stock market music

case study: Google 4-16-2010 - 2:10pm to 4:00pm (closing)

overview

On this day Google dropped nearly 45 points - most of which took place before the market opened. The example starts at 2:10pm. At this point the stock was drifting - in fairly low volume. Around 3:00pm volume picked up and the price dropped - closing near the low point for the day.

musical examples

If you're in a hurry, listen to the beginning then click ahead to about 2:00 where there is a marked change in the music. The average pitch drops. The velocity and amplitude increase. This corresponds to the price drop and high volume during the last hour of trading.  Note that the musical time is non-linear because the speed of notes increases proportionally with trading volume. The translation algorithm produces 1 second of music for every 60 seconds of real time averaged out over the entire piece.

normal version (2:52)

time compressed version (0:46)

The audio waveform graph shows an increase in density and amplitude toward the end of the piece. Again, this corresponds to the increase in volume during the last hour of trading.

data

The table shows how price and volume translate into notes, loudness (velocity), and duration. 

ticker pmin pmax vmin vmax tcount avi cpn
GOOG 549.81 557.55 8526415 12212725 143 25778 14.857881137
 

where:

raw data:

ticker price volume time channel note velocity duration eventtime
GOOG 557.55 8526415 2010-04-16 14:10:00 0 115 69 1000 1000
GOOG 557.51 8536474 2010-04-16 14:11:00 0 114 65 2562 3562
GOOG 557.44 8548012 2010-04-16 14:12:00 0 113 65 2234 5796
GOOG 557.26 8553912 2010-04-16 14:13:00 0 110 64 4369 10165
GOOG 556.64 8568718 2010-04-16 14:14:00 0 101 66 1741 11906
GOOG 556.78 8577852 2010-04-16 14:15:00 0 103 65 2822 14728
GOOG 556.30 8590579 2010-04-16 14:16:00 0 96 66 2025 16753
GOOG 556.95 8600859 2010-04-16 14:17:00 0 106 65 2507 19260
GOOG 556.50 8621267 2010-04-16 14:18:00 0 99 67 1263 20523
GOOG 556.55 8636057 2010-04-16 14:19:00 0 100 66 1742 22265
GOOG 556.45 8663073 2010-04-16 14:20:00 0 98 69 954 23219
GOOG 556.61 8685479 2010-04-16 14:21:00 0 101 68 1150 24369
GOOG 556.70 8694189 2010-04-16 14:22:00 0 102 65 2959 27328
GOOG 556.48 8711957 2010-04-16 14:23:00 0 99 67 1450 28778
GOOG 556.54 8721102 2010-04-16 14:24:00 0 99 65 2818 31596
GOOG 556.61 8731137 2010-04-16 14:25:00 0 101 65 2568 34164
GOOG 556.30 8741012 2010-04-16 14:26:00 0 96 65 2610 36774
GOOG 556.36 8755557 2010-04-16 14:27:00 0 97 66 1772 38546
GOOG 556.31 8760545 2010-04-16 14:28:00 0 96 64 5168 43714
GOOG 556.33 8764425 2010-04-16 14:29:00 0 96 63 6643 50357
GOOG 556.31 8773856 2010-04-16 14:30:00 0 96 65 2733 53090
GOOG 556.22 8930366 2010-04-16 14:31:00 0 95 101 164 53254
GOOG 556.48 8938554 2010-04-16 14:32:00 0 99 65 3148 56402
GOOG 556.84 8950595 2010-04-16 14:33:00 0 104 65 2140 58542
GOOG 556.77 8965486 2010-04-16 14:34:00 0 103 66 1731 60273
GOOG 556.79 8977265 2010-04-16 14:35:00 0 103 65 2188 62461
GOOG 556.67 8983950 2010-04-16 14:36:00 0 101 64 3856 66317
GOOG 556.40 8993653 2010-04-16 14:37:00 0 97 65 2656 68973
GOOG 556.44 8998164 2010-04-16 14:38:00 0 98 64 5714 74687
GOOG 556.36 9002864 2010-04-16 14:39:00 0 97 64 5484 80171
GOOG 556.34 9017034 2010-04-16 14:40:00 0 97 66 1819 81990
GOOG 556.46 9036172 2010-04-16 14:41:00 0 98 67 1346 83336
GOOG 556.67 9048985 2010-04-16 14:42:00 0 101 66 2011 85347
GOOG 556.92 9075643 2010-04-16 14:43:00 0 105 69 966 86313
GOOG 556.90 9083573 2010-04-16 14:44:00 0 105 64 3250 89563
GOOG 556.87 9089230 2010-04-16 14:45:00 0 104 64 4556 94119
GOOG 556.87 9098111 2010-04-16 14:46:00 0 104 65 2902 97021
GOOG 556.70 9127994 2010-04-16 14:48:00 0 102 70 862 97883
GOOG 556.25 9136357 2010-04-16 14:49:00 0 95 65 3082 100965
GOOG 556.21 9147495 2010-04-16 14:50:00 0 95 65 2314 103279
GOOG 556.14 9175117 2010-04-16 14:51:00 0 94 69 933 104212
GOOG 556.23 9185108 2010-04-16 14:52:00 0 95 65 2580 106792
GOOG 556.20 9201604 2010-04-16 14:53:00 0 94 67 1562 108354
GOOG 556.25 9216206 2010-04-16 14:54:00 0 95 66 1765 110119
GOOG 555.77 9227141 2010-04-16 14:55:00 0 88 65 2357 112476
GOOG 555.94 9235641 2010-04-16 14:56:00 0 91 65 3032 115508
GOOG 556.07 9240409 2010-04-16 14:57:00 0 93 64 5406 120914
GOOG 555.88 9261572 2010-04-16 14:58:00 0 90 68 1218 122132
GOOG 555.76 9268983 2010-04-16 14:59:00 0 88 64 3478 125610
GOOG 555.45 9289225 2010-04-16 15:00:00 0 83 67 1273 126883
GOOG 555.25 9316364 2010-04-16 15:01:00 0 80 69 949 127832
GOOG 554.38 9387208 2010-04-16 15:02:00 0 67 80 363 128195
GOOG 553.61 9428061 2010-04-16 15:03:00 0 56 72 630 128825
GOOG 554.13 9448272 2010-04-16 15:04:00 0 64 67 1275 130100
GOOG 553.35 9478082 2010-04-16 15:05:00 0 52 70 864 130964
GOOG 552.46 9533810 2010-04-16 15:06:00 0 39 76 462 131426
GOOG 552.66 9555115 2010-04-16 15:07:00 0 42 68 1209 132635
GOOG 552.12 9592883 2010-04-16 15:08:00 0 34 72 682 133317
GOOG 551.95 9637414 2010-04-16 15:09:00 0 31 73 578 133895
GOOG 551.97 9670487 2010-04-16 15:10:00 0 32 71 779 134674
GOOG 551.27 9697788 2010-04-16 15:11:00 0 21 69 944 135618
GOOG 550.90 9750740 2010-04-16 15:12:00 0 16 75 486 136104
GOOG 550.92 9790799 2010-04-16 15:13:00 0 16 72 643 136747
GOOG 550.71 9813244 2010-04-16 15:14:00 0 13 68 1148 137895
GOOG 551.76 9859600 2010-04-16 15:15:00 0 28 74 556 138451
GOOG 551.84 9884165 2010-04-16 15:16:00 0 30 69 1049 139500
GOOG 551.52 9910047 2010-04-16 15:17:00 0 25 69 995 140495
GOOG 551.25 9939824 2010-04-16 15:18:00 0 21 70 865 141360
GOOG 551.54 9955353 2010-04-16 15:19:00 0 25 66 1659 143019
GOOG 551.99 9979537 2010-04-16 15:20:00 0 32 68 1065 144084
GOOG 551.77 10036449 2010-04-16 15:21:00 0 29 76 452 144536
GOOG 551.73 10047084 2010-04-16 15:22:00 0 28 65 2423 146959
GOOG 551.50 10064048 2010-04-16 15:23:00 0 25 67 1519 148478
GOOG 551.21 10084853 2010-04-16 15:24:00 0 20 68 1239 149717
GOOG 550.97 10109038 2010-04-16 15:25:00 0 17 68 1065 150782
GOOG 550.93 10128728 2010-04-16 15:26:00 0 16 67 1309 152091
GOOG 551.00 10154280 2010-04-16 15:27:00 0 17 69 1008 153099
GOOG 550.60 10181877 2010-04-16 15:28:00 0 11 69 934 154033
GOOG 550.24 10216243 2010-04-16 15:29:00 0 6 71 750 154783
GOOG 550.07 10241913 2010-04-16 15:30:00 0 3 69 1004 155787
GOOG 550.22 10305177 2010-04-16 15:31:00 0 6 78 407 156194
GOOG 549.81 10363272 2010-04-16 15:32:00 0 0 77 443 156637
GOOG 549.95 10405645 2010-04-16 15:33:00 0 2 73 608 157245
GOOG 550.20 10455634 2010-04-16 15:34:00 0 5 75 515 157760
GOOG 550.70 10508102 2010-04-16 15:35:00 0 13 75 491 158251
GOOG 551.09 10544664 2010-04-16 15:36:00 0 19 71 705 158956
GOOG 551.03 10583877 2010-04-16 15:37:00 0 18 72 657 159613
GOOG 550.96 10619285 2010-04-16 15:38:00 0 17 71 728 160341
GOOG 551.07 10646212 2010-04-16 15:39:00 0 18 69 957 161298
GOOG 551.62 10674857 2010-04-16 15:40:00 0 26 70 899 162197
GOOG 552.21 10716005 2010-04-16 15:41:00 0 35 73 626 162823
GOOG 553.40 10772806 2010-04-16 15:42:00 0 53 76 453 163276
GOOG 553.66 10825098 2010-04-16 15:43:00 0 57 75 492 163768
GOOG 553.87 10865977 2010-04-16 15:44:00 0 60 72 630 164398
GOOG 553.90 10898571 2010-04-16 15:45:00 0 60 70 790 165188
GOOG 552.42 10951951 2010-04-16 15:46:00 0 38 76 482 165670
GOOG 551.37 11043965 2010-04-16 15:47:00 0 23 85 280 165950
GOOG 551.01 11092422 2010-04-16 15:48:00 0 17 74 531 166481
GOOG 551.43 11169442 2010-04-16 15:49:00 0 24 81 334 166815
GOOG 551.41 11208689 2010-04-16 15:50:00 0 23 72 656 167471
GOOG 551.25 11256539 2010-04-16 15:51:00 0 21 74 538 168009
GOOG 551.18 11298313 2010-04-16 15:52:00 0 20 73 617 168626
GOOG 551.28 11360147 2010-04-16 15:53:00 0 21 78 416 169042
GOOG 551.18 11412545 2010-04-16 15:54:00 0 20 75 491 169533
GOOG 550.62 11482438 2010-04-16 15:55:00 0 12 80 368 169901
GOOG 550.17 11607978 2010-04-16 15:56:00 0 5 93 205 170106
GOOG 550.26 11676618 2010-04-16 15:57:00 0 6 79 375 170481
GOOG 550.17 11735240 2010-04-16 15:58:00 0 5 77 439 170920
GOOG 550.08 11837875 2010-04-16 15:59:00 0 4 88 251 171171
GOOG 550.15 12194447 2010-04-16 16:00:00 0 5 150 72 171243