From STAC:

4-hour volume-weighted bid over one 
day for 1% of symbols (like VWAP but 
operating on quote data, so much 
higher input volume)

Max bid over the year for 1% of 
symbols.

Most recent trade and quote 
information for 1% of symbols as of a 
random time.

Create an average volume curve (using 
minute intervals aligned on minute 
boundaries) for 10% of symbols over 
20 days selected at random.


