We started by averaging each stock's data into two-minute periods, discarding the news entries and the Dow Jones Index information. Additionally, we separated trades into two categories: those that are closest to the latest bid price, and those that are closest to the latest ask price. Using this information, we created a circle on a graph for each stock, which can be seen on the top two-thirds of the display. The y-value of the circle represents the stock's current trade price. The radius of the circle represents the current volume. The color of the circle represents the change in trade price of the stock. Bright green indicates a quick increase, while bright red indicates a similar decrease. For every two hours, a 6 information variables (average bid price, average ask price, average trading price, trading volume, buyer/seller initiated ratio, and volatility) have been extracted from the stock data, then fed to 1D Self-Organizing Map. The Kohonen Self-Organizing Map is a clustering and data visualization technique based on a neural network viewpoint. It is best suitable for clustering and presenting high-dimensional data set onto screen. Using the data from this process, we have grouped the stocks into six clusters where each cluster contains stocks with the most similar attributes. The stocks change position on the X-axis as they change clusters. The bottom third of the display contains more detailed information about a specific stock. The average ask price is represented by the top section of the curve, while the average bid price is represented by the bottom section of the curve. The color in the middle is the ratio of seller-initiated trades(red) to buyer-initiated trades(blue). Areas that are significantly more red than blue indicate most seller-initiated trades at the point in time. The circles indicate the average trade price at the time, with the radius indicating the volume. We found that generally, when there are more seller-initiated trades, the curve goes down, and when there are more buyer-initiated trades, the curve goes up.
