AlgoTraderAlgoTrader Documentation

Chapter 20. 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.

Note

For Bitstamp, BitFlyer, Bitfinex, CoinMarketCap, Binance and BitMEX - an account and an exchange corresponding to the adapter must be setup in the database prior to running. It can be achieved by executing the sample database script samples/db/mysql/mysql-data.sql

Bloomberg:

-Dspring.profiles.active=bBReferenceData

InteractiveBrokers:

-Dspring.profiles.active=iBReferenceData

Trading Technologies:

-Dspring.profiles.active=tTReferenceData

Binance:

-Dspring.profiles.active=bNCReferenceData

Bitfinex:

-Dspring.profiles.active=bFXReferenceData

Bitflyer:

-Dspring.profiles.active=bFLReferenceData

BitMEX:

-Dspring.profiles.active=bMXReferenceData

Bitstamp:

-Dspring.profiles.active=bTSReferenceData

CoinAPI:

-Dspring.profiles.active=cNPReferenceData

Coinigy:

-Dspring.profiles.active=cNGReferenceData

CoinMarketCap:

-Dspring.profiles.active=cMCReferenceData