Because an end of period might result in a large burst of events being sent (which might cause delays in processing other events, it is possible to configure a throttle on the output to slow down the emission of events).

HLOC Cheetah Block provides High, Low, Open, and Close values for a configurable time period. It also provides historical values for the previous period (PREV) and the one after that (PREV minus 1).

It accepts price events and stores the data accordingly. At the end of each period, it emits an event for each intrument for which activity was seen in the period just closed. The data provided on these events is configurable.

This block is part of the Cheetah Framework.

Copyright(c) 2016 Cheetah Solutions Pty Ltd

Patent Pending 61739845