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Data Source Adapters
Data sources are used to import and export historical and real time EOD and intraday
OHLCV+OI data bars for stocks, futures and FOREX symbols. Each data source is configured
to work with a single data provider from which it can import data bars into a proprietary
local database.
Each portfolio account is assigned a data source and bar interval which it uses
for backtesting, optimization,simulation, live trading and charting among others. A portfolio account can
select its bar interval based on the bar interval of its data source, such that
a data source that stores daily (EOD) data bars can be used for working with daily,
weekly and monthly data bars, while a data source that stores 1 minute data bars
can be used for working with 1 minute, 2 minutes,.., 60 minute data bars.
Data Providers:
- ASCII files
- Yahoo Financials
- MetaStock
- DTN IQFeed
- MarketFeed
- Interactive Brokers
- MB Trading
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