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Chapter 23. Reference Data

Amongst others reference Data consists of static data like Security, SecurityFamily, SecurityReference, Account, BrokerParameter Entities.

Reference Data can either be configured in the database directly through the corresponding tables or one can use the ReferenceDataService and corresponding ReferenceDataStarter.

Depending on the Reference Data Adapter in use the following download options are available for download:

For further details please see the JavaDoc of the ReferenceDataStarter class.

Example: To download missing Futures of a specified Future Families use the following command

ReferenceDataStarter futures futureFamilyId1 futureFamilyId2 ...

It is recommended to run this Service in the interval of Option / Future Expirations to make sure that the entire chain is available to strategies.

Depending on the Reference Data Adapter in use the corresponding referenceData profile has to be specified via VM argument.

InteractiveBrokers:

-Dspring.profiles.active=iBReferenceData

Bloomberg:

-Dspring.profiles.active=bBReferenceData

Coinigy:

-Dspring.profiles.active=cNGReferenceData

Trading Technologies:

-Dspring.profiles.active=tTReferenceData