CloudQuant's bar generation technology converts billions of raw exchange records into comprehensive, analysis-ready datasets. We process complex market data feeds and deliver clean, quantitative metrics optimized for institutional trading and research.

Beyond Standard OHLCV

While traditional bar data provides only Open, High, Low, Close, and Volume, CloudQuant generates over 80 advanced metrics per aggregation period, including:

Key Advantages

Computational Efficiency — Pre-calculated metrics eliminate redundant processing. Access minute-bar summaries instead of processing billions of individual ticks.

Universal Availability — Standardized calculations ensure consistent analytics across all users. Build higher timeframe bars (hourly, daily, weekly) directly from minute data.

Unified Architecture — Identical processing for both historical analysis and live streaming. Switch between batch and real-time with a single parameter change.

SQL Interface — Query market data using ANSI SQL. Join datasets seamlessly for multi-dimensional analysis.

Institutional Quality — Exchange-specific filtering removes late trades, anomalies, and distorting block deals. Timestamp reordering ensures chronological accuracy.

Global Coverage

Our line handlers process feeds from major exchanges across US equities, options, futures, fixed income, European markets, APAC regions, and cryptocurrency—with custom integrations available upon request.

Ready to enhance your market data infrastructure? Contact CloudQuant to discuss your specific requirements.