Save tick data from any data source supported by RTT to any SQL database.
An overview of the SQL Updater architecture
The SQL Updater remote control provides operational statistics, control functions and a message log
Tick 42’s SQL UPDATER supports multiple modes of updating, from snapping values for large instrument lists at a predefined time to use for portfolio valuations, through to writing updates into the database in a near real-time mode.
The product is designed for 24/7 server operation and has a GUI to control it.
Why would you want it?
The SQL updater provides an "out of the box" solution to capturing tick data.
- Works with any data feed supported by the Tick42 RTT cache.
- Stored Procedure interface allows data to be inserted into any database schema.
- 'Watch Lists’ manage which securities and fields are logged and how often.
- ‘Warm’ standby mode allows a second SQL Updater to maintain an up-to-date cache of the data but not write it to the database until switched to LIVE mode.
- Remote monitor application to control the updater and display status messages.
- Excel add-in to capture updates to spreadsheets into a database.
- XML configuration to simplifiy installation.
How it works
The SQL Updater manages a set of security names and field names – the “Watch Lists” – and makes requests for data through the DOT Rtt Cache components. These Watch Lists are periodically refreshed from the database.
The SQL Updater polls the cache at a configurable interval then calls stored procedures to update the database. The stored procedure call carries a time stamp marking when the data was recorded., and the update can be done in one of three modes:-
TICK - Each data update (Tick) received during the poll interval is written to the database. These are queued by the RTT Cache and delivered on demand. This is the most expensive, in terms of the number of updates written to the database
LAST - The current values of just those fields which changed during the poll interval are written to the database. This is the most efficient.
SNAP - The current value off all fields at the end of the poll interval is written to the database. This is used when a snapshot is required of values at specific time intervals. Normally the SQL Updater will run as a Windows service on a server. The remote control tool allows performance and operation to be monitored from a Windows desktop.
The remote controller displays a variety of performance statistics along with a log of diagnostic messages. It provides controls to...
- Stop and start the SQL Updater,
- Switch between live and standby modes when operated in a warm standby configuration.
- Force a database update.
- Force an item to be re-requested on the data feed