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Time Series Cache Server
Time Series Cache Server is designed to provide clients with historical
intra-day data collected from various data vendors. TS Cache Server
monitors real-time data subscriptions based on configurable list of instruments
and stores all ticks in a SQL-compliant database (e.g. Oracle, MySQL). Stored historical tick data
can be accessed using either industry-standard data
delivery platform (Reuters SSL™source server, TIB®/Rendezvous™
publisher) or special API. TS Cache Server consist of following components (click
here for TS Cache Server system diagram):
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DB Handler: Maintains list of
active instruments; subscribes to real-time updates from data provider
and stores tick data in DB; performs DB cleanup |
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Request/Reply Handler: Accepts
historical data requests from clients; can be configured to re-route
certain requests (e.g. for daily/weekly/monthly data) to original data
provider; replies with resulting historical data set (can be
configured to provide result data in Reuters TS1 format) |
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Data Chain Handler (optional):
If original data provider supports lists of instruments via mechanism
of linked items (e.g. Reuters data chains), this handler can be
configured to monitor such lists in real-time, automatically updating
list of active instruments for DB Handler. This can simplify
configurations of active instruments, for example, for rolling over
futures contracts |
TS Cache Server can be configured to store data in different tables based on
individual instruments settings, improving response times for database
queries. Using industry standard database systems guarantees reliability of
stored data and allows direct access to data for corrections and
modifications. Open access to historical intra-day data provided by TS Cache Server
(either via Request/Reply Handler or directly from database tables) can
facilitate rapid development of wide range of add-on applications, including
VWAP engines, historical data generators for user-defined periods, financial chart
image servers, etc.
TS Cache Server is available for Sun Solaris and Microsoft Windows® operating systems.
Support for Linux versions depends on availability of original data provider
APIs as well as SQL database systems on such OS.
Windows is registered trademark of Microsoft Corporation in the
United States and/or other countries.
Reuters
SSL and Triarch are the
property of Reuters and are trademarks of Reuters. To use TS Cache Server in
conjunction with a Reuters systems, a run time licence to the Reuters SSL
is required from Reuters.
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