Quote Databases

Features
Performance
Opening Databases
ASCII Imports
Individual Import
Bulk Import
Viewing Database Symbols and Symbol Series
Removing Database

Features

Chartsy|One provides a capability to manage market data in its own database files.

Every Quote Database is stored as a single binary file. The storage mechanism is based on the MVStore engine, optimised for efficient storing of market and other time-series data.

It’s possible to create multiple database files in Chartsy. Each database can contain unlimited number of symbols and symbol datasets. In a database you can store market data ranging from 1 second candles to daily, weekly and even monthly candles. One symbol can have multiple datasets with different resolutions. The stored data can be used for charting, as a data source for explorations or in backtesting trading strategies.

Performance

Quote Databases in Chartsy|One allow for fast adding, modifying, removing and retrieving market data. Overall performance highly depends on the read/write speed of the disk drive on which the database file is stored. On average hardware it should be possible to reach a retrieval rate of 1 million candles per second. Writing is usually 3-6 times slower. SSD hard drives are recommended for the best performance.

Opening Databases

Quote Databases are always created and managed from the Symbols tree view.

To create a new database:

  1. Right click on a folder in the symbol tree.
  2. Select Add… and Add Quote Database from the context menu.
  3. A new “Add Quote Database” window is opened, where you can specify:
    • location of the database file;
    • amount of RAM memory used as a read cache.
  4. Click OK to confirm.

If the database file specified in the step 2 above doesn’t exist it will be automatically created, otherwise an existing database file will be opened and its content will be displayed in the symbols tree view.

Quote Databases can be organized into multiple folders to group data by markets, exchanges, asset types, time frames or otherwise organise data using user-specified custom criteria.

To create a new grouping folder:

  1. Right click on the database or another folder node in the symbol tree view.
  2. Click Add Folder in the context menu.
  3. Enter the name of new folder.
  4. Click OK to confirm the operation.

You can create a chain of multiple folder levels at once, by specifying a name with folder names delimited by slashes, for example: “Stocks/US/Daily Bars”.

ASCII Imports

You can import market data into the database either individually - one symbol and file at a time, or in bulk - providing a ZIP archive or multiple files at once. All imports are performed in a streaming fashion. Chartsy|One is able to handle very large ASCII files with minimal RAM memory requirements.

Individual Import

To import quotations data from a single file start by creating a new symbol in the database, then import the market data.

To create a new symbol from the Symbols view:

  1. Right click on a database or a grouping folder under which you want to create a new symbol.
  2. Click Add Symbol in the context menu.
  3. Enter the name and, optionally, the exchange name of the symbol.
  4. Click OK to confirm.

To import market data for the newly created symbol:

  1. Right click on the symbol you want the data to be imported for.
  2. Click ASCII Import in the context menu.
  3. Choose the file you want to import the data from; optionally choose a file format, and click OK to confirm.

The import is performed asynchronously in the background. A progress of the operation is displayed in the application’s status bar. If any format or parsing error occurs during the import, it is terminated and the “Error Logs” window is opened.

Bulk Import

To import market data from multiple ASCII files or a ZIP archive of those, perform the following steps:

  1. Right click on a grouping folder under which you want to create all symbols with imported market data.
  2. Click ASCII Import in the context menu - alternatively you can select  ASCII Import from the File menu.
  3. Choose the folder or the archive file you want to import; optionally choose a file format, and click OK to confirm.

The import is launched asynchronously in a background thread. The hierarchy of imported files is preserved and all non-existing symbols are automatically created.

Viewing Database Symbols and Symbol Series

To view a flat list of all symbols and symbol datasets contained in the database:

  1. Right click on the Quote Database node in the Symbols view.
  2. Click View Series in the context menu.

A new “Symbol Series” tab is opened showing a paginated list of all symbols currently existing in the database. If the symbol contains a dataset, then the time frame, number of bars and the series start and end dates are immediately displayed.

If one symbol contains multiple data series, the row is displayed with a distinct background color. The base time frame information is displayed in this row. All available symbols series are shown after expanding the icon near the symbol name.

Removing Database

To remove existing Quote Database:

  1. Right click on a database you want to remove in the symbol tree view.
  2. Click Remove in the context menu.
  3. Click OK to confirm removal.

The Quote Database is always removed from the symbols tree view, but the underlying database file is not deleted. You must manually remove it from the disk drive.