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Data Servers - Time Series Cache Server

Time Series Cache Server is designed to provide clients with historical intra- and inter-day data collected from various data vendors. TS Cache Server monitors real-time data subscriptions based on configurable list of instruments and stores all ticks and open/high/low/close/volume candles in a SQL-compliant database (e.g. Oracle, MySQL). Stored historical data can be accessed using either industry-standard data delivery platform (e.g. Refinitiv, TIBCO Rendezvous® publisher) or special API. TS Cache Server comprises following components (click here for TS Cache Server system diagram):

  • DB Handler: Maintains list of active instruments; subscribes to real-time updates from data provider and stores intra- inter-day candle and tick data in DB; performs DB cleanup.

  • Request/Reply Handler: Accepts historical data requests from clients; can be configured to re-route certain requests (e.g. for daily/weekly/monthly data) to original data provider; replies with resulting historical data set (can be configured to provide result data in Refinitiv TS1 format).

  • Data Chain Handler (optional): If original data provider supports lists of instruments via mechanism of linked items (e.g. Refinitiv data chains), this handler can be configured to monitor such lists in real-time, automatically updating list of active instruments for DB Handler. This can simplify configurations of active instruments, for example, for rolling over futures contracts

TS Cache Server can be configured to store data in different tables based on individual instruments settings, improving response times for database queries. Using industry standard database systems guarantees reliability of stored data and allows direct access to data for corrections and modifications. Open access to historical data provided by TS Cache Server (either via Request/Reply Handler or directly from database tables) can facilitate rapid development of wide range of add-on applications, including VWAP engines, historical data generators for user-defined periods, financial chart image servers, etc.

TS Cache Server is available for Sun Solaris, Linux and Microsoft Windows® operating systems. Support for each OS versions depends on availability of original data provider APIs as well as SQL database systems on such OS.

Windows is registered trademark of Microsoft Corporation in the United States and/or other countries. To use TS Cache Server in conjunction with a data provider system, a run time licence to the specific data is required from the vendor.

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