TRANSCATIONALLY BASED BENCHMARK FOR MARKET TRANSACTIONS IN SHORT TERM SECURITIES

摘要

The present invention provides systems, methods, apparatus, and computer program products related to calculating and distributing objective benchmarks configured to provide insight to various portions of the securities market. In various embodiments, a method for providing a short term security intraday benchmark is provided. The method may comprise collecting transactional data for a short term security. The transactional data may be parsed from transactions associated with the short term security within a predetermined time period. The method may further comprise calculating a benchmark based at least in part on the transactional data and execution of a predetermined algorithm; and providing the benchmark in a digital format.