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TimeScape Data Import/Export Task Services
TimeScape Tasks
- Bulk Data Capture from data vendors
- Data Validation and exception reporting
- File Import/Export from data vendors and other sources
- Historical Instrument re-pricing and storage
- Tick Data Capture from data vendors
TimeScape Data Import / Export Tasks provide the mechanism by which data is exchanged between TimeScape and external sources in file format.
TimeScape Data Import Tasks
TimeScape Data Import Tasks allow file-based data to be imported in a number of formats, including:
- Delimited data files (e.g csv, tab, pipe etc)
- Structured data files (e.g. Bloomberg/Reuters end of day price data files)
- XML data files (e.g. MarkIT volatility matrix files)
Data Import Tasks provide a rich set of configuration options, filters and remapping / translation parameters for controlling the data that is extracted from a given file and subsequently imported into TimeScape. Once configured, file imports can then scheduled to run when needed using any standard scheduler (e.g. Windows Scheduler).
TimeScape Data Export Tasks
TimeScape Data Export Tasks provide the mechanism by which data is exported to files. These extracts can be made as either:
- Delimited data files (e.g csv, tab, pipe etc)
- XML files
Users can also choose to define more complex file extracts (based on queries and calculations) by configuring File Export definitions within TimeScape Workbench and then executing the extract as a File Export Task. In this case, the File Export layout is defined using TimeScape Formula Grid technology (server-side spreadsheets) within TimeScape Workbench and then executed as needed.
The screenshots shown below show how a Spread Validation extract is defined (made up of a header, body and footer defined using Formula Grids) and then executed for a given spread curve object. In this case, the percentile movements in a spread curve are being calculated and compared over various time periods and then a file extract generated to report that information.
These extracts can be very sophisticated and based on any configured data, analytic or query that is registered with TimeScape.