Specialists in End-to-End Financial IT Services

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End-to-End Global Network Solutions

Historical Data Services

The ASPone Historical Data Service (HDS) comprises a suite of components that have been designed to provide a resilient solution for the validation, cleansing, storage and retrieval of historical financial market data in real-time.

The HDS is responsible for storing and creating an historical track record of financial information and making that data available to end users and applications using a variety of retrieval mechanisms. Retrieved data can be presented as charts, tables, reports or used in data analysis applications. The HDS works in conjunction with third-party databases.

Data Integration

For the storage of real-time data, the HDS can work in conjunction with the ASPone Content integration Platform (CIP), third-party market data platforms, or any application/system capable of providing data in the format defined in the HDS open API, including the range of ASPone direct feed handlers. A full range of import mechanisms are provided for the retrieval and cleansing of data from existing databases and storage mediums.

Data Storage

The HDS supports selectable data cleansing and validation procedures prior to final storage. All database writes are buffered by the HDS in order to ensure that the system performs at its most efficient and that data retrieval is not impacted. Storage intervals can be configured on a symbol-by-symbol basis and include the following:

• Tick-by-Tick
• Intraday
• Timed Snapshot
• Recurring Snapshot
• End of Day
• OHLCV

Data Presentation

The HDS provides a number of interfaces for applications/end users to retrieve previously stored data. Snapshot requests for data sets can be made using http requests and the appropriate information returned in either a simple delimited condensed format, or in a more verbose XML representation. ASPone have developed a powerful charting applet which can be used in conjunction with the HDS. The applet provides a host of interactive capabilities including a number of built-in studies and annotation tools.

Implementation Options

ASPone offer the service in a number of configuration options, including:

• Locally Hosted Service (Components hosted on client site/in client data centre)
• Co-Hosted Service (Components hosted on client site and ASPone’s own data centre)
• Managed Service (Components hosted in ASPone’s own data centre)

Features

• Buffered writing of data to DB
• Data import capability
• Browser-based management interface
• Full export and archive capabilities
• High performance storage/retrieval
• Configurable Storage intervals
• Auto-Extensible field storage
• Last value range checking algorithms