In data analysis, an Anomaly is some data that differs from the expected pattern of data. The most common type of anomaly is a market data gap.

Anomalies (also known as Outliers) are identified when they breach a pre-configured threshold. In Beeks Analytics, anomalies are identified by stack probes which monitor market data. These stack probes pass the anomaly information to VMX-Analysis to generate an alert.

Alerts can be viewed in VMX-Explorer, and can be examined to view the detail of the individual anomalies which generated the alert. The individual anomalies will have extra information about the issue, such as details of the missing sequence numbers.

VMX-Analysis can combine multiple separate anomalies into a single alert, for ease of reporting.

Related terms

Alert
Outlier detection