Technology that makes life easier
| Data Manager |
 The Data Manager module of TheBooks provides a repository of market price data
for research and order generation purposes. It integrates data from a wide range
of vendors into a single, consistent format. Combined with flexible continuous
contract building and an automatic daily data down-loader, the Data Manager is
the tool for the systematic trader.
A unified price data repository
A single, server-based data store for all of your historic price data and
continuous contracts, regardless of source, using your symbols and price
conventions available from anywhere in your network. This is a unified data
repository. Native support is provided for
obtaining data from eSignal, CQG, and CSI but you can import data from any text
file by defining the format of the file to TheBooks. Data can be imported most major data vendors. During the import operation, the vendor’s market symbols are mapped to your market symbols and price data can be scaled and inverted.
Flexible continuous contract building
The Data Manager provides multiple options for linking contracts and selecting
roll dates. You can roll on specific dates, offsets from contract dates, and
based on open interest. You can even roll based on your actual trading history.
Continuous contracts can be forward or backward adjusted, and price series can be
automatically shifted up to ensure positive prices. |
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Derived data |
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Sometimes your research may require the construction of data streams that are hybrids;
built from the combination of one or more other data streams. In TheBooks, these are
called Derived Data Sources. There are three pre-defined types:
as well as a user-defined type which allows you to define the transformations on the input data streams to produce the output stream. Once defined, Derived Data Sources can be used in the same way as Historic
and Continuous Contracts. They can even be used as inputs into other derived
data sources. |
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Exporting data for research and order generation purposes |
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Historic price and continuous contract data can be exported to a variety of
formats for use by the most popular research and order generation tools.
Pre-defined export formats are provided for
TradeStation and
Mechanica, but the Data
Manager is able to export data in formats that virtually any tool can accept,
including proprietary ones. You simply point and click to define the
format of the output files and TheBooks will generate your data in the format
specified. When you define a data stream, you can define a location and format to export
the data each time the data is updated. This is true of historic prices, as well
as continuous contracts. |
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Updating daily data |
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You define the daily data source for each historic data stream and continuous
contract. Then, either on demand or using the scheduler, the data is updated. If
you defined the data as export on change, the data is automatically exported in
the format and to the location you defined, anywhere in your network, for use by
research and order generation tools.
The Data Manager ensures that your research and order generator always use
the most current data without the need for intervention by you. |
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Data viewer |
The Data Manager’s data viewer not only provides charting with the
ability to quickly pan and zoom through the price stream, but it also provides:
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