sifting/io
Data concepts

What is derived market data?

Many of the figures shown on a market dashboard are not observed directly but calculated from underlying prices and trades. For each one, the formula, the time window, and the inputs determine what it represents. The sections below distinguish raw data from derived data, describe the most common derived metrics, and explain why two providers can report different values for the same metric.

6 min readData concepts
Derived market data is any metric calculated from raw market data, such as VWAP, percentage change, moving averages, or OHLCV bars, rather than a value observed directly from the market.

Key points

  • Raw data is observed directly: individual trades and quotes. Derived data is calculated from it.
  • OHLCV bars, VWAP, 24-hour change, and moving averages are all derived values.
  • Every derived metric carries assumptions: which inputs, which window, and which formula.
  • Two feeds can disagree on a derived value while agreeing on the raw prices beneath it.

Raw versus derived

Raw market data is what a market emits directly: a trade at a given price and size, or a quote with a bid and an ask. Derived data is anything calculated from it. The distinction matters because raw data is a matter of record while derived data is a matter of method. For a derived value, the relevant question is not only its result but how it was calculated and over what window.

Common derived metrics

Most widely used figures are derived. A 24-hour change compares the current price with the price exactly one day earlier and expresses the difference as a percentage. VWAP, the volume-weighted average price, weights each trade by its size to summarize the average price paid over a window. Moving averages smooth price over a chosen number of periods. An OHLCV bar is itself derived, aggregating raw trades into open, high, low, close, and volume.

  • 24-hour change: the current price versus the price 24 hours ago, as a percentage.
  • VWAP: the average trade price weighted by volume over a window.
  • Moving average: price smoothed over a fixed number of periods.
  • OHLCV: raw trades rolled into open, high, low, close, and volume.

Why derived values differ between providers

Because derived metrics depend on method, two providers can report different values for the same metric while both represent the raw data correctly. A 24-hour change depends on which timestamp marks the start of the window. A VWAP depends on which trades are included and over what period. A moving average depends on the interval and the number of periods. A disagreement on a derived figure almost always reflects a difference in inputs or window rather than in the underlying market.

Computed values versus precomputed values

Derived data can be obtained in two ways: by receiving the raw inputs and computing the metrics directly, or by consuming precomputed values from the provider. Computing directly gives full control over the window and formula, which matters where the method must be exact or auditable. Precomputed values are faster to adopt and consistent across clients. Many systems use both, computing the metrics that require precision and reading provided values for the rest.

On SiftingIO

Derived data on SiftingIO

SiftingIO publishes a canonical price tick with a small, fixed set of fields and leaves richer derived metrics to the consumer, which keeps control of the window and formula behind values such as VWAP, 24-hour change, and OHLCV bars on the client side. Where SiftingIO does compute a value, the method is documented so results match. The aggregated fair price is itself a derived value, combining many sources into one reference price.

FAQ

Common questions

What is the difference between raw and derived data?

Raw data is observed directly from the market, such as individual trades and quotes. Derived data is calculated from it, such as VWAP, percentage change, moving averages, and OHLCV bars.

Is VWAP raw or derived?

VWAP is derived. It is the volume-weighted average of trade prices over a window, computed from the raw trades, so its value depends on which trades and which window are included.

Why do two providers report different 24-hour changes?

Because the metric is derived, its value depends on method, principally the exact start of the 24-hour window. Providers can agree on raw prices yet differ on a derived figure.

Does SiftingIO send derived metrics or raw data?

SiftingIO publishes a canonical price tick and allows metrics such as VWAP and OHLCV to be derived client-side for full control over the method, while documenting any value it computes, including the aggregated fair price.

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