Cumulative TICK

Install and import

bash

npm install fintech-algorithms

import { calculate } from "fintech-algorithms/market-breadth-and-internals/thrust-and-pressure/cumulative-tick";

Signature

calculate(rows, seed, intervalSeconds)

Worked example

executed Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

Input

rows

[
  {
    "timestamp": "2026-01-05T09:30:00-05:00",
    "session_id": "XNYS-2026-01-05",
    "uptick_issues": 560,
    "downtick_issues": 440,
    "neutral_issues": 20,
    "ready": true
  },
  {
    "timestamp": "2026-01-05T09:31:00-05:00",
    "session_id": "XNYS-2026-01-05",
    "uptick_issues": 470,
    "downtick_issues": 530,
    "neutral_issues": 20,
    "ready": true
  },
  {
    "timestamp": "2026-01-05T09:32:00-05:00",
    "session_id": "XNYS-2026-01-05",
    "uptick_issues": 540,
    "downtick_issues": 460,
    "neutral_issues": 20,
    "ready": true
  }
]

Showing 3 of 36 elements.

seed

intervalSeconds

Call

calculate(rows, seed, intervalSeconds)

Returns

object with 4 fields: status, value, interval_seconds, series

{
  "status": "resolved",
  "value": 1380,
  "interval_seconds": 60,
  "series": [
    {
      "timestamp": "2026-01-05T09:30:00-05:00",
      "tick": 120,
      "value": 120
    },
    {
      "timestamp": "2026-01-05T09:31:00-05:00",
      "tick": -60,
      "value": 60
    },
    {
      "timestamp": "2026-01-05T09:32:00-05:00",
      "tick": 80,
      "value": 140
    }
  ]
}

Diagrams

How it works

This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.

Read the article →

References

Claim-to-source map
Glossary: TICK — StockCharts ChartSchool
NYSE Real-Time Data — New York Stock Exchange
NYSE Proprietary Data Products Technical Documents — New York Stock Exchange
Historical-example decision