. In Wattenberg's model, similarity is derived from the percent price changes for each month of the past three years, which is represented by a point in 36-dimensional space. Within each sector, the layout chosen is the one that minimizes the sum of the distances between all pairs of adjacent rectangles. More details are provided in U.S. Pat. No. 6,583,794. Wattenberg implemented this approach in the Map of the Market, a web-based, tool that reports current data on 1000 publicly traded companies. Map of the Market is available at http://www.smartmoney.com/map-of-the-market.
While Wattenberg's Map of the Market addressed some of the inadequacy of earlier solutions, several drawbacks remain. First, the Map of the Market display is static and does not update automatically and dynamically. The user must update the display manually, which may take a substantial amount of time, thereby reducing the interactivity and utility of the application. Second, since Map of the Market is a web-based solution that is intended for display in a fixed window size of an Internet browser (e.g., Internet Explorer by Microsoft), the chosen way of sizing the rectangles representing individual stocks (i.e., by capitalization) means that certain stock tiles are less visible than others. In fact, the majority of the tiles are so small they are unable to include text or other discernible labeling or other information. This methodology occludes much of the activity data for a number of stocks contained in the set, and thereby makes it impossible for users to see or understand performance of those stocks which do not have sufficient market capitalization to be fully visible to users. Therefore the methodology's utility in displaying performance context is reduced to a data set of solely the largest cap stocks in sectors rather than a wider array. Third, the use of the fixed-size browser window for displaying Map of the Market restricts its usefulness and also makes it incompatible with newer user-interface technologies, e.g., touch screens, that allow the user to navigate more easily among large amounts of data or information. What is needed, then, is a method for visualizing a large collection of financial or other statistical information that overcomes these and other drawbacks of the prior art methods.
One aspect of the systems and methods described herein is providing a dynamic updating visual display of financial market data to a user. The system may include visual display software application that executes on portable or stationary computer (e.g., Mac, PC, etc.), a mobile phone or smartphone (e.g., iPhone or Android-based device), a personal digital assistant, or a tablet device (e.g., iPad). Based on various types of data, the application provides a variety of different displays for a wide range of statistical data including a variety of statistical performance data in a manner that allows the user to quickly identify relationships and trends. Examples of these displays are shown in
Moreover, embodiments provide users a multiple-tiered interface which intertwines the dynamic visualization together with its navigation, allowing users to expand the view from an overview screen into sub-hierarchies and further navigate to individual items or data elements, and then smoothly return to the full visualization. Embodiments make use of 30-frames-per-second animation sequences to create a fluid and smooth navigation experience. The visualization interface has flexible modes and preferences, providing users the ability to visually detect and observe patterns, correlation, contextuality, and outliers, and to explore sub-sections of the data quickly via their own unique navigation path, providing each user with a more subjective and relevant experience.
Embodiments also create an integrated user experience, which makes its use more natural and intuitive. The user experience synthesizes color, animation, ontology, and sound effects to create a metaphor of vertically navigating the interface from the top level through sub-hierarchies into individual data pages. For example if the visualization screen is set to compare current price movements, the rendering becomes a matrix where background color intensity matches the degree of an items price movement. The background colors remain consistent as the user navigates the heat map section of the display, so navigation appears to expand the element, exposing light details for contextuality within the element at the highest level and deeper details and charts at the lower levels. This allows a small display device such as an iPad or iPhone to display an interface that appears beautiful and easy to understand, yet provides access to larger, more complex, less intuitive sets of underlying data without breaking the user's thought. In some embodiments, a user can select a region by touch-gesture, a sound is played and an animated sequence automatically expands the region such that the portion of the visualization that represents sub-hierarchy fills the screen. In such embodiments, colors, borders and fonts of the starting and ending points of the navigation are maintained and blended, creating a game-like experience where the user's navigation feels fluid and natural, as it is metaphorically similar to diving in and out of the hierarchy of the data set.
Each of the 900 stocks shown in the grid of
As shown in
As shown in
In an embodiment, the display region for each sector displays icons for 100 stocks in a square pattern, and the displayed stocks are 100 stocks in the sector with the highest capitalization. If the display is limited to US markets, only icons relating to US stocks are displayed, but if the display includes international stocks, the 100 largest firms worldwide in each sector are displayed. As shown in
In some embodiments, the single-stock display may include an interface to a stock trading site. The stock trading site can be a public site for stock trading, a site provided by a bank, mutual fund or other investment company at which the user has an account, a site provided by the company whose stock is currently displayed, or a proprietary stock trading application. The interface may include a link, icon, or button that can be touched to initiate the connection to the stock trading site. In an embodiment, the application can be preconfigured to automatically provide account, identification and, optionally, authentication data to the stock trading site, and to provide identifying data for the stock currently displayed, so that with one touch the user can access a stock trading site and begin trading the stock that is currently displayed.
Navigating the Map
In an embodiment in which the display device includes a touch screen display, a user can navigate through different hierarchies (levels) of an activity map. For example, in an exemplary embodiment related to stocks described above with reference to
In other embodiments, the user can navigate in the same manner between displays comprising different aggregation levels of items. Embodiments may provide the capability of navigating in the same manner through data relating to performance of individuals or groups of individuals performing the same or a similar task or job, e.g., a securities broker. In such an embodiment, a user could navigate from a level-1 display comprising performance data for a plurality of brokerages each having a plurality of brokers, to a level-2 display comprising performance data for the brokers of a single brokerage, to a level-3 display comprising performance data for an individual broker. In this embodiment, performance data may comprise, for example, number of shares traded, gross or net trade revenue, gross or net commission income, etc., each over one or more time periods.
In another exemplary embodiment, a user may have the capability to navigate through data related to elements or parts of one or more systems used for a particular purpose, e.g., a utility transmission system. For example, in such an embodiment a user could navigate from a level-1 display comprising performance data for a plurality of transmission networks (or sub-networks) each having a plurality of transmission elements (e.g., transmission lines), to a level-2 display comprising performance data for the elements of a single transmission network (or sub-network), to a level-3 display comprising performance data for an individual element. In this embodiment, performance data may comprise, for example, reliability data, capacity data, peak or average resource utilization data, etc., each over one or more time periods.
An embodiment of multiple-finger touching is “pinch-to-zoom.” In a “pinch-to-zoom” movement, the application identifies two fingers that are touching the display and it compares the relative positions of the two fingers at two time instants, t−1 and t−2. Using conventional techniques known to those of skill in the art, the distance between the two fingers, and the center point between the two fingers, are determined at time instants t−1 and t−2. If the distance metric has increased between t−1 and t−2 by more than a set amount, preferably 30%, the gesture is interpreted as a “pinch out,” and if the distance metric has decreased between t−1 and t−2 by less than a set amount, preferably 30%, the gesture is interpreted as a “pinch in.” In an embodiment, “pinch out” means “zoom in” and “pinch in” means “zoom out.”
The effect of the “pinch-to-zoom” gesture depends, in an embodiment, on the current display. A “zoom in” gesture will enhance the display of the display region located at the center point of the two fingers. A “pinch out” gesture on a level 1 (entire market) display will cause a level 2 (sector) display of the sector at the center point of the two fingers. In alternative embodiments, the display region containing the selected sector may be highlighted by increased size, color or brightness shading. A “pinch out” gesture on a level 2 (sector) display may cause a level 3 view of the individual stock whose icon is located at the center point of the two fingers. A “pinch in” (“zoom out”) gesture on a level 3 (stock) display will cause a level 2 (entire sector) display, and a “pinch in” gesture on a level 2 (sector) display will cause a level 1 (entire market) display.
Moreover, other visual and audible effects may be associated with user gestures, such as those described above, to create a unique user experience for navigating statistical data. For example, navigation between hierarchy levels (e.g., between levels 2 and 3) can be associated with blurs, zooms, animated transitions at 30 frames-per-second, and other visual effects, in addition to audio effects such as tones or chimes, and tactile effects such as vibration patterns. Such effects create a. game like feel to the process of navigating statistical data.
In addition to navigation using fingers to point, pinch or swipe, a user can navigate the activity map by searching. In an embodiment, the application provides a search interface which allows the user to type in the name of a stock symbol or other search query. In another embodiment, when the search query returns multiple search results, these results are displayed visually. The results may be displayed as their own heat map or activity map. In other words, if a search query returns a subset of the items or a subset from the data set, that subset can be mapped. For example, a search query for stocks with dividends greater than 3% would return multiple hits and the results themselves could be mapped.
Statistical Data Delivery System
One particular advantage of the embodiments of the present disclosure is to make the application's user interface perform as quickly, smoothly, and seamlessly as possible. Two key factors determining user interface performance are latency between data request and receipt and rendering delay. Thus, it is advantageous to provide data in the format that allows the fastest possible transmission and rendering. Accordingly, another aspect of the present disclosure involves systems and methods of processing and compression of data used in the visual display of statistical information. The system includes a server and a client. The server may be software executing on any type of general- or special-purpose computer capable of performing the data processing and compression, or may be a “virtual” or “cloud-based” server executing on one or more large, general-purpose computers along with other virtual servers and applications, both related and/or unrelated. The client may be a software routine that is part of a data visualization embodiment or an application, executing on the device that displays the information in the manner described above.
An embodiment of an exemplary statistical data delivery system 1500 is shown in
Exemplary statistical data delivery system 1500 comprises financial data sources 1520, 1524, and 1528, a financial data server 1530, a data store 1538, a distribution server 1580, one or more display devices 1550, 1552, 1554, 1556, 1557, 1558, and 1559, and communication network links 1510, 1515. Exemplary statistical data delivery system 1500 includes a financial data server 1530. Financial data server 1530 comprises an importer component 1532 and a publisher component 1536.
The importer component 1532 of financial data server 1530 is coupled to one or more financial data sources via a communications link 1510. Exemplary sources of financial data include Xignite, 1520 (accessible at www.xignite.com), barchart.com, 1524 (accessible at www.barchart.com), and Reuters, 1528 (accessible at www.reuters.com). In an embodiment, importer 1532 obtains financial data pertaining to all stocks of interest in any commonly used format. One format for exchange of financial data is Extensible Markup Language (XML). Importer 1532 uses a conventional HTTP-based protocol, for example SOAP (Simple Object Access Protocol) to obtain financial data in XML format from financial data sources 1520, 1524. In an embodiment importer 1532 obtains updated financial data from each financial data source periodically at five minute intervals.
The data obtained from the financial data sources is stored on data store 1538 coupled to importer 1532, preferably in an optimized format. This includes, in an embodiment, historical data and the most recently updated data. In an embodiment, data store 1538 may be stored on a database server, which may be hosted on the same server entity as importer 1532 or a different server entity. In an embodiment, data store 1538 is an Apache Cassandra database. In an alternative embodiment, data store 1538 may comprise a data structure in persistent memory 1534 on the same server as importer 1532.
XML is a text-based format that optimized for simplicity, human readability, and interoperability over the Internet, albeit at the expense of size or efficiency. In particular, the text-based representation of the content and the additional markup describing the content structure result in large file sizes. Given the limited bandwidth available in some communications networks, such as, for example, a wireless network, such large files take a long a time to download to wireless devices, such as an iPad, iPhone, or portable device, resulting in a less interactive user experience with the application using the XML data.
To address this drawback, the financial data server 1530 processes the standard-form financial data and encodes it into a more compressed format. In an embodiment, publisher component 1536 of financial data server 1530 comprises an analyzer component 1536 that analyzes and processes the financial data, an encoder component 1537 that encodes more complex data into numerical formats and provides additional analytical information, and a compressor component that encodes the data in, preferably, a binary data format. In this way, the server pre-processes and packages the data for efficient storage and distribution.
Financial data server 1530 saves the pre-processed and packaged financial data on distribution server 1580 for distribution to client display devices. In an embodiment, distribution server 1580 distributes pre-processed and packaged financial data to client display devices using the Hypertext Transfer Protocol (HTTP). In an embodiment, financial data server 1530 and distribution server 1580 are hosted on the same server entity, and in another embodiment, financial data server 1530 is hosted on a different server entity from distribution server 1580. The functions of a single server entity as described herein may be performed by one or more server computers using techniques well-known to those of skill in the art. In an embodiment, distribution server 1580 is hosted on a cloud service 1570. Exemplary cloud service 1570 is the Simple Storage Service (S3) provided by Amazon.com.
In an embodiment, distribution server 1580 distributes pre-processed and packaged financial data to one or more display devices using HTTP. Exemplary display devices include smart phones 1550 (for example, an Apple iPhone or a Google Android cell phone), a tablet computer 1552 (for example, an Apple iPad), laptop computer 1554, desktop computer 1556, mobile phone 1558, and personal digital assistant 1559. In some embodiments, display devices may include a specialized device 1557 with hardware and software specifically configured for use by personnel within a specific industry, such as stock traders in the financial industry, service personnel in the utilities industry, or process engineers in the manufacturing industry. In an embodiment, the display device pulls data from distribution server 1580 via an HTTP request.
In an embodiment, one or more of these devices, such as smart phone 1550, table computer 1552, mobile phone 1558, personal digital assistant 1559, and/or specialized device 1557, have limited display capabilities. For example, a smart phone 1550 may have a relatively small display screen size and limited screen resolution (e.g., pixel count). For example, commonly available smart phones have 3.5- to 4.5-inch (diagonal) displays with typical resolutions of 960 pixels by 640 pixels. The limited display capabilities mean that it is difficult to simultaneously display dynamic data regarding a large number of similar data items. In an embodiment, some of these devices, including smart phone 1550, tablet computer 1552, mobile phone 1558, specialized device 1557, and personal digital assistant 1559, may have a touch screen interface for input.
The components of statistical data delivery system 1500 are interconnected via exemplary communication link types 1510 and 1515. Exemplary link type 1510 includes any form of communications network connection known to those of skill in the art, including, by way of example, ethernet and other local area network (LAN) communications networks, the internet, World Wide Web, and other wide area network (WAN) communications networks, and all forms of wireless or telecommunications links Communications link types 1515 are likely to include a link over a wireless network, a telecommunications network, or some other form of network that is bandwidth or speed-constrained in some way. In an embodiment, it is likely that one or more display devices 1550, 1552, 1554, 1556, 1557, 1558, 1559 may be coupled to distribution server via a communications network that include a link type 1515, as shown in
Compressed Data Files
In one embodiment, publisher component 1535 of financial data server 1530 generates multiple compressed data files, with data and information distributed among the files based on its time sensitivity and particularity. The file types include static files comprising data which doesn't change often, such as company descriptions and other configuration data. File types also include files containing more dynamic data such as, in some embodiments, “today” files comprising data needed for today's calculations (e.g., yesterday's closing information); “now” files comprising very time-sensitive information (e.g., current stock prices); and individual stock files. The financial data server 1530 periodically updates the files according to their time sensitivity. For instance, the “today” files can be updated less frequently than the “now” files. On the other hand, the individual stock files contain information particular to that stock such as company name, description, recent headlines, current stock price, and multiple time series charts covering a range of periods of interest corresponding to the options available to the user.
Now follows a description of the different data files and data elements used in an embodiment of a statistical data delivery system. As used in the following description, data type “utf8.8” is a utf8 encoded string prefixed with a uint8 (unsigned 8 bit integer) length; data type “utf8.16” is a utf8-encoded string prefixed with a uint16 length; data type “dollar” is a uint32 value that is multiplied by 1000 in order to provide 0.1-cent accuracy; and data type “symbol” is a stock symbol that has been encoded into an unsigned 32 bit integer (uint32) as described in more detail below. All data types in the embodiments described below are in big endian format, as commonly understood by persons of ordinary skill in the art.
Header. Each file uses the same format header:
In the header file, ID is the file name, where the last digit is used to determine the file format, Size is the number of bytes in the payload, and CRC32 is a checksum for the payload.
Configuration File.
The Configuration file provides configuration and version information for the client display device. This will be downloaded by the client display device every time it is started and is used to determine any other files that may need to be downloaded.
The payload of the Configuration file contains the following data elements:
In the Configuration file, Data Storage is the URL of the directory on the distribution server that contains the current set of files. Fundamentals Version is the version number of the newest available Fundamentals file. Today Version is the version number of the newest available Today file. Recipe Count is the number of available recipes, and this determines the number of recipe records that follow. Following Recipe Count is an array of Recipes, where each array element includes Recipe ID, the ID number of the recipe, and Recipe Version, the version number of newest available Recipe file. The version number in an embodiment is a sequential number based on time stamp units.
Fundamentals File.
The Fundamentals file provides fundamental information for every stock that is being tracked by the system and will be downloaded by the client display device whenever the Configuration shows that a newer version of this file is available. In an embodiment the payload is compressed using “zip” compression. The payload of the Fundamentals file contains the following data elements:
In the Fundamentals file, Fundamentals Version is the Version number of the Fundamentals file, Stock Count determines the number of fundamental records that follow. Following Stock Count is an array of Stocks, where each array element includes Symbol, the encoded stock symbol, and Name, the name of the stock.
Recipe File.
The Recipe file determines which stocks are contained within each sector. In an embodiment, a recipe contains 9 sectors with a variable number of stocks in each, and the order of stocks in the recipe file is irrelevant. The order of the sectors is from bottom-left to upper-right moving horizontally. The Recipe file will be downloaded by the client display device whenever the Configuration shows that a newer version of this file is available. The filename should be recipe_<ID> where <ID> is the ID number of the recipe as denoted in the Configuration file. The payload of the Recipe file contains the following data elements:
In the Recipe file, Recipe ID is the ID number of this recipe, Recipe Version is the version number of this Recipe file, Recipe Name is the name of this recipe (for example, US, Global, etc), Recipe Icon URL is the location, preferably on the distribution server, of a PNG file, a bitmapped image file, that contains the icons to use for this recipe, and Index Count is the number of indices to show when this Recipe is active. Following Index Count is an array of indices, in which Index ID is the Index to show when this Recipe is active. Following the array of indices is an array of sectors, in which each array element contains Sector Name, the name of the sector, Sector Small Name, the small name of the sector, stock Count, the number of stocks contained in this sector, and Symbols, an array of the symbols of the stocks in this sector.
Today File.
The Today file includes all of the historical reference points needed for comparisons within the application for today, i.e., the instant day. The Today file will be downloaded by the client display device whenever the Configuration file shows that a newer version of this file is available, usually once per day. The payload of the Today file contains the following data elements:
In the Today file, Version is the version number of this Today file, Index Count is the number of indices stored in the file. Following Index Count are an array of indices, an array of time series labels, an array of labels, and an array of stocks. In the array of indices, Index ID is the ID of this index, Index Name is the long display name of this index, Short Name is the short display name of this index, and Last Values is the Previous close of the index.
Following the array of indices is an array of arrays of time series label data containing label data relating to each of the pre-determined time series for which historical data is displayed. In an embodiment, the data for each predetermined time series element is always stored in the same order, namely, in an embodiment, 1D (where 1 day data is stored), 1W, 1M, 3M, 6M, 1Y, and 5Y. Each time series has a different set of labels to be displayed, and the number and content of labels may change depending on the current date. For example, if the selected time series is 1M and the current date is May 21, 2012, an embodiment will display 20 date labels for each of the 20 trading days from April 23 to May 21. The array element for the array of time series labels is Time Series X Label Count, which is the number of labels to follow. Following this is an array of Time Series Labels for the time series, where Tick Number is the tick where the label should be placed when the time series data is displayed, and Label is the textual or numerical label for that tick. Because the time series data elements are stored in the same order, in an embodiment, the first array of arrays describes the labels for the 1W time series, the second array of arrays describes the labels for the 1M time series, and so on, so that the last array of arrays contains the labels for the 5Y series.
Following the array of arrays of time series labels are Stock Count, which is the number of stocks contained in the payload, and Stock Element Size, which is the number of bytes contained within each element in the stocks array. The Stock Element Size data element can be used to expand the number of fields in the stocks element without having to replace earlier code.
Next is an array of Stocks, comprising several elements for each Stock. Symbol is the ticker symbol for this stock, encoded as described below. Prices is a data element used for price comparisons and comprises the closing price for each of the time series, in the predetermined time series order. Thus, Prices contains the closing prices for the 1D period (i.e., last trading day), the 1W period, (last five trading days); 1M (last 20 trading days); 3M (last 65 trading days); 6M (last 130 trading days); 1Y (last 260 trading days); and 5Y (last 1300 trading days).
Next in the Stocks array is Average Volumes, which contains calculated average volumes over each time series. Thus Average Volumes contains average volume for 1D (0); 1W, average volume over days 1-5; 1M, average volume over days 1-20; 3M, average volume over days 65-130; 6M, average volume over days 130-195; 1Y, average volume over days 260-325 days; and 5Y, average volume over days 1235-1300.
Next in the Stocks array is 3M Average Volume, which is a calculated average volume for days 1-65. Shares Outstanding is the number of shares outstanding for the stock and is used to determine market capitalization by multiplying by current stock price. Open Price is the opening price at the beginning of the time series. 52 Week Low is the low price over the preceding 52 weeks; and 52 Week High is the high price over the preceding 52 weeks. P/E is the current price to earnings ratio multiplied by 1000. A zero value means that P/E data is not available, and “−1” (0xffffffff) means negative earnings. Dividend Yield is the dividend yield multiplied by 1000.
Now File.
The Now file contains the current information for all stocks. The payload of the Now file contains the following data elements:
In the Now file, Index Count is the number of indices stored in file, and is followed by an array of indices. Each array element includes Index ID, the ID of the index, and Index Value, the current value of the index. Following the array of indices are Stock Count, which is the number of stocks contained in the payload, and Stock Element Size, which is the number of bytes contained within each element in the stocks array. The Stock Element Size data element can be used to expand the number of fields in the stocks element without having to replace earlier code.
Next is an array of stocks data. For each array element, Symbol is the encoded symbol for the stock, Price is the current price, Expected Volume is the predicted average volume for the current trading day up to the current tick, Actual Volume is the current volume for the day, Timestamp is the date and time of the quote in Unix time, Today's Low is the low price for the day, and Today's High is the high price for the day.
Time Series Files.
Financial data applications may provide a graphic display of fluctuations of price and volume over a time period in a time series graph. Exemplary time series graphs are shown in
In an embodiment, a time series graph is specified to be 780 pixels wide, a width that easily fits within the display specifications of many limited display devices. There are two different sampling rates used, which makes for graphs composed of either 390 or 260 ticks. Table 1 below shows the relationship between Time Frame, Actual Time, Ticks, and Time/Tick:
As shown in
Time Series History File.
The Time Series History file contains the historical data necessary to display a time series for a single stock for every time series except for the current day. This will be downloaded by the client display device whenever the user navigates to display data regarding a single stock and the currently cached history is out of date. The filename, in an embodiment, is timehist_<SYMBOL>, where <SYMBOL> is the ASCII stock symbol. The payload of the Times Series History file contains the following data elements:
In the Time Series History file for each stock, Symbol is the symbol for the stock. Following Symbol is array of graph data elements for each of the historical time series (1W, 1M, 3M, 6M, 1Y, 5Y). For historical time series, data elements are Open Price, the opening price for this period, Low Price, the low price (used for scaling), Low Tick, the tick when the low price occurred, High Price, the high price (used for scaling), High Tick, the tick when the high price occurred, and Volume, the high volume (used for scaling). Prices and Volumes are arrays of scaled price and volume value, each with the number of elements given by the “History” column in Table 1.
Time Series Now File.
The Time Series Now file contains the current (today) data necessary to display a time series for a single stock. This will be downloaded by the client whenever the user navigates to display data regarding a single stock. The filename in an embodiment is be time_<SYMBOL>, where <SYMBOL> is the ASCII stock symbol. The payload of the Times Series Current file contains the following data elements:
In the Time Series Now file for each stock, Symbol is the encoded symbol for this stock, Minutes Elapsed is the number of minutes elapsed today (where minutes run from 1-390), Prices is an array of price data by minute ticks for each elapsed minute, Volumes is an array of volume data by minute ticks for each elapsed minute, Open Price is the opening price for today, Low Price is the low price, Low Tick is the tick showing when the low price occurred, High Price is the high price, and High Tick is the tick showing when the high price occurred.
News File.
The News file contains the description and news headlines for a single stock. The payload is organized into chunks to allow for the addition of new chunks in the future. If there are no values to put into a chunk, then the chunk can be skipped entirely. This will be downloaded by the client whenever the user navigates to display data regarding a single stock. The filename in an embodiment is be news_<SYMBOL> where <SYMBOL> is the ASCII stock symbol. The HTTP header If-Modified-Since can be used to keep the client display device from unnecessarily re-downloading the file. The payload of the News file contains the following data elements:
In the News file for each stock, Symbol is the encoded symbol for the stock. Next is are Stock Description data values, including Chunk ID, which indicates the chunk type, Size, the number of bytes in this chunk (not including Chunk ID and Size), and Description, which is the description of this stock. Next are data values for headlines, including Chunk ID, the chunk type, Size, the number of bytes in this chunk (not including Chunk ID and Size), and Count, the number of headlines contained in chunk. Next is an array of headlines, where each array element includes Timestamp, the date and time for this headline in Unix time, Headline, the actual headline, Attribution, the source of the headline, and URL, the URL of the story on the web. Next is data regarding stock twits, including Chunk ID, the chunk type, Size, the number of bytes in this chunk (not including Chunk ID and Size), and Count, the Number of tweets contained in the chunk. Following this is an array of tweets, where each array element includes Timestamp, the date and time for this tweet in unix time, Headline, the actual tweet, Username, the Username of the Tweeter, and URL, the URL of the tweet.
As will be seen by a review of the data types of each data element in the data files, the data files created by a statistical data server (e.g., financial data server 1530) contain data in binary format and therefore convey the same information as XML files and graphics files, but in a significantly reduced size.
Reversibly-Encoded Stock Symbols
In an embodiment, the ticker symbol for each stock is encoded to enhance efficiency and performance.
The iterations of the method build an encoded symbol value fnid, which is a four-byte, big-endian, binary number. There are 32 total bits in fnid, and these 32 bits provide 6 different blocks of 5 bits each. In an embodiment, the ticker symbol is encoded by deriving a 5-bit value for each character in the ticker symbol and storing the derived value in a different block in fnid. In step 1810, fnid is initialized to 00 00 00 00 (hex), and the current insertion point is initialized to the five least significant bits in fnid. In step 1820, every alphabetic character in the ticker symbol is capitalized. In step 1830, the next character in the ticker symbol is selected. If this is the first time through the method, the first character is selected. For example, if the ticker symbol is “IBM”, the first character is “I”.
In step 1840, the selected character is encoded as a binary number with five bits. A “[” character is substituted for a “-” and a “]” character is substituted for a “.”. The number 64 (decimal) is then subtracted from the UTF8 numeric value of the character. Because the UTF8 numeric values for the characters “A”-“Z”, “[,” and “1” range from 65 (decimal) for “A” to 93 (decimal) for “],” subtracting 64 from the UTF8 decimal value yields a decimal number between 1 and 29 for each character in a proper stock ticker symbol. Since five binary bits can represent any decimal number from 0 to 31, this yields a unique five-bit encoding for the selected character. Returning to the ticker symbol “IBM”: the decimal UTF8 value for “I” is 73, subtracting 64 yields 9, which is encoded as 01001; the decimal UTF8 value for “B” is 66, subtracting 64 yields 2, which is encoded as 00010; and the decimal UTF8 value for “M” is 77 subtracting 64 yields 13 which is encoded as 01101.
In step 1850, the encoded value for the character is stored in the current insertion point in fnid. In the first pass, the current insertion block is the five least significant bits of fnid. Thus, for the character “I” in IBM, the value of fnid after the first pass 1850 is:
-
- encoded “I”: 0000 0000 0000 0000 0000 0000 0000 1001
In step 1860, the method quits if there are no more characters. If there is another character, in step 1870 the current insertion point is moved to the next most significant 5 bits in fnid and steps 1830-1870 are repeated until there are no more characters in the ticker symbol.
Continuing with the ticker symbol IBM, the next character is “B.” After step 1840, the character “B” is encoded as 00010 (binary), and these five bits are stored in the current insertion point. After the insertion of the five bit value corresponding to “B” in step 1850, fnid looks like this:
-
- encoded “IB”: 0000 0000 0000 0000 0000 0000 0100 1001
Continuing with the ticker symbol IBM, the next character is M. After step 1840, the character “M” is encoded as 01101 (binary), and these five bits are stored in the current insertion point, and the current insertion point is moved to the next five most significant bits. After the insertion of the encoded value of “M” in step 1850, fnid looks like this:
-
- Encoded “IBM”: 0000 0000 0000 0000 0011 0100 0100 1001
After the addition of the value corresponding to the “M” in IBM, the ticker symbol IBM has been encoded into the unique binary number 0000 0000 0000 0000 0011 0100 0100 1001, or 00 00 34 49 (hex). This encoding is reversible, meaning that the original ticker symbol can be recovered from the encoded value by reversing the steps of method 1800.
In an alternative embodiment, the reversible encoding method described above can be modified to encode stock ticker symbols (or other market unit symbols) that use numeric characters or a combination of alphabetic and numeric characters, such as are used in some Asian markets. In method 1800 as described above, the most significant 2 bits are not used and remained unchanged through the encoding process. These two bits can be set to identify whether the stock ticker symbols in the application user only alphabetic characters (00 binary), only numeric characters (01 binary), or an alphanumeric characters (10 binary).
Method 1800 can be modified as follows to encode stock ticker symbols that use only numeric characters 0-9 to identify stocks. In such a system, only 4 bits are needed to encode each number character. Step 1810 is modified to initialize fnid to 40 00 00 00 (hex), which reflects that the two most significant bits are 01 binary. Also, the first insertion block in fnid is initialized to the least significant 4 bits. Step 1820 is unnecessary. Step 1840 is modified so that each numeric character is encoded in 4 bits. The UTF8 values for “0”-“9” are 48-57 (decimal), and each numeric character can be normalized to a number between 0-10 (decimal) by subtracting 48; and any number between 0-10 (decimal) can be encoded in four binary bits. Step 1850 is modified so that the 4 bits of the encoded character are stored at the first insertion point, and step 1870 is modified to move the current insertion point to the next most significant four bits of fnid. In this manner any stock symbol composed of six numeric characters can be encoded.
Method 1800 can be modified as follows to encode stock ticker symbols that use a combination of alphabetic and numeric characters in stock ticker symbols. In such a system, 6 bits suffice to encode each character. Step 1810 is modified to initialize fnid to 80 00 00 00 (hex), which reflects that the two most significant bits are 10 binary. Also, the first insertion block in fnid is initialized to the least significant 6 bits. Step 1840 is modified so that each alphanumeric character is encoded in 6 bits. The UTF8 values for “0”-“9,” “A”-“Z” and “1” range from 48-93 (decimal), and each character can be normalized to a number between 0-45 (decimal) by subtracting 48; and any number between 0-45 (decimal) can be encoded in 6 binary bits. Other alphanumeric characters (such as “-” and “.”) are handled by substitution as in method 1800. Step 1850 is modified so that the 6 bits of the encoded character are stored at the first insertion point, and step 1870 is modified to move the current insertion point to the next most significant 6 bits of fnid. In this manner any stock symbol composed of up to 5 alphanumeric characters can be encoded.
Use of the reversible encoded number has several advantages over use of the alphabetic ticker symbol. The binary number can be used an index into a database, such as database 1538 described above with reference to
Pulling Updated Statistical Data
When the user initiates an embodiment of the data visualization tool or application on their device, the client display device determines which files are required to visually display the information and requests those files from the server. For example, the first time the user initiates the application, the client display device determines that it needs all three types of files and requests those from the server. By further example, if the user initiates the application for the first time since the previous day, the client display device determines that it only requires “today” and “now” files and requests those from the server. During further operation, the client display device may request “now” files according to the required updating frequency of the application, which may be user-configurable. If the user selects a single stock display, such as shown in
In an embodiment, the client display device uses HTTP requests to pull files from the distribution server. The HTTP header If-Modified-Since can be used to keep the client display device from unnecessarily re-downloading files that have not been modified. The user can force the client display device to attempt to pull files from the distribution server by manually “refreshing” the display. In another embodiment, some client display devices allow a user to switch an application between active and dormant status, and the client display device will check for updates automatically whenever it has been dormant and is restored to active display status. For example, a user who is using the application on an iPhone may interrupt viewing statistical data to take a phone call and to check email. During the phone call and the email checking, the activity map application is not active on the display screen. When the user again selects the activity map application and returns it to active display, the client display device will automatically attempt to pill updated statistical data. In an alternative embodiment, a client display device can be configured to automatically check for updates at selected times or selected intervals.
Rendering
Once the application receives the necessary encoded data files from the server via the client, it translates files into the various user-interface displays as described above with references to
The user can configure which type of dynamic data affects the variable display parameters. The application sets each tile's color and/or visual mode (or display parameters) based on user configurable parameters. For example, when the user selects “Price” mode, the application may select the tile color arrays based on the deviation between the most recent price information and the reference value, and the color of each tile may differ depending on the size of the deviation. If the user selected “1D” on the user interface sidebar, the application will set the color of each individual tile based on a comparison between the current price and the yesterday's closing price. The tile colors also may be user-configurable such as by a “Preferences” menu. For example, instead of the red/green colorization scheme for price changes, a user could choose a yellow/purple scheme. Furthermore, a user could select a colorization range and scale for the tiles rather than having these parameters fixed by the application itself. For example, if a user wanted to look more closely at big movers, the user could define that tiles for all stocks with price changes less than 50% are black while tiles for stocks changing +50% and −50% would be colored bright green and bright red, respectively. Many other user-selectable color variations are possible. For example, other display parameters can be used to illustrate different values of dynamic data elements, including, by way of example, color, tint, hue, brightness, shading, 2-D shape, 3-D shape, hatching, stippling, highlighting, backlighting, contrast, and each of these design parameters can be applied to the icon and/or to the symbols displayed on the icon. For example, the stocks with the most-extreme changes in price for a period may have the symbols displayed on each tile in bright white, whereas other icons may have symbols on each tile displayed in gray. Display parameters may also be varied when a stock has been identified as a favorite.
Once the application determines the colors for each tile, it charts the tiles using mathematical optimization techniques. These techniques improve the rendering speed of the visualization, making the application appear more responsive to the user. In addition, the application may take advantage of any high performance graphics rendering capabilities available in the device. Some devices, including devices using operating systems such as Apple's iOS and Google's Android, may include the OpenGL ES application programming interface (API) that enables 2D and 3D graphics on embedded systems. The OpenGL ES API allows the application developer to access low-level graphics acceleration hardware available in the device hardware, which results in a more attractive and responsive user interface.
For example, some embodiments may use Vertex Buffer Objects (VBOs) and texture mapping to achieve fast rendering of the level-1 screen that displays a large number of tiles representing the entire population of items for which statistical data can be visualized. Such embodiments also may use VBOs and/or texture mapping to achieve 30 frames-per-second animation in transitions between the displays for different levels. In one embodiment, VBOs and texture mapping may be used to render the population of 900 tiles shown in each of
Exemplary Methods of Operation
In step 1920, a comparison data type, such as price or volume, is selected. In step 1930, reference values are selected. The reference values, in an embodiment, can include the value of the comparison date type at a historical reference point, for example, yesterday, or one year ago, and comparisons to other reference values, such as, for example, a comparison of the price of a stock to an index such as the S&P 500, or a comparison of the stock price to average price change in the sector.
In step 1940, an activity map comprising statistical data is displayed. In the manner described herein, each icon is displayed in a particular color, or color shade, to indicate the relationship between the corresponding item's reference data comparison data type (e.g., price, volume) and that of the reference value (e.g., time period, index, sector). In step 1950, updated statistical data for the items (e.g., performance and/or risk data for stocks) is obtained. As described above, the user may manually request a refresh, or the data may be automatically refreshed, for example, when the application is returned to active status. And in step 1960, the appearance of the icons in the activity map is changed. If, the comparison data value of an item has changed in relation to the reference value, the appearance of the icon corresponding to the item is changed, and the icon display is refreshed. Embodiments of method 1900 are not limited to the order in which the steps are shown; the steps can occur in any order.
Exemplary Hardware and Software Components
Generally, computer 1640 can be any computer embodied in hardware that provides sufficient computing power, memory, and persistent storage to perform the methods and processes and techniques of the embodiments described herein. An exemplary computer for use with embodiments described herein is a Hewlett Packard Proliant® G6 server with dual cores and hyperthreading.
Those of skill will recognize that the methods, processes, and techniques of the embodiments described herein may be implemented to advantage in a variety of sequential orders and that embodiments may be generally implemented in a physical medium, preferably magnetic or optical media such as RAM, RAM drives, USB drives, SD memory, disks, tapes, DVDs and CD-ROMs or other storage media, for introduction into a directory service configured to synchronize changes described herein. In such cases, the media will contain program instructions embedded in the media that, when executed by one or more processing units, will execute the steps and perform the methods, processes, and techniques described herein including processing, importing, publishing and distributing statistical data.
Data and instructions for the operating system 1605, the object oriented programming system, and applications or programs are located on storage devices, such as HD/SAS units 1664, and may be loaded into main memory 1644, 1648 for execution by processing units 1652, 1656. Java Applications may contain instructions that are loaded into the portion of memory 1644, 1648 containing a Java Virtual Machine (not illustrated) and executed by the Java Virtual Machine. The methods and processes of the illustrative embodiments described herein may be performed by processing units 1652, 1656 using computer implemented instructions, which may be located in a memory, such as, for example, memory 1644, 1648, SD memory 1698, or in one or more peripheral devices.
The exemplary embodiments shown in
Data memory 1930 may comprise memory area for processor 1910 to store variables used in protocols, configuration, control, and other functions of device 1900. As such, program memory 1920 and data memory 1930 may comprise non-volatile memory (e.g., flash memory), volatile memory (e.g., static or dynamic RAM), or a combination thereof. Furthermore, data memory 1930 may comprise a memory slot by which removable memory cards in one or more formats (e.g., SD Card, Memory Stick, Compact Flash) may be inserted and removed. Persons of ordinary skill in the art will recognize that processor 1910 may comprise multiple individual processors (not shown), each of which implements a portion of the functionality described above. In such case, multiple individual processors may be commonly connected to program memory 1920 and data memory 1930 or individually connected to multiple individual program memories and or data memories. More generally, persons of ordinary skill in the art will recognize that various protocols and other functions of device 1900 may be implemented in many different combinations of hardware and software including, but not limited to, application processors, signal processors, general-purpose processors, multi-core processors, ASICs, fixed digital circuitry, programmable digital circuitry, analog baseband circuitry, radio-frequency circuitry, software, firmware, and middleware.
Radio transceiver 1940 may comprise radio-frequency transmitter and/or receiver functionality that enables device 1900 to communicate with other equipment supporting like wireless communication standards. In an exemplary embodiment, radio transceiver 1940 includes an LTE transmitter and receiver that enable device 1900 to communicate with various Long Term Evolution (LTE) networks (also known as “4G”) according to standards promulgated by 3GPP. In some embodiments, radio transceiver 1940 includes circuitry, firmware, etc. necessary for device 1900 to communicate with various UMTS and/or GSM/EDGE networks, also according to 3GPP standards. In some embodiments, radio transceiver 1940 includes circuitry, firmware, etc. necessary for device 1900 to communicate with various CDMA2000 networks, according to 3GPP2 standards. In some embodiments, radio transceiver 1940 is capable of communicating using radio technologies that operate in unlicensed frequency bands, such as IEEE 802.11 WiFi that operates in the ISM bands in the regions of 2.4 and 5.6 GHz. In some embodiments, radio transceiver 1940 may comprise a transceiver that is capable of wired communication, such as by using IEEE 802.3 Ethernet technology. The functionality particular to each of these embodiments may be coupled with or controlled by other circuitry in device 1900, such as processor 1910 executing protocol program code stored in program memory 1920.
User interface 1950 may take various forms depending on the particular embodiment of device 1900. In some embodiments, device 1900 is a mobile phone, in which case user interface 1950 may comprise a microphone, a loudspeaker, slidable buttons, depressable buttons, a display, a touchscreen display, a mechanical or virtual keypad, a mechanical or virtual keyboard, and/or any other user-interface features commonly found on mobile phones. In such mobile phone embodiments, the particular features comprising the device may depend on whether the device is a smartphone, feature phone, or other type of mobile phone. In other embodiments, device 1900 is a tablet computing device (such as an iPad® sold by Apple Inc.) comprising a touchscreen display that is much larger than touchscreen displays found on mobile phones. In such tablet embodiments, one or more of the mechanical features of user interface 1950 may be replace by comparable virtual user interface features (e.g., virtual keypad, virtual buttons, etc.) implemented using the touchscreen display of device 1900, as familiar to persons of ordinary skill in the art. In other embodiments, device 1900 may be a digital computing device, such as a laptop computer, desktop computer, workstation, etc. that comprises a mechanical keyboard that may be integrated, detached, or detachable depending on the particular embodiment.
Host interface 1960 of device 1900 also may take various forms depending on the particular embodiment of device 1900. In embodiments where device 1900 is a mobile phone, host interface 1960 may comprise a USB interface, an HDMI interface, or the like. In some embodiments, device 1900 may comprise more functionality than is shown in
Although embodiments of the present disclosure have been described in detail, it will be apparent to those skilled in the art that many embodiments taking a variety of specific forms and reflecting changes, substitutions and alterations can be made without departing from the spirit and scope of the embodiments. The described embodiments illustrate the scope of the claims but do not restrict the scope of the claims.
Claims
1-18. (canceled)
19. A method of navigating a display of statistical data, comprising:
- displaying on a display device a plurality of icons, wherein each one of the plurality of icons corresponds to one of a plurality of items of a similar type, the plurality of icons are grouped into a plurality of display regions, each one of the plurality of display regions comprising a plurality of icons, each icon has a first display parameter, wherein the first display parameter is substantially the same for each one of the plurality icons, each icon has a second display parameter, wherein the second display parameter is substantially the same for each one of the plurality icons, and each icon has a variable display parameter, wherein the variable display parameter for each icon changes to reflect a change in the value of a datum concerning the icon's corresponding item;
- enhancing the display of the icons comprising a particular display region, in response to receiving a signal indicating the selection of the particular display region; and
- displaying a first set of additional data relating to one of the plurality of items, in response to receiving a signal indicating the selection of one of the plurality of icons corresponding to the one of the plurality of items.
20. The method of claim 19, wherein each icon is a colored tile of substantially the same size.
21. The method of claim 19, wherein the first display parameter is shape, the second display parameter is size, and the variable display parameter is color.
22. The method of claim 19, wherein the display device comprises a touch screen interface.
23. The method of claim 22, wherein the signal indicating the selection of the particular display region comprises a zoom in signal from the touch screen interface indicating at least one of selection of an icon grouped within the particular display region and selection of a display area within the particular display region.
24. The method of claim 19, wherein enhancing the display of the icons in the particular display region comprises at least one of displaying only the icons in the particular display region, increasing the size of icons in the particular display region, and darkening the icons outside of the particular display region.
25. The method of claim 19, wherein enhancing the display of the icons in the particular display region comprises enlarging each icon and displaying only the selected display region.
26. The method of claim 22, wherein the signal indicating the selection of the particular icon comprises a zoom in signal from the touch screen interface indicating at least one of selection of the particular icon and selection of a display area comprising the particular icon.
27. The method of claim 22, further comprising displaying the plurality of display regions in response to receiving a zoom out signal from the touch screen interface.
28. The method of claim 19, wherein the first set of additional data concerning the corresponding item includes one or more of price data, volume data, news, and identifying information.
29. The method of claim 19, wherein the variable display parameter changes when the datum is dynamically updated.
30. The method of claim 19, wherein the display device has a limited display size.
31-48. (canceled)
49. A method for distributing a visual display of statistical data related to a plurality of items of a similar type to one or more devices, comprising:
- receiving current performance data for the plurality of items;
- combining the current performance data with historical performance data to create updated performance data for the plurality of items;
- storing the updated performance data as historical performance data for the plurality of items;
- generating based on the updated performance data a plurality of display information files comprising a configuration file and a plurality of time series files for each of the plurality of items; and
- writing the plurality of display information files to a data store where each display information file is individually accessible to the one or more devices, wherein:
- the configuration file comprises information related to when each of the plurality of display information files was last updated, and
- the plurality of time series files for each item comprises information that enables visual display of a plurality of times series for that item, with each time series corresponding to a different temporal duration.
50. The method of claim 49, wherein the plurality of time series files for each item do not comprise graphical images.
51. The method of claim 49, wherein the plurality of display information files further comprise a historical comparison file and a static information file.
52. The method of claim 49, wherein the plurality of time series files for each item comprises a historical information file for each item and a current information file for each item.
53. The method of claim 49, wherein the plurality of items comprises securities.
54. The method of claim 49, wherein the plurality of items comprises individuals or groups of individuals performing the same or a similar task or job.
55. The method of claim 49, wherein the plurality of items comprises elements or parts of one or more systems used for a particular purpose.
56-93. (canceled)
Type: Application
Filed: Nov 21, 2014
Publication Date: Jul 23, 2015
Inventors: Jennifer Ellen Johnson (New York, NY), John Keoni Morris (Bainridge Island, WA), Stephen Carl de Brun (Los Angeles, CA), Nicholas Langdon Gunther (Stamford, CT)
Application Number: 14/550,650
