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Market Data Access and Liquidity Providers Quant Studio

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Page 1: Quant studio data

Market Data Access and

Liquidity Providers

Quant Studio

Page 2: Quant studio data

Market Data and Liquidity

Quant Studio - Intelligent Trading Expert Adviser 2

• DTN IQ Feed

• Yahoo EOD

• Ninja Trader

• Worden TC2000

• MetaStock

• Text files

• Microsoft Access

• SQL Server

• Oracle

• SQLite

• Time Series

Page 3: Quant studio data

Data Access Ribbon

Quant Studio - Intelligent Trading Expert Adviser 3

• Selection of data provider

• Selection of data source for a provider

• Manual update of EOD quotes

• Lookup into symbol catalog

• Symbol search by various criteria

Page 4: Quant studio data

Select Data Provider

Quant Studio - Intelligent Trading Expert Adviser 4

Choose

from a

variety of

available

data

providers

Page 5: Quant studio data

DTN IQFeed Real Time Data

Quant Studio - Intelligent Trading Expert Adviser 5

• Download and

install client

www.iqfeed.net

• Programs >

IQFeed >

IQLink Launcher

• Make checked

“Save Login and

Password / Pin”

Page 6: Quant studio data

Yahoo End-of-Day Quotes

Quant Studio - Intelligent Trading Expert Adviser 6

• All major world’s markets

• Free EOD data

• Full symbol catalog

Page 7: Quant studio data

Reuters MetaStock

Quant Studio - Intelligent Trading Expert Adviser 7

• Work

directly

on existing

MetaStock

data

• Save your

data in

MetaStock

format

Page 8: Quant studio data

Warden TC2000

Quant Studio - Intelligent Trading Expert Adviser 8

• Install TC2000

worden.com

• Work with all

available

symbols from

TC200 directly

through our

data link

Page 9: Quant studio data

Text Files in Variety of Formats

Quant Studio - Intelligent Trading Expert Adviser 9

• Open text files with

stock quotes in

variety of formats

• Import text data

from TradeStation

• Export data as text

for use in other

applications

Page 10: Quant studio data

Microsoft Access

Quant Studio - Intelligent Trading Expert Adviser 10

• Export data

into Microsoft

Access

database

• Work directly

with data in

Microsoft

Access

databases

Page 11: Quant studio data

Microsoft SQL Server

Quant Studio - Intelligent Trading Expert Adviser 11

• Export data into Microsoft SQL Server

• Work with data on Microsoft SQL Server

• Have full data schema created and filled

with the data automatically

• Connect directly to other relational

databases: Oracle, IBM DB2, SQLite

Page 12: Quant studio data

Time Series Data Server

Quant Studio - Intelligent Trading Expert Adviser 12

• Native time series storage format

• Optimized performance

• Optimized binary serialization

• Ten times faster than relational storage

• Unlimited length of time series

• Unlimited number of symbols in database

Page 13: Quant studio data

Simulated Data Feed

Quant Studio - Intelligent Trading Expert Adviser 13

• Test data for paper trading

• Real time market simulation

• High quality randomization

• All price components and volumes

• Consistent tick flow

• Ideal for testing your trading ideas

Page 14: Quant studio data

Select Data Source

Quant Studio - Intelligent Trading Expert Adviser 14

• Select

data

source

• Open

or add

new

data

source

Page 15: Quant studio data

Data Update Rules

Quant Studio - Intelligent Trading Expert Adviser 15

• Historical End-of-Day data update once

on opening table or chart

• To update manually any time:

Home & Basics > Data > Update

• Real time data update automatically for

every open chart

• To stop automatic update:

Chart Analysis > Chart > Disconnect

Page 16: Quant studio data

Data Manager

Quant Studio - Intelligent Trading Expert Adviser 16

• Home & Basics > View > Data

Page 17: Quant studio data

Catalog of Symbols

Quant Studio - Intelligent Trading Expert Adviser 17

• Full catalog of

symbols from

data feed

• Multitude of

searchable

attributes

Page 18: Quant studio data

Instant Symbol Lookup

Quant Studio - Intelligent Trading Expert Adviser 18

• Type into

lookup box

your query

• Instantly

search by

symbol and

company

name

Page 19: Quant studio data

Adding Symbols to Portfolio

Quant Studio - Intelligent Trading Expert Adviser 19

• Collect a

portfolio of

your favorite

symbols

• Instantly add

selected

symbols to

portfolio

Page 20: Quant studio data

Working with Portfolios

Quant Studio - Intelligent Trading Expert Adviser 20

• Data Access > Portfolio

• Portfolio stores symbol selection and preferences for charts and analysis

• Use a number of individual portfolios

• Create new or select an existing portfolio

• Organize symbols conveniently

Page 21: Quant studio data

Symbol Selector

Quant Studio - Intelligent Trading Expert Adviser 21

Home & Basics > Symbol

• Selection for a list

• Quick symbol lookup

• Add to favorites

• Search by attributes

• Instant view on chart

or in data table

Page 22: Quant studio data

Search for a Symbol

Quant Studio - Intelligent Trading Expert Adviser 22

• Search

symbols

by a

number

of criteria

• Instantly

open

selected

symbol

Page 23: Quant studio data

Adding new Symbols

Quant Studio - Intelligent Trading Expert Adviser 23

Optionally

add a

new

symbol,

if it is not

found in

catalog

Page 24: Quant studio data

Selecting Periodicity

Quant Studio - Intelligent Trading Expert Adviser 24

• Home & Basics > Periods

• Instantly switch between

various periods of bars

• Take advantage of

unusual and intermediate

periods

• Larger periods may be not

available for short history

depths

Page 25: Quant studio data

Tabular Data View

Quant Studio - Intelligent Trading Expert Adviser 25

Page 26: Quant studio data

Data Conversion Formats

Quant Studio - Intelligent Trading Expert Adviser 26

• Data Access > Convert

• Convert data into text files

• Save as Reuters Metastock data

• Write directly into SQL databases

• SQL conversion is available only in case of the corresponding DBMS installed

Page 27: Quant studio data

Data Export Formats

Quant Studio - Intelligent Trading Expert Adviser 27

• Data Access > Export

• Save any selected chart or table in a variety of formats

• Export to Microsoft Word and Excel

• Export to Adobe PDF document

• Save as hypertext or an image file

Page 28: Quant studio data

About Quant

Quant Studio - Intelligent Trading Expert Adviser 28

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of the materials including graphics or logos, available in this Web site may be

copied, reproduced, translated or reduced to any electronic medium or

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The product names used in this document are for identification purposes only.

All trademarks and registered trademarks are the property of their respective

owners.

Trading futures and options involves the risk of loss. You should consider carefully

whether futures or options are appropriate to your financial situation. You must

review the customer account agreement and risk disclosure prior to establishing

an account. Only risk capital should be used when trading futures or

options. Investors could lose more than their initial investment.

Past results are not necessarily indicative of futures results. The risk of loss in

trading futures or options can be substantial, carefully consider the inherent risks

of such an investment in light of your financial condition. Information contained,

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