QuantDATACENTER

QuantDATACENTER description:

QuantDATACENTER is used to centralize and manage all historical market data in a single place for convenient use by IDE strategy developers. Data maintainers can configure the datacenter to capture real-time market data feeds in a 24x7-no-rebooting-required mode, and then use the datacenter data maintenance scripts (C# programs) to perform data maintenance operations in an automated, convenient way.

QuantDATACENTER features:

The QuantDATACENTER reliably captures, stores and organizes all data in one place. Strategy developers can download just the pieces of data they need to work on, and no more. Developers can delete irrelevant data from their IDE databases to keep their workspaces clean, and thereby reduce the amount of old data stored on their hard disks. QuantDATACENTER can be run in a “24x7 no-reboot” mode to continuously capture data.

In addition, for people who run QUANTENGINE, the QuantDATACENTER makes it easy to capture the same real time data feed that QuantENGINE is running with. This is very useful if you want to investigate why a QuantENGINE strategy behaved in a particular (market data) situation. To investigate, you would download market data series into an IDE, and then run the strategy on the IDE to check the integrity of the strategy.

Although the QuantDATACENTER provides several checkbox options (Quotes, Trades, Bars, and Market Depth) on the header of the real time data capture window, not all of the checkbox options are relevant to all market data providers. Typically it is sufficient to check Quotes and/or Trades to collect the real time data. If your provider provides market depth, and if you have a subscription to market depth, you could also capture market depth information too.

In all cases, once data is captured, you can make your own Bar series from captured Quotes or Trades. To make your own bars for a particular time period, use the DataCenter or IDE menu sequence Data / QuantServer Explorer to view all the series that are stored in the database, and then right click a series and choose Make Bars to make your own bar series.