Demo of Price Reporting
This plot demonstrates a way to visualise the time at which prices are gathered (here based on synthetic data). Every stock each day has a single circle, made of 4 quadrants, one for each provider. These are coloured according to whether prices were early (green) or late(red). Missing data is shown as gray. It is designed to allow someone to get an overall feel for the quality of data gathered, and identify any trends in the data. The plot is interactive: You can scroll, zoom and mouseover different points to get information on a single day.
Written on November 16, 2017