Price Manager

TheBooks Price Manager provides a data vendor independent interface to a wide range of price data vendors and is used by the TheBooks to obtain prices from multiple vendors at one time.

TheBooks Price Manager supports both real time data feeds such as DTN and CQG as well as end of day data feeds like CSI.


The Price Manager can run on the same computer as TheBooks or on another computer and there can be multiple Price Managers within your network. Each Price Manager can communicate with multiple data vendors.

This architecture provides the ability to obtain prices for the same instrument from multiple sources. For example, it is possible to define four daily price sources for Corn; one CQG pit prices, one CQG all sessions, one DTN pit, and one DTN all sessions. These could then be used to feed separate historic data sources in the Data Manager.

Combined with the Data Manager’s Compare derived data source, you can automatically obtain and compare prices from multiple vendors for research and signal generation purposes.

Forward and OTC Pricing

TheBooks Price Manager also has the ability to calculate forward pricing for LME and FX instruments when the data vendor does not provide them. Given the spot and forward points, it will interpolate prices for you. In addition, it includes the pricing models for OTC currency options allowing valuations on the tick for these instruments.

Price Data Vendors

Price Data Vendor is the term used in TheBooks for a supplier of market prices.  The Price Manager provides interfaces for the following vendors:

CQG via DDEIntraday/End of Day
CQG Data FactoryIntraday/End of Day
CSI FilesEnd of Day
CSI APIEnd of Day
DTN ProphetX® WebServicesIntraday/End of Day
Excel rangesEnd of Day
MetastockEnd of Day
Tick DataIntraday/End of Day
YahooEnd of Day