QuantDATACENTER is the integrated data management component of QuantFACTORY and helps you import historical data and store low latency market data, manage information from third-party data vendors and connect to liquidity platforms. Furthermore, you can handle different time scales, ranging from daily to intraday bars, tick-data, best bid-offer and order-book updates or custom data, in order to adjust and optimize your strategies.
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QuantDATACENTER runs as a Microsoft® Windows® background service and consists of the following three components:
The QuantDATACENTER reliably captures, stores and organizes all data in one place. Strategy developers can download only 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 enables users to investigate why a QuantENGINE strategy behaved in a particular (market data) situation.
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 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.