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Bulk Data Capture Task Services

Bulk Data Capture Tasks allow companies to download static, semi-static, daily and tick data from third party data feeds such as Reuters and Bloomberg, assuming the licensing agreement your organisation has with the data vendor allows it.

Tasks can be used to create, update and maintain financial instrument data and scheduled to run as needed. Data can range from simple terms and conditions, to end of day prices, dividend histories and historical index compositions.

The precise data that is to be downloaded is configurable on a per instrument type basis, using the TimeScape Download Manager. This is used to identify the target data to be downloaded from the data vendor and how that data should be mapped into TimeScape. This allows any scaling inconsistencies between data vendors to be eliminated prior to data being stored.

TimeScape also comes with a set of predefined instrument mappings to get you started, but you can freely extend these to capture more or less data depending on your business needs and the availability from the data vendor.

It is also easy to download data from multiple data vendors and combine them to present a side-by-side view within databases to allow cross data vendor comparisons. A typical view is shown in the screenshot below, where data for Bloomberg and Reuters is being compared for a daily closing price series within TimeScape Workbench.

Data Validation Tasks can then be used to automate the checking and comparison of data to check for anomalies within and between data vendors. In addition, tasks can also be created to clean data and/or combined series (e.g. averaging) as required.

The ability to unify data in this way is an essential feature given the need to meet regulatory demands for best execution and risk management.