email us
Tick Capture 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
Tick Capture Task Services allow real-time (tick-by-tick) data to be captured automatically from one or more data feeds for immediate use within TimeScape.
Once captured, tick data can then be accessed and analysed alongside static, semi-static and daily data within the unified query engine provided by TimeScape Query Services.
TimeScape provides a convenient set of tools for defining the tick data to be captured, how it is to be stored and for monitoring the status and performance of the tick capture process. The process is summarised in the diagram below.
The configuration and on-going monitoring of Tick Capture Tasks is performed using the Tick Capture Editor within the TimeScape Workbench. This provides the necessary tools to configure:
- Target instrument universe (which can be defined either as individual instruments, instrument categories or via dynamic queries related to the state of instruments e.g. not expired)
- Data to be captured
- Time and frequency of data storage
- Data filters
- Frequency of instrument universe refresh
- Status and performance
In addition, Task Management APIs are also provided to allow Tick Capture Tasks to be controlled and monitored via your own custom applications as required.
Once captured, tick data can be immediately viewed alongside other data in TimeScape and utilised within calculations/queries as needed.