Compression of Price Data

摘要

Price change categories may be identified for price changes corresponding to different times. Codes may then be selected based on the identified price change categories and stored. The stored codes may be used for price validation and/or other purposes.

主权项

1. A method comprising:
(a) calculating, by a computer system, a price change value for each of times t(m,1) through t(m,N) for which there is data representing a price value, wherein the times t(m,1) through t(m,N) are during a time frame F(m); (b) identifying, by the computer system, and for each of the times t(m,1) through t(m,N) for which a price change value is calculated, a price change category corresponding to a range of price changes that includes that price change value, wherein each identified category is a member of a group of price change categories, wherein each of the price change categories in the group corresponds to a different range of price changes; (c) selecting, by the computer system and from a code table comprising codes for each of multiple different combinations of price change categories, a code for time frame F(m) corresponding to the price change categories identified for the times t(m,1) through t(m,N); (d) storing, by the computer system, the code selected for time frame F(m); and (e) repeating (a) through (d) for multiple iterations, each iteration corresponding to a different value of m and a successively later time frame.