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Tradesignal DataConnect User Guide

1. 42 any Tradesignal DataConnect User Guide TOWO tradesignai The CSV file format name is case insensitive and without spaces The correct column delimiter should be selected till the data preview shows the columns correctly The date format determines in which order Day Month and Year are specified in the date column in the data If the date format specified is wrong the data in the file will not be processed 6 5 1 1 Specifying CSV File Format Columns Once the correct column delimiter is selected the preview shows first few lines of data from the selected sample file Correct columns can be set by clicking on the column headers of the preview If there the data in a particular column should not be processed then lt skip gt should be selected as the column header else the file might not be processed correctly The CSV file format will be inconsistent without a specified close column if one or more user defined FIDs are being specified then each FID should have a close column Refer section 6 5 1 1 1 for more details on user defined FIDs CSVFeed allows symbol names or display names to be derived from more than one column the order in which they should be combined can also be specified Refer section 6 5 1 1 2 for details 6 5 1 1 1 Specifying User Defined Fields FIDs By selecting the Add User Defined FID option from the column header any name other than that of standard FIDs can be used as a user defined FID
2. Note If the OpenConnect service has been set up to use non standard ports for Push or Backfill the corresponding ports have to be set 48 Tradesignal DataConnect User Guide TO UO1O _ n any 7 Managing Licenses and Users Before client applications can use DataConnect to obtain market data the system must first have client access licenses installed T B amp F Z Q x Click Manage Licenses to open license Start Stop Pr Manage Manage Man Connected Query E Mail management Settings Datafeeds Li Users Symbol Logs Service 7 1 The license and user group manager window localhost gt Manage Licenses T Use Centralized License Server License server User Groups Manage the licenses for the selected user group Click here to add new group Quantity Start Date Expiry Date Features License Key Status o Click here to add new License 10 9 14 2011 9 12 2016 8 10 11 12 13 17 21 22 23 24 2 25DA0A62 Edit the associated users which will be assigned to the entered licenses Add Multiple Users user Passo d Click here to add new user Import Groups Export Groups Cancel 49 a i I i g I il i 1 LS Tradesignal DataConnect User Guide Tororo 7 2 Setting up a centralized license server Setting up central licensing is a two step process 1 Install DataConnect on a central server and obtain the central license code from Tradesignal Support
3. 12 4 Synchronizing Systems 12 4 1 Enabling automated synchronization 12 4 2 Manual synchronization 13 Export Import 13 1 Importing symbols 13 1 1 CSV file formats 13 2 Exporting symbols 14 Offline Mode 14 1 Offline Mode Options 14 2 Offline Mode Cache Files 15 Simple Network Management Protocol SNMP Integration 15 1 Configuring the SNMP Integration for DataConnect 15 1 1 Installing Windows SNMP Service on Windows XP or Windows Server 2003 R2 15 1 2 Installing Windows SNMP Service on Windows 7 or Vista 15 1 3 Installing Windows SNMP Service on Windows Server 2008 R2 15 1 4 Configuring Windows SNMP Service 15 1 5 Configuring DataConnect to Provide SNMP Integration 15 1 6 Disabling DataConnect SNMP Integration 15 2 Working with the DataConnect SNMP Integration 15 2 1 DataConnect Management Information Base MIB 15 2 2 Information retrievable from DataConnect via SNMP 15 2 3 SNMP Traps 16 Logs Alerts amp Troubleshooting Tools 16 1 Logging console and log file 16 2 Log 16 3 Query 16 4 Command line 16 5 Query symbol 16 6 Sending automatic e mail messages to administrators 16 7 Preparing information for sending by e mail O1 any Tradesignal DataConnect User Guide TO UO1O 17 Scripting DataConnect 95 17 1 Using batch script files 95 17 1 1 Automatic execution of script files 95 17 1 2 Manually starting a script 95 17 2 Nightly Maintenance 96 17 3 Command Reference 97 17 3 1 Administrative commands
4. 13 1 1 CSV file formats The user created CSV file formats can be accessed via the Manage CSV file formats in the application menu in DataConnect console Add DataConnect Connection Remove DataConnect Connection T Edit DataConnect Connection Run Nightly Maintenance Delete Realtime and Backfill Log Files This option will allow you to edit delete and create new CSV file formats While editing a file format you can rearrange the column order or change the parameters defined in it 13 2 Exporting symbols N P n BD Click Export to start the export wizard tipt Tick Filter Import Export sync Data It leads you through several selection steps for the datafeed one or more symbols periods time ranges and the export format Three export formats are supported Binary zdbu only useful for import into DataConnect CSV cSv comma separated values compatible with Reuters DBU format Multi CSV csv one csv file per symbol compatible with Reuters DBU format By default the export file s are written to the folder Console export in the installation folder 83 any Tradesignal DataConnect User Guide TOUO TO 14 Offline Mode Since version 5 3 0 DataConnect may get switched into the so called offline mode In this mode all real time data feed connections will get disconnected and the data access is limited to users connecting locally All existing symbols may then be accessed as if DataConnect
5. Add Specific Fid Column s es Fid Name Field Add Cance When a user defined FID column is specified the columns which do not have any user defined FID associated with it is considered to be part of the Default Fid specified for the Folder DateTime Close YIELD Open YIELD High YIELD Low YIELD Close gt Date CLOSE YIELD OPEN YIELD HIGH YIELD LOW YIELD CLOSE 20 14 04 07T 15 20 20 420 75 76 72 73 32 2014 04 06T 15 20 20 420 90 91 87 88 20 Consider the above example here the user defined FID is YIELD but the second column does not have any user defined FID defined hence it will be associated with the Default FID specified for the source folder or the FID derived from the file name using Parse file name option Refer section 0 Source File Naming Convention for details 6 5 1 1 2 Multi column Symbol Display Names One or more columns can be combined in any order to derive symbol or display name from data 43 any Tradesignal DataConnect User Guide TO UO1O tradesigna This can be done by selecting the Add Multi Column Symbol Name Add Multi Column Display Name options from the column header Dropdown If order is not specified or if more than one symbol display column have same order number the column on the left will be considered to have the lower order number A column can have both symbol and display name headers This can only be done by using the Add Multi Column Display Name option and by sele
6. Explanation GUI element of the DataConnect Console Windows console Datafeed coming from Bloomberg Reuters Trayport etc An instrument that has been added successfully to DataConnect Generic term for Tradesignal DataConnect User interface of DataConnect The actual service that has to be running for the system to be online Inter day time series data from Reuters search and retrieve information about a symbol from the datafeed 0 any 2 Deployment Common Installation Configurations Note In the scenarios below individual systems can concurrently collect data from any or all of the supported datafeeds 2 1 Scenario 1 Local installation alongside Tradesignal single user DataConnect is installed on each workstation and operates alongside the Tradesignal desktop products installed on the same computer The advantages of this configuration include the fastest possible data retrieval rate and simplified administration for a single user at the cost of local system performance If multiple users are configured in this way sink distributor load would increase Note When using Bloomberg or Thomson Reuters Eikon datafeeds Scenario 1 must be deployed Tradesignal Client hy Price data Infrastructure DataConnect 2 2 Scenario 2 DataConnect on dedicated system lf a group of users need access to historical and real time data the installation of a dedicated system running DataConnect
7. The same applies to selecting Ignore negative value where data points with negative values will be skipped Columns can be assigned with their corresponding titles by picking an adequate value from the list that will appear when clicking the column header All columns that have to be ignored should be tagged with lt Skip gt CSV file format creator CSV file formatname FileFormatName Column Delimiter Time Zone UTC Date format TAB O Semicolon Skip first rows Ji Decimal delimiter OQ Space l Parse file name Wa Comma Other Ignore zero values Ignore negative values DateTime Open High Low Close Volume DATE a CLOSE VOLUME 12 17 2012 721 07 5041900 12 10 2012 701 96 12058000 12 3 2012 634 21 9429900 11 26 2012 38 693 57 13702000 11 19 2012 Fic 667 97 7494200 11 12 2012 E 647 18 9956200 11 5 2012 663 03 11164000 10 29 2012 J 687 92 3912000 10 22 2012 675 15 13825800 10 15 2012 2 681 79 31297100 10 8 2012 761 Fs a be 11794400 10 1 2012 759 05 767 65 13359700 0 4 9017 FA 754 5 73077571 Cancel Selecting Parse file name is an advanced feature which will allow the user to specify a regular expression in the Pattern section The importer will parse the file name according to 81 any Tradesignal DataConnect User Guide TOUO TO tradesignai this regular expression while reading lines from a file The destination symbol fid and period fields can be specified with this option by way of name
8. restart DataConnect I have recently lost power to my DataConnect System and now the data cache file appears to be locked Simply start the DataConnect Console using an account with administrative rights and stop and restart the service If that approach does not correct the data cache file lock shutdown the computer and reboot 105 any Tradesignal DataConnect User Guide TOUO TO tradesigna I have DataConnect running in an RWSHi environment but the DataConnect service will not connect after have logged in Thomson Reuters only When the machine starts up DataConnect will start immediately as a Windows service and try for 30 seconds to establish a connection The problem is the Reuters VPN is only connected when a user logs in which normally takes longer than 30 seconds and the VPN is needed to connect to the Reuters data servers The solution requires that the 30 second connect timeout is increased to a very high value to give the user an opportunity to sign in Set the following MDS ini setting to a very high number e g seconds in a day 86400 and restart DataConnect SSL ServiceStartTimeout 8 6400 Since have upgraded my DataConnect from version 5 x to 5 3 connected Tradesignal clients cannot access symbols from the Reuters data feed anymore Since version 5 2 DataConnect performs DACS permission checks on behalf of connected Tradesignal clients Since version 5 3 DataConnect assumes that all configured Reuters f
9. which can result in large quantities of data can be enabled and disabled on the Log tab see below 9 26 2011 1 24 57 PM Finished connecting 1840 instruments 9 26 2011 1 24 57 PM Instruments connected 9 26 2011 1 24 57 PM Starting History Send Manager 9 26 2011 1 24 57 PM Starting Service Manager 9 26 2011 1 24 57 PM Starting Synchronization Manager 9 26 2011 1 24 57 PM Starting Connection Manager 9 26 2011 1 24 57 PM Trying to open port 7000 56 3011 13857 FA Success eterna port 7000 fr omean deny 0 Enter log sea x Only Warnings and Errors W Track Updates Eh Copy nected Running Server Time 9 26 2011 1 25 00 PM Started 9 26 2011 1 24 53 PM Last Backup 9 26 2011 1 23 00 FPM an Logged items are color coded in the logging console Severity Black Normal log message Light Grey Minor informative message normally ancillary information Orange Important notification Red Critical error Options can be found in the context menu for example to clear the log or the alerts errors and warnings 91 Tradesignal DataConnect User Guide TO UO1O 16 2 Log Note This tab is normally only used in association with support staff to diagnose reported issues Activating some or all of the commands can lead to significant performance problems and should therefore only be used by experts The Log tab offers very granular logging of activities within DataConnect The available data is grouped by
10. would still be online Note that there is an exception with Bloomberg symbols where data access is generally not allowed when not connected to the Bloomberg data feed The offline mode is designed to allow temporary access to the data while not being able to connect to the upstream feed e g when travelling When using an offline DataConnect everything that has been done with DataConnect while being online will still work as expected This includes normal charts forward curves seasonal charts and other available features This is possible because DataConnect is caching to disk symbol list requests performed during real time mode This means that the contents of symbol lists will reflect the state when last accessed in online mode Therefore any changes to the lists since populated e g future symbols being expired in the meantime will not be available The DataConnect Console allows the user to directly switch a running DataConnect into offline mode and back to real time processing via the Offline Mode tab Toggle Offline Mode to enable or disable the Po eee offline mode via the DataConnect Console Import Switch Mode Cache Files Switching to offline mode is also accessible via Tradesignal 6 3 0 or newer using the right click connection status context menu Note that Tradesignal has to be connected locally Offline mode can also be activated using Manage Settings Offline Mode section see below 5i Home Log Quer
11. 192 168 1 102 trader2 192 168 1 104 2014 11 4 trader1 192 168 1 101 trader2 192 168 1 102 trader3 192 168 1 103 trader4 192 168 1 104 The following section shows the report for the same data generated in XML format lt xml version 1 0 encoding utf 8 gt lt DataConnect Usage Report Service TMDS_TRPT Date 2015 01 12T13 19 08 3793460 01 00 gt lt Period Year 2015 Month 1 Count 2 gt lt User UUID trader3 192 168 1 103 gt lt User UUID trader4 192 168 1 104 gt lt Period gt lt Period Year 2014 Month 12 Count 2 gt lt User UUID trader2 192 168 1 102 gt lt User UUID trader2 192 168 1 104 gt lt Period gt lt Period Year 2014 Month 11 Count 4 gt lt User UUID trader1 192 168 1 101 gt lt User UUID trader2 192 168 1 102 gt lt User UUID trader3 192 168 1 103 gt lt User UUID trader4 192 168 1 104 gt lt Period gt lt DataConnect Usage Report gt 7 13 1 Clearing Collected Usage Report Data There is no automatic process in place that discards old recorded usage data If there is the need to clear out existing usage data this can be achieved manually using the Command Line The command usagereport delete num will remove existing usage data keeping the most recent num months of records intact Specifying 1 would keep only the current month worth of records Ommitting the num argument would remove all collected data 56 any Tradesi
12. 97 17 3 2 TS1 commands 98 17 3 3 Instrument and data commands 98 17 3 4 Informational commands 102 17 3 5 Recovery commands 103 18 General Troubleshooting 104 18 1 FAQ 104 18 2 Advanced configuration and troubleshooting of DataConnect for Thomson Reuters Data107 18 2 1 Troubleshooting failed connections to Triarch RWS SSL4 107 18 2 2 Manually configuring RMDS RTIC SASS3 infrastructures 107 18 2 3 Manually configuring TREP RT RSSL OMM connections 109 18 2 4 Entitlement Management with DACS 109 18 2 5 How to fix the Thomson Reuters Excel Add In not activated error when using the Eikon data feed 111 Appendix A Supported Trade Units 112 6 a Tradesignal DataConnect User Guide TO UO1O 1 Overview Tradesignal DataConnect formerly known as Tradesignal Market Data System TMDS is designed specifically to collect and distribute real time market data to Tradesignal desktop applications The main advantages of using Tradesignal DataConnect are e Collection of real time and historical data maintaining a complete history of both if the upstream feed does not provide historical data capabilities e Servicing large numbers of users simultaneously and without loss of performance e Use of advanced data accumulation techniques to ensure rapid data retrieval irrespective of requested time period e Provision of instrument asset data including time zones and trade times e Support for live backup so data can be protected withou
13. ALVG DE ALVG DE Symbol Group Symbol Class Equity Equity Name ALLIANZ SE v Filter Active Exchange Filter Type GER Global v Currency Filter Value EUR Display Units Timezone 4DEC FFT v Server Session MO FR 0900 1737 Iili 4 4 Status bar DataConnect 5 4 0 15 localhost ingoseven2 7000 Connected Running Server Time 2 27 2012 11 14 00 AM Started 2 27 2012 11 11 54 AM Last Backup 2 23 2012 11 04 00 AM 8N A B C D E F G Version of DataConnect software Host name port and state of the connection between the DataConnect Console and the DataConnect Service Double click to reconnect the DataConnect Console State of the service Starting Running Stopping Stopped Uninstalled DataConnect time service start time Time of the last backup Status of the SNMP Integration Switched off Online Offline 4 5 Mouse over information Move the mouse over UI elements to find tooltips with explanations for the elemenit field feature localhost QuIDN_SELECTFEED 33 Name Reference Data Price Data nm Refresh Enter symbol list search term Al Save Changes Delete R Filter Symbol List When entering a value the current symbol list will show items starting with the value entered IF you wish to Find the value f K S 46 Q S5DFG DE entered anywhere in the symbol please type a in From of New Copy LINDE Q LING DE your search value A Will
14. Data Service General Allowing symbol creation by symbol name or RIC Data Collection Symbols have to match any of the regular expressions perl regex format entered in the field below Enter one regular expression per line and i gep ee endose each with double quotes A valid symbol has to match the regular Automated Synchronization expression from beginning to end Client Connections Logging Administrator Notification Allowing symbol creation by symbol name or RIC Offline Mode Symbols have to match any of the regular expressions perl SNMP regex format entered in the field below Enter one regular expression per line and enclose each with double quotes A valid symbol has to match the regular expression from beginning to end Samples a m This would allow any symbol starting with characters from a to m opima deih a slash in front of the seca name aaa has to match the canes expression sila is to end DataConnect must be restarted for change to take effect Only available with an active connection Cay Cane N O1 BA T Tradesignal DataConnect User Guide TSWoTS 12 Backup Restore Synchronization This section offers information on manual backup and restore of the data cache file For automatic backups see Nightly Maintenance on page 96 A typical reason for a manual backup is to make a DataConnect data cache file transportable for example if you want to duplicate a data cache file
15. DataConnect we Tradesignal DataConnect User Guide TOUO TO A warning alert is active The warning is displayed in the Log A severe error alert is active The error is displayed in the Log 57 7 any 9 Managing Symbols Symbols are listed per datafeed in the symbol area and can be displayed by name or ticker symbol A column showing the date of the last access to a symbol can be shown or hidden by pressing the button next to the name symbol selection drop down IDN_SELECTFEED 32 z New Clone Delete Reload List SUSUUSU SUSU SUSU USN EUUENUSUSUCEUEUUUUSUEUUSUEUUEUEUSUENUSUSNUSUSUESUEUEEEES ALLIANZ SE ALVG DE BASF SE BASFn DE BAY MOT WERKE BMWG DE BAYER N AG BAYGn DE BEIERSDORF BEIG DE COMMERZBANK CBKG DE DAIMLER AG N DAIGn DE DEUTSCHE BANK N DBKGn DEUTSCHE POST NA DPW DJ INDU AVERAGE DJI DT BOERSE NEUE DBiGne DT LUFTHANSA AG LHAG DE Name Last Access 9 23 2011 9 23 2011 in use 9 23 2011 9 23 2011 9 26 2011 in use in use 9 23 2011 9 23 2011 9 26 2011 9 23 2011 9 23 2011 X Groups _ Illl Reference Data Price Data T fz Refresh Symbol ADSGn DE Symbol Group Equity Alias ADSGn DE Symbol Class Equity Filter Active Filter Type Global m Filter Value Timezone Starting with DataConnect 5 2 symbols can be logically grouped by their respective market sectors Tick the Groups checkbox to enable grouping IDN_S
16. Licenses and Users on page 49 e For adding symbols see Managing Symbols on page 58 3 5 Updating Note To update uninstall install you must have administrative rights on your computer When installing a newer version of the DataConnect software uninstall the old version first 1 Open Start gt Control Panel gt Add Remove Programs 2 Choose Tradesignal DataConnect and remove it The configuration settings file MDS INI and data cache file mdsdb dat will be kept 3 Install the new Tradesignal DataConnect version as described above 3 6 Uninstalling Note To uninstall you must have administrative rights on your computer 1 To completely uninstall the Tradesignal DataConnect software uninstall it and then remove the leftover files 2 Open Start gt Control Panel gt Add Remove Programs 3 Choose Tradesignal DataConnect and remove it The configuration settings file MDS INI and data cache file mdsdb dat will be kept 4 For a complete removal open Windows Explorer and delete the installation folder on your hard drive usually located at Program Files Tradesignal MDS 15 any Tradesignal DataConnect User Guide TSWoTS tradesignai 3 7 Copying an existing data cache file to a new DataConnect If you have a currently running old DataConnect before version 5 and want to copy the data cache file to a newly installed DataConnect that uses the same Reuters infrastructure do the following 1 Stop
17. P2PS configuration issues can be found in Reuters documentation e g RMDS Tuning Guide 104 any Tradesignal DataConnect User Guide TOUO TO tradesigna I have DataConnect running in an RWSHi environment where the VPN tunnel gets cut every 16 hours For some reasons DataConnect sometimes does not automatically re establish the connection so that all my instruments are not updating anymore meaning have to restart DataConnect The feed log file log out contains an entry Logon failed User lt username gt has already logon to resilience cou Thomson Reuters only The probable reason for this condition is that there is a failover sink distributor specified in the ss api cnf file and there is another sink application using the same DACSID running on the same machine for example Reuters Kobra After the VPN connection is cut and re established both applications will automatically try to re establish the datafeed connection When one application successfully logs in to the primary sink distributor and the other tries to log in to the secondary failover sink distributor the Thomson Reuters infrastructure will reject the second log in as one user is already connected to an alternate sin distributor in the infrastructure The behavior of the Reuters SFC API is to never retry other sink distributors if the reported error is received There are some possible workarounds for this problem suggested by Thomson Reuters developme
18. Services snap in listing all services installed on the local system and locate SNMP Service then right click to open the service properties Select the Traps page and add a new Community Name called public to the list if not yet present Add all machines that host an SNMP Management Application you plan to access DataConnect with as Trap destinations SNMP Service Properties Local Computer SNMP Service Properties Local Computer aps Security Dependencies jeneral Log On Recover Agent Traps Security Dependencies The SNMP Service provides network management over TCP IP Send authentication trap and IPXSPX protocols If traps are required one or more community names must be specified Trap destinations may be Accepted community names host names IP addresses or IPX addresses os Community Rights Community name public READ ONLY public i Remove from list Trap destinations Add Eat Remove mymachine l mymachine2 9 Accept SNMP packets from any host Accept SNMP packets from these hosts Ca Leam more about SNMP Leam more about SNMP _ Canc Ay Now select the Security page and add public as an accepted community name for read only access Add your SNMP Management hosts to let the SNMP service accept their requests in the list by selecting Accept SNMP packets
19. User Guide TOWO any tradesignai 7 13 Generating Usage Reports for Trayport Starting with DataConnect 5 10 16 usage reports can be generated for the Trayport data feed DataConnect will record data feed usage on a per user basis Reports can be generated with monthly granularity either in textual form or in a more structured way as XML Note that Tradesignal users need to use client version 7 6 3 or later in order to facilitate usage reporting The Usage Report wizard will be started by clicking on the Usage Report icon in the Home ribbon Home Log Query Command Line Offline Mode Le F amp 2 Restart Manage Manage Manage cted Query Settings Datafeeds Licenses Users Symbol Usage reports are generated taking data from every DataConnect into account that is currently attached to the Console Results will be combined into a single report Please note The Trayport data feed is currently the only data feed that supports Usage Report generation Trying to generate a Usage Report when none of the connected DataConnect servers have a Trayport feed configured will result in an error message The wizard will allow you to select a data range to restrict the number of months for which usage data should be reported The available choices include the recent three months current month previous month current year previous year all available data and a custom range The following wizard page will let you select which inf
20. advises Command Line Note Commands can only be executed if the DataConnect Service is running and the DataConnect Console has a valid connection to it Both of these states can be validated in the status bar see Status bar on page 19 16 5 Query symbol Click Query Symbol to b ik i o a 2 amp check whether an Stop Restart Manage Manage Manage Query Mail instrument iS available in Settings Datafeeds Licenses Users i the datafeed A report is delivered on the instrument This is especially useful for troubleshooting Service 16 6 Sending automatic e mail messages to administrators i B i t ar Click Manage Settings gt ey h 9 2 aS M4 Administrator stop Restart m nage Manage Manage m Query E Mail Notification Settings Datafeeds Licenses Users Symbol Logs Service Enter a comma separated list of email addresses and an SMTP server Notifications will be sent for critical events only 93 any Tradesignal DataConnect User Guide TOWO Click E Mail Logs to create a zip package with information about your DataConnect system E amp amp lg SS Stop Restart Manage Manage Manage Query Settings Datafeeds Licenses Users symbol Logs Service The E Mail Logs function creates a zip package containing relevant files and additional information that helps the Tradesignal support pin pointing possible problems lf demanded DataConnect can be instructed to incl
21. after copying the files It will attempt to convert the datafeed settings to the new format DataConnect will not start until a datafeed is configured correctly 16 any Tradesignal DataConnect User Guide TOUO TO 4 DataConnect Console The Tradesignal DataConnect Console is the central user interface UI for the DataConnect System Here the connections users symbols settings etc can be managed 4 1 User interface overview Tradesignal DataConnect Console DataConnect B devpc10 7000 el Bp z Home Log Query Command Line 4 Offline Mode i r ew E F A 3 E U o a vE Y Bee gt gt F Pm W n Restore Default Hist Data ta ync Stop Restart Manage Manage Manage Connected Query E Mail Usage Tick Filter Import Export Backup Restore D Settings Datafeeds Licenses Users Symbol Logs Report Restore Default Ref Data Data BMWG DE Reference Data Price Data el Save Changes 2 Refresh Symbol Alias a Last Access BMWG DE BMWG DE Symbol Group Symbol Class Equity Equity in use 1 12 2015 Name 1 12 2015 BAY MOT WERKE V Filter Active 1 12 2015 Exchange Filter Type Global in use 1 12 2015 1 12 2015 Filter Value in use in use in use in use faa at Rollover Time DT LUFTHANSA AG LHAG DE 1 12 2015 DT TELEKOM N DTEGn DE 1 12 2015 E ON SE NA EONGn DE 1 12 2015 J Detected Windows 7 Checking for datacache availability Datacache connection successful Datacache info Fireb
22. be taken as verbatim text e g the pattern MMM OF_ YYYY might generate the sequence item alias FEB OF 2013 Note that spaces are not allowed in alias names Note that N will map to the sequence item name with all spaces removed e g Wk 1 10 WDY becomes WK1 10 WD Alternatively spaces can be replaced with any character using Nc where c denotes the space replacement character e g using N_ would yield WK_1 10 WD 6 2 4 Product change detection for Trayport trade updates The Trayport data feed has a means to publish updates to already committed orders and trades as corrections that are then picked up by DataConnect which in turn corrects affected stored prices A trade correction can be either of type update or delete A deal update normally involves modifying the price or size of a deal but Trayport also allows a modification of the underlying product that was traded In this regard the Trayport system behaves somewhat idiosyncratic in that it does not send out one update message involving the new product and one deletion message for the trade in the incorrect product Only the update message is being generated Consequenily product change modifications become notoriously hard to handle by feed handlers like DataConnect as this involves locating the product that was previously associated with a trade Not removing such mistrades may result in unwanted spikes in the history of a traded produ
23. command reloadtemplates Force template reload and export them Forces a reload of the session and time zone data from the data stream and the template pages are written as text files to the Templates directory command reloadtemplates export any 96 Tradesignal DataConnect User Guide TOUO TO tradesignai 17 3 Command Reference In general all time arguments will be in the following format yyyy mm dd hh mm ss mmm and period will be one of TICK 71MIN 5MIN 30MIN 1HOUR DAILY WEEKLY or MONTHLY Parameters called symbol will most likely be a standard RIC although they could be an alias for a RIC of an artificial instrument All commands below take the following rough form command variable optional alternate 2 17 3 1 Administrative commands email text This command can be used to test the email notification feature or to send arbitrary notifications to the list of administrators The sent email will contain whatever text is For example email going to shut down now will send an email containing the message going to shut down now to all administrators backup Starts creating a live backup of the DataConnect data cache file For more information see Backup Restore on page 76 updatelic Re reads the license XML file and notifies connected clients to reacquire all licenses dump lic Displays all licenses and whether they are in use or not script filename Executes all DataConnec
24. ensures that all data that has been modified or permanently deleted cf section 9 2 on the source server will be transmitted to the destination server A typical use case of this feature would be to set Symbols to synchronize to Only insert missing symbols in conjunction with this option This would ensure that the same set of symbols from the source server will be present on the destination server and all user edits performed on the source will be transmitted to the destination as well Manual user edits would therefore need to be performed on the source system only Please note DataConnect will keep track of all performed automated synchronizations in order to reduce the amount of user edited data to be transferred This works based on recording the IP address of the requesting target server Therefore when planning to use this feature it has to be ensured that the network environment is set up in a way that guarantees unique IP addresses for every host DataConnect is running on 78 any Tradesignal DataConnect User Guide TOUO TO 12 4 2 Manual synchronization Y gag tar I E a Tick Filter Import Export Backup Restore Click Synchronize to start the synchronization manually Data The dialog offers similar options to the automated synchronization The destination system is always the system you currently work with Enter the source server the source datafeed and the destination datafeed The symbols avai
25. file reports that the ODBC driver cannot be found you will need to install the SQL Server client components on this machine check with the administrator before doing this 6 Restart DataConnect and query a symbol Please note Even with this mode active DataConnect will still attempt to get the last 24 hours worth of trades from the API instead of the database since in most installations the database is only updated once per day for performance reasons This time period can be modified or disabled in the Trayport settings in the DataConnect Console 6 2 2 Rolling DataConnect provides a number of special symbols for each Trayport sequence in a symbol list marked as Rolling These symbols represent instruments that will automatically roll from one sequence item to the next based on the defined next contract NEAR 1 2 etc The rollover is strictly based on the defined trading end date of the current contract DataConnect will also back adjust the historic process after the first tick in the new contract to remove price gaps introduced by the rollover Absolute adjustment means that historic prices will be reduced or increased by the difference between the close of the previous contract and the first tick of the new contract after the rollover Relative adjustment means that historic process will be multiplied by the ratio between the old and new prices 28 aay Tradesignal DataConnect User Guide TOUO TO tradesign
26. is the amount of time an intermediate file has to be inactive at least before it Is automatically removed 46 any Tradesignal DataConnect User Guide TOUO TO tradesignai 6 6 Setting up Thomson Reuters Tick History Feed Thomson Reuters Tick History Feed can be set up using CSV Feed and can be installed by selecting the CSV Feed option in the DataConnect setup This data feed scans one or more specified file locations containing price data definition files in Thomson Reuters Tick History format making the data available to Tradesignal clients Files are periodically being rescanned to propagate possible updates Steps to set up Thomson Reuters Tick History Feed 1 To set up Thomson Reuters Tick History Feed after its installation start by selecting the Manage Datafeeds button on the DataConnect Console s toolbar Then click on the Click here to add a new datafeed link to start the wizard Select the option CSV Feed in the wizard In the next page of the wizard a three letter prefix can be given to the feed after completing the wizard the newly added feed would be visible in the table on the left hand side of the Manage Datafeed window Select this entry to start configuring the data feed The CSV Feed settings panel will be visible on the right hand side of the window 2 To add source files to the CSV Feed the folder s containing source files should be added with appropriate file formats assigned to those folders A new folde
27. is updated daily at 6 am UTC by snapping the current value of the static Bloomberg field named FUT_ACT DAYS EXP BB EXCH STATUS 210004 string Exchange Market Status Exchange specific representation of the trading status of the security EXCH MARKET STATUS P 08 00 16 00 6 3 2 2 Section UserDefinedFIDs Precondition for defining a new user defined FID is an entry in the QuoteFields section described in paragraph 0 The syntax for defining a new FID is as follows FID RegisteredRealtimeField BloombergHistoryField InstrumentPattern The name of the user defined FID as it ASWPASK shall appear in DataConnect and Tradesignal Regie ceceeched lea mek 12 lol The field which feeds realtime updates Be ASS Sue a for this FID must be one of the Fields registered in the QuoteFields section EEO roS eC E lel The name of the Bloomberg static history ASSET SWAP SPD ASK field that feeds historic daily data or if historic backfill is unavailable Note that Bloomberg does not provide intraday data for supplemental fields InstrumentPattern A Regular Expression RegEx which Corp defines the symbols that the defined FID will be added to Examples ASWPASK BB ASSET SWAP SPD ASK ASSET SWAP SPD ASK Corp ASWPBID BB ASSET SWAP SPD BID ASSET SWAP SPD BID Corp ASWPMID BB ASSET SWAP SPD MID ASSET SWAP SPD MID Corp Defines three user defined FIDs ASWPASK ASWPBID ASWPMID for all symbols of the Corporate Bond Bloomberg se
28. item information provided by Trayport This approach involves picking certain parts from a sequence item s name and or its expiry date to form the sequence item alias Example Symbols for the Euro Power Germany Baseload instrument id 10001126 should have a common symbol alias starting with GERBSLD monthly contracts should be denoted with MON and items from the German Baseload monthly sequence should follow the pattern MMMYY e g JAN13 The concatenated alias for the January 2013 monthly Germany Baseload contract would then be named GERBSLDMONJAN13 Seasonal contracts should be denoted with the alias SEASONS and contained sequence items should be accessible using the season abbreviation from Trayport s provided sequence item information e g Win Sum followed by a dash and the four digit year indicator The complete alias for Germany Baseload Winter season 2013 would then be GERBSLDSEASONSWIN 2013 If necessary DataConnect allows delimiting the three sub parts with a separator character e g the dot in which case the aliases would be named GERBSLD MON JAN13 and GERBSLD SEASONS WIN 2013 The following settings would generate such a naming scheme Trayport Settings Log File Rule based Symbol Mapping Replacement instrument codes to use instead of the numeric Trayport instrument codes E g GERBSLO 10001126 GERBSLD 10001126 29 mu Tradesignal DataConnect User Guide TOWO tradesignai Rule based Symbol Mapping Replacem
29. on performed stock splits on or off trace ssl file log on off ric7 ric2 Switches tracing of realtime data as it gets received on or off If RICs are specified only messages applying to these will be displayed You can choose either the DataConnect log or a file as the target for the realtime data logging In the latter case the file name will be the RIC name and txt appended The parameters LOG and ON are synonymous If no RICs are specified realtime data for all connected instruments will be displayed Examples trace ssl log EUR will continuously display realtime data for the EUR trace ssl file DJI GDAXI SPX will log realtime data for DJI GDAXI and SPX into three files trace ssl off DJI will switch off tracing realtime data for DJI only trace ssl off will switch off all realtime data traces trace timestamp onloff symbol When switched on dumps information on the calculation of date time stamps from the original data stream fields for every incoming update If symbol is omitted this will be dumped for every instrument 101 any Tradesignal DataConnect User Guide TOUO TO 17 3 4 Informational commands dump commands Displays all currently active commands dump permission Displays the contents of the permission cache dump stats Displays the current values of all DataConnect statistic counters dump traces Displays all traces and their current values dump users Displays informa
30. or shutdown the Eikon feed handler process manually J Microsoft office d Startup Thomson Reuters do Tradesignal DataConnect Console Io EikonFeed E Restart EikonConnect Stop EikonConnect 4 Back Search programs and files pP In order to configure an Eikon data feed for DataConnect pick Thomson Reuters Eikon in the Manage Datafeeds Wizard and enter e Prefix only configurable when a default feed with empty prefix is already set up e Default data source e g IDN IDN_RDF or IDN_RDF IDN The datafeed prefix is used to distinguish internally between the different data providers It will be part of each symbol name created for that datafeed The suggested setup when using the Eikon feed is to configure Eikon as the main feed with no prefix Additional Eikon sub feeds can then be configured with dedicated prefixes in the Manage Datafeeds dialog see below Breaking Change When using versions of Eikon after 4 0 26424 it is very likely the data source feed name will need to be changed to IDN_RDF IDN 6 1 2 1 Advanced Eikon data feed configuration When necessary additional configuration options can be set once the Eikon data feed has been added to the feed configuration Select the EIKON entry in the Manage Datateeds Dialog to display the specialized configuration pane for the Eikon data feed The remainder of this chapter describes the available configuration options 24 any Tradesign
31. order to enable DataConnect side filtering based on trading sessions check Remove ticks outside the session A trading session defined by the datafeed can be overridden on a per instrument basis C Use default session filter settings Session extension start of day Session extension end of day Session extension start of session Session extension end of session For a Trayport datafeed the standard session and standard timezone can be edited for the datafeed via Manage Datafeed 10 3 1 Configuring session extensions Checking Remove ticks outside the session will enable the configuration of session extensions in minutes Session extensions can be used to expand an instrument s session slightly e g in order to include market close tick information which may be published shortly after a session ends The extension values for start end of session will only be applicable when you have more than one session per day Above is a schematic visualization of two daily sessions where session 1 runs from 08 00 till 12 00 and another session 2 runs from 15 00 till 18 00 The extension marked as 3 73 any Tradesignal DataConnect User Guide TO UO1O tradesignai would refer to the start of day the one marked 4 to the end of session the one marked 5 to the start of session and the one marked 6 to the end of day 10 4 Checking filter setti
32. s lt fid gt s csv 9 Note that in the example a white space character is used to separate Symbol Fid and Period therefore s is used to separate the different groups mentioned in the regular expression All predefined group names are case insensitive In addition to symbol fid and period the following metafields can likewise be specified in the file name using the lt metafield gt syntax e Exchange e Currency given as three letter ISO 4217 short code e DisplayUnit number of decimal places given as an integer e TradeUnit trade unit key see Appendix A for details e ContractSize given as a floating point number e TickSize given as a floating point number Note that hovering the mouse above the blue question mark symbol to the right of the pattern edit box will display metafields as extracted from the given file name using the specified pattern This is a simple way to check the entered expression for validity The File name option will show the path of the selected file without the root folder Folder specified in the Add new source folder dialog This will be useful in case symbol needed to be derived from folder names of the source files NOTE When opening a CSV format for editing through Manage CSV File Format option if the CSV format is not assigned to any folder the File name field will show the full file path care should be taken while setting a Parse file name pattern since root folder will be
33. search For all items starting with an 4 MAN SE Q MANG DE DE will search For all items containing an DE 4 6 Context menus In some areas context menus are available Open them by right clicking the area element Symbol ALLIANZ sE Q GDAXI Alas ADSG DE E asi Q BASF DE iS danane Q BAYGN DE Delete Selected Symbolis BAYGN C O BEIG DE Copy Selected Symbol Q BMWG DE 0 CBKG 0E O DAIGn DE 4 7 Field labels Field cannot be left empty or the entered value is not valid Move the mouse over the label to read the error message in a tooltip 4S Field has a warning Move the mouse over the label to read the warning in a tooltip 19 any Tradesignal DataConnect User Guide TOWO 5 Starting stopping the system Note To start stop the system you must have administrative rights on your computer m O Manage settings Restart Manage settings Manage All process steps are logged and displayed in the Logging console settings Manage Datafeeds Service 3 Manage Datafeeds Service h Manage Datafeeds Service Tradesignal DataConnect User Guide Torvoelre Manage Con LICENSES Manage Licenses 2 Manage LICENSES Pas Q Connected Query Users Symbol am T 2 a Connected Query Users Symbol 20 b4 E Mail Logs Mm E Mail Logs b4 E Mail Logs Requires administrative rights on the system C
34. should therefore only be used by experts The Query tab offers the ability to run queries that will be written to the DataConnect log file mds log and displayed in the Logging console Click the offered query and it will be run instantly Home Log Query Command Line Offline Mode Filter Candlecache Data Since Symbol List PE Users Commands Page Al Length Field Period Combinations Properties T51 Info Symbol Field Period Combinations Licenses Traces Pages Detailed Field Period Detailed Splits Tick Count Symbol Field Period Detailed Splits By Date Statistics Permission Test Only Closed Schedule DJI Symbols Service SSL TS1 Tip Queries can be run manually by entering query commands in the command line 92 any Tradesignal DataConnect User Guide TOWO 16 4 Command line Note This tab is normally only used in association with support staff to diagnose reported issues Activating some or all of the commands can lead to significant performance problems and should therefore only be used by experts With the command line script commands can be issued directly to any connected DataConnect For a complete list of suitable commands see Command Reference on page 97 e For valid commands the response will be added to the log e For invalid commands an error dialog will be displayed H Tradesignal DataConnect Management Console localhost ingoseven2 000 Home Log Query Command Line Offine Mode xdump TPT
35. the Templates directory Note that the templates directory must exist otherwise you will get an error message Also note that the next template reload will use the stored templates located in the DataConnect installation directory these template must be deleted if it is not the desired behavior to reload them remount Reconnects all instruments at the infrastructure remount closed Reconnects all currently disconnected closed instruments trace del on off Switches deletion of obsolete data dumping on or off trace expire on off Switches dumping of date time expiry information on or off mainly for odd ticks for Futures instruments 100 aay Tradesignal DataConnect User Guide TOUO TO tradesignai trace feedinfo on off Switches tracing of informational datafeed infrastructure messages concerning instruments on or off trace flush onloff Switches instrument cache flushing dumping on or off trace propchange onloff Switches logging of instrument property change notifications like a changed display name on or off trace rollover on off ric This will enable disable writing of rollover logs for the given RIC into the DataConnect directory specified in MDS INI trace sessions onj off When this is switched on QQ session download will be logged in the files sessions_raw log and sessions log To force a session download use the reloadtemplates command trace split on off Switches tracing information
36. the given RIC dump insts symbol db Displays all instruments that share the given symbol or RIC and includes the last tick time and the number of ticks in the data file dump insts all Displays all instruments and sub instruments dump insts all db Displays all instruments and sub instruments and shows the last tick time and number of ticks contained in each dump page page_id Displays the QQ page identified by page_id for example dump page QQCZ dump pages page_id Displays a series of QQ pages starting with the page called page_id for example dump pages QQDA dump props symbol Displays the properties of the given symbol or RIC dump splits symbol Displays information about any splits that have been processed for the given symbol or RIC dump splits date_from date_to Displays information about any splits that have occurred during the specified period dump ssl closed Displays all symbols currently advised at the infrastructure in the log If the closed argument is given only symbols that are closed e g dropped will be printed getlastaccess feed symbol fid period Returns the last access time for the specified instrument for example REUTER GBP BID 1MIN 99 mu Tradesignal DataConnect User Guide TOWO tradesignai getticks symbol fid period Retrieves the number of ticks stored in the data file for the given instrument for example EUR BID DAILY isenabled symbol fid period Checks if the gi
37. the old DataConnect if it is currently running 2 Make a copy of the following files from the old DataConnect e The data cache file TMDS DAT if the data cache file is called MDSDB FDB rename the copy to TMDS DAT e The data cache backup file TMDS DAT BAK if the data cache backup file is called MDSDB FDB BAK rename the copy to TMDS DAT BAk e The settings file MDS INI It is strongly recommended that these backup copies are securely stored in case of installation problems 3 Stop the new DataConnect if it is currently running 4 Copy the backed up files from step 2 into the installation folder of the new DataConnect overwriting the current files if they exist 5 If the data cache file was called MDSDB FDB before renaming open the MDS INI file in a text editor and replace MDSDB FDB with TMDS DAT in the DataPath setting in the General section 6 Restart the new DataConnect Note If you need to copy a data cache file to a new DataConnect that uses a different Thomson Reuters infrastructure settings from the old MDS N file will need to be copied by hand into the new MDS INI file Using certain configuration values from the old DataConnect such as Maximum Number of RICs and History Lengths will ensure that the data is correctly described Note lf the data cache file is from a DataConnect version before 5 proceed as described above but be aware that the datafeed definition has changed Start or restart the DataConnect Console
38. work on the second system which might not be equipped for that many users This scenario can be seen as a substitute for scenario 4b where provision of sufficient server hardware is limited 2 4 Scenario 4 Multiple systems In case of larger user groups and or a larger number of instruments multiple systems are necessary The easiest configuration is to multiply the primary failover system pairs Depending on licenses user groups and users users may be able to connect to any primary system or only to some of them In principle each DataConnect can have all types of datafeeds so it is possible that all primary failover pairs are configured identically This makes synchronization automated or manual very easy 10 any Tradesignal DataConnect User Guide TOUO TO 2 4 1 Scenario 4a Distributing feeds and symbols across individual servers Note This configuration is only available for use with Tradesignal Enterprise Edition 5 3 and above The typical case for needing multiple servers is where the data collection requirements of a given feed are too great for the capabilities of a single server In such a case individual feeds can be collected on a single server or server pair or groups of Symbols from a single feed can be collected across multiple physical servers see Filtering Instruments Whitelisting on page 75 on configuring whitelisting Symbols for a specific server Failover Primary Failover DataConne
39. 012 61 6 8 23 2012 62 78 8 22 2012 62 52 8 21 2012 62 57 8 20 2012 62 05 8 17 2012 61 8 567 The source column indicates the origin of the displayed values l realtime the source is realtime updates from the datafeed T historic the source is historical data from the datafeed U user the bar has been modified by the user The respective row is displayed using bold font Daily High Z lal Save Changes Close Click here to add new candle 62 99 62 64 62 34 62 2 62 6 62 69 62 64 62 4 63 19 62 52 62 17 lar 6L51 6103 60 91 ol Sf 62 09 61 67 51 24 61 46 62 17 62 4 61 98 bl 3 62 29 62 44 61 61 6122 B22 62 45 62 62 62 15 61 68 62 32 63 04 62 5 62 05 X Refresh 436142 2359994 3084550 3151278 1687322 1348875 2227577 3214006 2271832 3853766 Filter Source HA aa rHHHH4HH8 40 All Candles KIXI OM D disabled the bar has been disabled by the user The respective row is displayed using grey font available as of DataConnect version 5 5 mi p A dropdown filter menu is available that allows to show all user edited data at a glance or to hide disabled candles Tradesignal DataConnect User Guide Torvoelre 61 any The rightmost column contains the following buttons x Deletes or disables the selected bar see section 9 2 2 Only enabled when the selected bar is marked as previously edited or disabled Resets the overwrite protect
40. 2 Direct all other DataConnect installations to this central license server in the following way a Ensure the license server is available from the DataConnect Console b Select the DataConnect server that needs to connect to the license server c Display the Manage Licenses Dialog d Check the Use Central License Server box and pick the License Server from the list e Click Save and Restart DataConnect Use Centralized License Server License server License Server licServer 7000 7 3 License properties and usage Each DataConnect license has the following properties Quantity The number of licenses of this type that are available Start Date The date on which the license becomes valid Expiry Date The date after which the license ceases to be valid Features The features this license allows see below License Key The License key itself Status Indicates whether this license is valid invalid superseded duplicated expired or pending Important points about licenses e Licenses are connected to the installation by the Machine ID of the computer e Licenses are cumulative so if a system has two valid licenses each allowing 5 connections to the system this system will allow a total of 10 connections e Multiple identical licenses with the same license code are not allowed and will result in all but one of them having an invalid status e Each license contains a numeric list of features These feature
41. Connect for Thomson Reuters Data 18 2 1 Troubleshooting failed connections to Triarch RWS SSL4 Assuming all settings are correctly set when the Tradesignal DataConnect is started from the Tradesignal MDS Control Center the message DataConnect is now running will be displayed as the last line in the log Should connecting to the feed infrastructure fail for some reason the DataConnect will display as much information on the error as possible to help with the diagnosis the reason for connect failure is usually one of the following e The wrong feed record service was configured for example setting the record service to IDN_RWS when you have IDN_SELECTFEED To solve this set the Service field in the Manage Datafeeds pane e A configuration parameter has been misspelled IDN_SELECTFED instead of IDN_SELECTFEED e An incorrect DACS user name was set Please ask your DACS administrator for verification e A valid DACS user name was used but connecting fails because another user is using that same name on a different workstation Use a different DACS user name e The sink distributor name is not correctly entered in the Host s field of the Manage Datafeeds pane If the name is correct try pinging the sink distributor to ensure that it is up This could also be a name resolution problem so ask your DNS administrator for assistance if necessary lf there is the need for additional feed configuration parameters for example to aid t
42. ELE Name Ae New Clone Delete Reload List W Groups Name ALL 352 gt Bond 1 gt Currency 31 gt Equity 34 Future Commodity 275 gt Index 10 Others 1 gt 58 a Tradesignal DataConnect User Guide Torvoelre tradesignai You can drill down into groups by clicking one of the entries For example selecting Currency 31 gt will filter the list of symbols to contain currency type instruments only Name A TOP BACK ALBANIAN LEK ALL ARMENIAN DRAM AMD AUSTRALIAN DOLLAR AUD BOSNIA HERZEGOVINA CONVERTIBLE MAR BRITISH POUND GBP BULGARIAN LEV BGN CANADIAN DOLLAR CAD COATT ARI LIRA Tum Depending on the connected upstream data feed groups can be organized into multi level hierarchies The entry Top will always transport you back to the top most level in the hierarchy while lt Back will get you to the previous level in the hierarchy Symbols can be added cloned deleted and the list can be reloaded The context menu offers the additional option Query Symbol This can be used to troubleshoot the datafeed Search terms can be entered in the search field Add an asterisk for a wildcard search for example as finds Adidas and BASF For each selected symbol the reference data and the price data can be displayed to the right e For exporting importing symbols data see Export Import on page 80 e For setting up datafeeds see Managing
43. O UO1O 7 12 Generating an alert when a license is about to expire Starting with version 5 3 DataConnect is able to generate a warning into the DataConnect log and the Windows Application Event Log and optionally an Email to the Administrator or an SNMP Trap when a license is going to expire soon The behaviour can be controlled in the options dialog shown using Manage Settings gt Administrator Notification localhost gt DataConnect Options Service TMDS tradesignal com Data Service General Data Collection SMTP User optional Whitelist Automated Synchronization SMTP Password optional Client Connections Logging Administrator Notification Interval before indentical messages are resent in seconds Offine Mode 3600 SNMP Test Current E Mail Settings DataConnect can generate an alert to the DataConnect Log and Windows Application Event Log when a license is about to expire Days before expiry set to 0 to deactivate alert fle Send an Email to the administrator entered above Generate SNMP Trap DataConnect SNMP extension must be activated DataConnect must be restarted for change to take effect Only available with an active connection Note that the pending license expiry alert can be switched off by setting the option days before expiry to Q Please refer to section 15 on how to setup SNMP integration when you plan to generate SNMP traps on license expiry 54 Tradesignal DataConnect
44. The Symbol and FID in the CSV feed must exactly match the Thomson Reuters RIC and FID This is more or less guaranteed when using the Thomson Reuters Tick History format 6 1 2 Connecting to Eikon The following applications are required to be installed on the same local machine as DataConnect to be able to access Thomson Reuters Eikon data e Thomson Reuters Eikon e Optional for Eikon 3 x and earlier Microsoft Excel 2003 or above with activated Thomson Reuters Eikon Excel Add In For Eikon version 3 x and earlier the Excel add in is necessary for historic data retrieval as Eikon does not offer a dedicated API for direct history downloading 23 any Tradesignal DataConnect User Guide TOUO TO tradesigna To access the Eikon realtime data API Thomson Reuters requires that an application has to run under a normal user account usually the same account that runs the Eikon application Unlike other DataConnect extension services e g Trayport Bloomberg GlobalView that run as Windows services under the LocalSystem account the Eikon feed handler process must therefore be run as a non service application In order to provide a similar level of reliability in terms of exceptional situations the Eikon feed handler comes with a separate safeguard program that restarts the Eikon feed handler when it is unexpectedly terminated The DataConnect setup will also install shortcuts to the Windows Program menu that allow fast access to restart
45. Tradesignal DataConnect 6 1 User Guide Table of Contents 1 Overview 1 1 Architecture 1 2 Scope of the manual 1 3 Target audiences 1 4 Expressions and formats used in this manual 1 4 1 Note and Tip 1 4 2 Formatting 1 5 Glossary 2 Deployment Common Installation Configurations 2 1 Scenario 1 Local installation alongside Tradesignal single user 2 2 Scenario 2 DataConnect on dedicated system 2 3 Scenario 3 Two systems 2 3 1 Scenario 3a One system as failover 2 3 2 scenario 3b Two identical systems working in parallel 2 4 Scenario 4 Multiple systems 2 4 1 Scenario 4a Distributing feeds and symbols across individual servers 2 4 2 Scenario 4b Scaling number of clients beyond scenario 3 2 5 Scenario 5 Local installations using a centralized licensing DataConnect 3 Installation 3 1 Preparations for installing DataConnect 3 2 System requirements 3 2 1 Supported operating systems 3 2 2 Minimum system requirements 3 2 3 Recommended system requirements for the use of DataConnect 33 Software Requirements 3 3 1 Global Vision API Trayport Feed Handler 3 4 Setup 3 5 Updating 3 6 Uninstalling 3 7 Copying an existing data cache file to a new DataConnect Tradesignal DataConnect User Guide TO UO1O oOo o oo o o ON N i i i i i i PO D O O O O CO _ om w OO a ee a a a ee a co Oonwnrst A FF HRW W aay 4 DataConnect Console 17 4 1 User interface overview 17 4 2 Application button 18 4 3 Symbol ar
46. a 6 2 3 Mapping Trayport Symbol Identifiers Using DataConnect version 5 5 and below the only way to assign user defined identifiers to Trayport symbols is setting up explicit one to one mapping entries in the SymbolMap section of the TMDSTRPT INI file e g GERBSLDMONJAN1 3 TP10001126 10000104 109 While this approach may be viable for many use cases it has a number of drawbacks e One alias entry has to be created for each instrument sequence sequence item triple where one sequence can contain possibly hundreds of sequence items e When new sequence items are added by the upstream Trayport service the SymbolMap section has to be manually updated with new aliases e Symbols for server side continuous contracts UDCs cannot be mapped using this approach Additionally to the above DataConnect is therefore offering rule based symbol mapping to remedy these deficiencies starting with version 5 6 The basic idea is to split the alias in three parts one for the instrument e g Euro Power Germany Baseload one for the sequence e g Months and one for the sequence item e g January 2013 These three parts concatenated then form the specific alias The instrument and sequence alias parts are defined using a one to one mapping e g GERBSLD maps to Trayport instrument identifier 10001126 and MON maps to the Trayport sequence identifier 10000104 The sequence item alias part is specially mapped using a rule that is applied to the sequence
47. a org wiki ISO_4217 A sample file using ThomsonReuters symbols could look like this Currencies EUR EUR X CHF CHF X On the left of the equal sign is the ISO Code EUR CHF and on the right side is the provider symbol EUR X CHF X The quotation marks are optional and will be ignored 70 any Tradesignal DataConnect User Guide TOUO TO 10 Filtering Ticks There are a number of configuration options to instruct DataConnect e to ignore prices that deviate too much from their predecessors value filter and e to ignore updates that are received outside an instrument s session session filter Price filtering is configurable e on a per symbol basis see Setting a bad tick filter for a single symbol on page 71 e ona per instrument class basis see Setting up tick filtering for on page 72 Note Once a price is terminally filtered i e not confirmed by a successive tick in the same price range it cannot be restored as filtered prices are not stored in the DataConnect data cache file Therefore use the filter mechanism very cautiously to avoid filtering legitimate ticks 10 1 Setting a bad tick filter for a single symbol To set up a bad tick filter for a single symbol 1 Click the symbol for which a filter is required 2 On the Reference Data tab check the Filter Active option 3 Select the desired Filter Type and Filter Value according to the following table Filter Type Filter Value G
48. aConnect installation path DataConnect may use cached lists in online mode as well in order to avoid additional requests to fetch list contents from the upstream feed By default DataConnect will re use cache contents for successive list requests within the time span of 300 seconds If it is not desirable to use cached symbol lists this feature can be deactivated In case of OpenConnect data feeds serving their symbol list data on a user based mechanism cache files for each user will be generated 85 any Tradesignal DataConnect User Guide TOUO TO 14 2 Offline Mode Cache Files The DataConnect will cache all symbol list and test chain request results to show the content of a predefined symbol list or to create requested forward curves in offline mode It is possible to share these offline mode cache files with other DataConnect instances There are two ways to share cache file data One is to export the content to a binary file and import it later on the target machine Click Export to export cache files to a binary file Synchronize Import Switch Mode Cache Files Click Import to import cache files from a binary file q Synchronize Switch Mode Cache Files The second way is to directly synchronize those files To use this feature the DataConnect Console needs a connection to both DataConnect instances Note A DataConnect in offline mode may only get accessed locally a remote connection to such a DataC
49. able Enable unused symbol removal for Reuters TREP unused symbol removal for Reuters EIKON unused symbol removal for Trayport unused symbol removal for Bloomberg unused symbol removal for GlobalView vies of days before unused symbols are deleted Enable tick filtering Default value filter 34 Only apply filter when two successive ticks are n o more than minutes apart Remove ticks outside the session Cancel Tick filtering is based on two settings the value filter applied to the price data and the time elapsed Tradesignal DataConnect User Guide TO UO1O N NO aay tradesignai The value price filter will only be applied if not too much time has elapsed between two successive tick updates This amount of time in minutes can also be set per instrument class 10 3 Setting up the session filter Note The default session filter only offers tick removal The following advanced settings must be configured per instrument class Instruments have a trading session applied to them The trading session is usually defined by the datafeed If no trading session is defined 24 7 trading is assumed By default DataConnect will not filter ticks outside an instrument s session but will store all updates in its data cache file and forward updates to connected clients The client e g Tradesignal may then decide to omit the update from a chart when it is received out of session In
50. ack adjustment gt lt candle calculation gt lt period offset gt lt months gt lt root code gt The future symbol root code lt shift gt Contract shift NEAR or 7 2 3 lt back adjustment gt A absolute P proportional or U unadjusted default A lt candle calculation gt CC close close OO open open CO close open OOC open open continuous default CO lt period offset gt D days or M months followed by a day offset e g 7 default DO lt months gt The month future codes to include M followed by a combination of the letters FGHJKMNQUVXZ in this order default FGHJKMNQUVXZ Example FDX NEAR CO D 1 M HMUZ This specifies the rolling forward based on the German DAX future Thomson Reuters root code FDX with the current contract as the front month NEAR stitching the close of the expiring contract to the open of the continuing contract CO one day before the expiry date D 1 using the four quarterly contracts Mar Jun Sep Dec M HMUZ Note that there is no lt back adjustment gt specified in this example All Rolling Forward symbol part names except lt root code gt and lt shift gt are optional default settings will apply when omitted 9 6 Pass Through Mode vs Persistent Mode Before version 5 3 all symbols were created on DataConnect in a so called persistent fashion which means that reference data and historic data for that symbol were permanently collected in the local data cache and to
51. ailable in the installation folder ra gt Click Stop to stop the TIE amp 2 BAM hect serv g9 ad gt DataConnect service Stop Restart Manage Manage Manage Connected Query E Mail Settings oo Licenses Users Symbol Logs This is necessary fora restore Sd Click Restore and confirm Tick Filter A command window opens To proceed with the restore press any other key in the command window To cancel the restore press CTRL C The status information is displayed in the command window After the restore press any key to close the command window The restore is performed by the gbak utility DataConnect Console will start this utility via the restore cmd script in the installation folder You can also start this script directly Resulting file in the installation folder e tmds dat restore log 12 4 Synchronizing Systems DataConnect installations can be synchronized in their symbols and historical data The destination system synchronizes with a source system by pulling data from the source system The synchronization can be done in two ways e automatically e manually For both synchronization methods a working connection to the source system must be available see DataConnect Connections on page 57 Automated synchronization is an important feature for deployment configurations see Deployment Common Installation Configurations on page 9 7T any Tradesignal DataConnect User Gui
52. al DataConnect User Guide TO UO1O Section General Push Backfill port The TCP IP ports used by DataConnect to talk to the Eikon feed handler service Can be changed when there are conflicts with existing applications Daily session The daily local system time when trading session information reload time should be updated Expired contracts security lists containing expired futures contracts will be filled chain years with contracts reaching back this amount of years Note that Thomson Reuters stops providing historic data for older contracts so this can be used to reduce the number of empty contracts in expired symbol lists Section Pass Through Persistent Mode Pass through DataConnect does not store historic prices in its data cache price data directly in this mode to the client without storage Store historic DataConnect stores historic prices in its data cache in this prices persistently mode which is the default mode in DataConnect s data cache Note See section 9 6 Pass Through Mode vs Persistent Mode for more information on this topic Section Thomson Reuters Eikon Feeds Thomson Reuters Eikon Feeds Default Feed IDN_RDF Alias Service Click here to add a new data source M MARKETLINK W U UISER_FEED x In order to access multiple Eikon sub feeds every such feed has to be assigned a unique prefix This can be achieved by adding data sources in the Eikon Feeds section In the above screenshot t
53. ample above shows how symbol names derived from a symboltists column with date data can be sorted in the order of latest date gt _ Meine Wertpapierlisten first v Predefined Symbol Lists BA ha is For the file shown in the CSV File Format creation example Lee with the above symbol sort settings the Symbol list in sly 25 06 2014 lt CSV 25 06 2014 gt Tradesignal will be listed as below iy 24 06 2014 lt CSV 24 06 2014 gt F 23 06 2014 lt CSV 23 06 2014 gt iy 22 06 2014 lt CS5V 22 06 2014 gt tF 21 06 2014 lt CSV 21 06 2014 gt F 20 06 2014 lt CSV 20 06 2014 gt 44 a Tradesignal DataConnect User Guide TOUO TO 6 5 1 3 Source File Naming Convention In order to reference available data files containing price data a mapping has to be defined between a requested symbol alongside FID and period and its dedicated data file The Parse file name option allows to setup such a mapping in a generic way by providing a regular expression that defines where the requested symbol FID and period parts are to be found in a CSV file name Example If the source file contains LAST FID information of symbol ADAG DE for a periodicity of DAILY the file name can be ADAG DE DAILY LAST CSV which should be stored in the folder with a CSV file format using the regular expression given in the image as a Pattern File name ADAG DE DAILY LAST CSV Pattern lt symbol gt s s lt period gt s
54. ate this mode Enter the EMRS Application Name that was configured by your EMRS administrator and the host name or IP address of your network s B Pipe appliance in the Bloomberg section of the Manage Datafeeds dialog Bloomberg Connection Settings Bloomberg Access Mode B Pipe EMRS Application Name for Tradesignal DataConnect Tradesignal DataConnect B Pipe Host Name s 192 168 L 91 6 3 1 3 Server API Server API allows Tradesignal clients to connect to a DataConnect which communicates with the so called Server Process residing on a dedicated host DataConnect authorizes all client data requests using the client s UUID provided by Bloomberg in conjunction with the IP address Tradesignal users can enter their UUID in Tradesignal in the Datafeeds options Click Show more options to display extended configuration options and enter the UUID in the text field labeled EMRSId B Pipe UUID Server API Bloomberg Connection Settings Bloomberg Access Mode Server Server Process Host Name s 192 164 1 91 Choose Server in the Bloomberg Access Mode dropdown to activate this mode any 36 Tradesignal DataConnect User Guide TOUO TO tradesigna Enter the host name or IP address of your network s Server API Process host in the Bloomberg section of the Manage Datafeeds dialog 6 3 2 Enabling data collection for supplemental fields Depending on the security type Bloomberg symbols usual
55. chedule 4 trace schedule time ts1trace_block_from_clients 8 trace ts1 blocking originating from connected clients tsltrace_block_from_server 16 trace ts1 blocking originating from DataConnect itself ts1trace_dump 32 traces the candle data received from TS1 tsttrace_dump_facts 64 traces TS1 facts ts1trace_dump_ events 128 traces aperiodic events ts1trace_states 256 traces SFC states like complete error initialized ON switches all tracing on except ts1trace_block_from_server and ts1trace_dump updatehistorical symbol Requests historical inter day data for the instrument for example updatehistorical EGRP O 17 3 3 Instrument and data commands datasince symbol period fid Retrieves the date of the oldest tick in data file for the instrument identified by the symbol period and FID tuple createstats Creates all DataConnect specific statistic RICs in the data file deletedatarange symbol fid period time Deletes a candle for example REUTER EUR BID 1HOUR 2010 05 21 15 00 00 000 98 any Tradesignal DataConnect User Guide TOUO TO deletedatarange feed symbol fid period from_time to_time Deletes a range of candles deleteinstrument feed symbol Deletes the instrument with the given RIC for example REUTER EUR dump advises Displays all instruments currently advised by client applications dump insts Displays all instruments dump insts symbol Displays all instruments that share
56. common theme Move the mouse over the buttons to see a tooltip with information Home Log Query Command Line Offline Mode Clear L X SSL X Debug To DB Uptime Request Timer Permission Whitelist Backfill Creation Receive Flush Requests Events Pi Candles Agent Queues d g a g p Login a i Save Price v Begin a ng Notifications a Reload Log X Timestamp Recovery Feed SNMP Current Candle Truncate Unused Cache Rollover Forward Table Schedule States Send Receive Connections In R J Clear Alerts X Rolover Licenses Time Lagaut Correction Property Session Synch Split Backfill Sn Data End Handles All Data OHLC Sent Received Connections Out Errors Log Viev DJI Symbols UDC Filter Quotes Cmds Cache TS1 Communication Click the buttons to switch the logging on or off for each data set Data being logged is highlighted Request Timer Permission Whitelist Backfill Save Current Candle Truncate Unused Cache Correction Property Session Synch Split Symbols Selected logging options are persistent and will be re activated when DataConnect is restarted Note Logging can also be enabled manually by entering trace commands in the command line Manually entered trace commands are not persistent i e will not be re activated when DataConnect restarts 16 3 Query Note This tab is normally only used in association with support staff to diagnose reported issues Activating some or all of the commands can lead to significant performance problems and
57. ct DataConnect version 5 7 and above implement a strategy to overcome this problem in an efficient way This involves recording all deals for every product supported by the connected trading gateway in a dedicated database which is then being consulted when a trade update message is received in order to find out if a product change has occurred In case the old product is collected by DataConnect the affected trade is removed from the history of the mistraded product thereby guaranteeing consistent trade data for both products localhost gt Manage Datafeeds 23 Prefix Service Prefix and Service Click here to add a new datafeed TPT Trayport bia Lk sea Feed Handler Service Host Port a Refresh Trayport Settings Log File Product Change Detection The Trayport data feed frequently corrects previously inserted trades DataConnect handles ese corrections by updating the respective information in its data cache Occasionally the product itself is changed Therefore the trade will have to be removed from the old product and assigned to the new product In order to track product changes DataConnect allows database to record all trades in a dedicated v Enable product change detection Trades database location D Temp Record trades for subscribed products only Record trades for every product v On Startup download missed trades from Trayport SQL database when available DataConnect must be restarted f
58. ct DataConnect DataConnect Primary Failover Primary DataConnect DataConnect DataConnect Note All systems must be running on the same port and be using the same version of DataConnect Limitations e Currently 10000 symbols for each DataConnect After reaching the maximum number of symbols per DataConnect disable any further creation of symbols This can be set for each DataConnect via Manage Settings gt Service gt Maximal allowed number of symbols 2 4 1 1 Licensing of Master Slave DataConnect systems The master system needs a normal license while the slave systems need a license that will only register them as slave If no slave license is present on a slave system a desktop application will be unable to access data on that system 11 Tradesignal DataConnect User Guide TOUO TO 2 4 1 2 Necessary settings in Tradesignal Enterprise Edition To connect to a Master Slave network from Tradesignal Enterprise Edition enter the master system name in the Host field of the Tradesignal Enterprise Edition connection settings and enter the slave system names separated by a semi colon in the Slave Hosts field Failover hosts should be entered in an identical manner keeping the same order of host names 2 4 2 Scenario 4b Scaling number of clients beyond scenario 3 A not so common variant of a multi system deployment is scaling scenario 3 to support larger numbers of users or to improve access speed for different ge
59. cting Tshad oiron sav oa Dh a banan pron Bebanan Set this column as display name option To remove the secondary display name header deselect this option Symbol Name DS Order AS OK Cancel Tee Symbol column values are combined with as the default delimiter for display names the delimiter can be specified in Display name delimiter option in the CSV file format DateTime Symbol DisplayName 3 lt skip gt lt skip gt lt skip gt lt skip gt Symbol DisplayName 2 Symbol DisplayName 1 Close Volume 05 11 2014 10 16 00 05 11 2014 6 9 4 6 5 1 5 0 19 4 Consider the above example the resultant symbol name would be 05 11 2014 5 1 and the Display name would be 1505 11 2014 assuming that the Display name delimiter option was left empty 6 5 1 2 Symbol List Sort Options These settings can be used to determine how the symbol list provided by the CSV Feed will be sorted in Tradesignal Symbol List Sort Pattern will be matched to the display name of the symbol and will be replaced by the pattern given in the Symbol Sort Replace Pattern option so the symbols will be sorted according to the order specified Cy S S 1 LALALA y Symbol List Sort Pattern d d d d id d d d 9 nindi Symbol Sort Replace Pattern 3 2 1 Descending Zero Padding for Symbol List Sorting 6i This option is only significant when there is more than one symbol present in a CSV file The ex
60. curity category Notice that the regular expression Corp matches all symbols with the Corp appendix VWAP BB VWAP EQY WEIGHTED AVG PX Equity This entry defines the additional FID VWAP available for all Equity symbols TRDNUM BB NUM TRADES This defines the additional FID TRDNUM to be available for all symbols Note the minus character which states that this FID does not support the retrieval of historic daily data for this FID 39 aay Tradesignal DataConnect User Guide TOUO TO 6 4 Setting up GlobalView DataConnect supports the GlobalView energy data market feed The pre configured prefix for symbols connected to the GlobalView data feed is GV In the Wizard enter User name and password of the GlobalView user account Once the feed is added additional options e g regarding logging can be configured in the GlobalView pane of the Manage Datafeeds dialog Click the Log tab to access the log produced by the GlobalVision feed handler component 40 Tradesignal DataConnect User Guide TOUO TO any tradesignai 6 5 Setting up a CSV Feed CSV Feed is part of the DataConnect suite from version 6 0 onwards and can be installed by selecting the respective option in the DataConnect setup This data feed scans one or more specified file locations containing price data definition files in various pre defined or configurable formats making the data available to Tradesignal clients Files are peri
61. d subexpressions lt symbol gt lt fid gt lt period gt J Parse file name File name GOOG O0 csv Pattern lt symbal gt s 4 cev 17 After saving the newly created file format it can be reused later for other files In the next step of the wizard one has to specify target symbols fids and periods If the target symbol fid and period are already available from the file format definition or from the parsed file name it will be pre set in the dedicated grid column Note The destination symbol fid and period can be changed even if the imported was able to auto assign them For DataConnect zipped import formats this is not possible stephantest gt Data Import Wizard Analyzing File Content File Analyzing Progress Fj File Name Source Data Symbol Field P Dest Symbol Dest FID Dest Period b 7 Cr sample_CSV_files GO0G 00 cev 6006 09 6006 00 lt select gt lt select gt Next gt Cancel The destination Fid and Period have to be assigned in this step along with specifying which symbols from the file are to be imported Fid and the Period option will be updated according to the selected symbols Dest Symbol Dest FID Dest Period LAST BID ASK The remaining steps in the wizard will let you select the datafeed when the selected import files contain DataConnect import formats and the overwrite mode 82 any Tradesignal DataConnect User Guide TOUO TO tradesignai
62. datafeeds on page 21 e For synchronizing symbols and historical data see Synchronizing Systems on page 77 we any Tradesignal DataConnect User Guide TOUO TO 9 1 Editing reference data The reference data for each symbol can be edited For the Filter settings see Filtering Instruments Whitelisting on page 75 9 1 1 Editing trading sessions When DataConnect adds an instrument to its data cache file the session times for that instrument are automatically requested from the Reuters network If the default session times need to be globally modified for this instrument edit the Active Session settings Starting with DataConnect version 5 6 1 the session management has been updated to allow a finer control of sessions spanning more than one week day e g overnight sessions or afternoon sessions that have to be rolled over into the next daily candle Timezone TOK Data Feed Session Rollover Time MO FR 0344 1103 1230 1505 1530 2330 15 15 Active Session Start Day End Day Mo Tu We Th Fr Sa Su 15 30 4 3days prior 23 30 gt 3days prior W x 08 44 2 Trade day 11 03 4 Trade day al E E E x 12 30 gt Trade day 15 05 gt Tradeday W W Pl W W x 15 30 gt Prev day 25 30 Prev day hi w a A in x This example shows how the session for the 10 year Japanese Government Bond JGB will be visualized in the Console Click Adanew session to add further sessi
63. de TOWO 12 4 1 Enabling automated synchronization Automated synchronization requires identical datafeed setups including all prefixes ip a ry 28 QM Click Manage Settings stop Restart r gt Automated Synchronization Manage Manage Connected Query E Mail Datafeeds Licenses Users Symbol Logs Service The destination server is preset with the currently selected DataConnect instance Choose the appropriate options and synch time in local computer time and save localhost gt DataConnect Options service Enable automated synchronization Data Service General Data Collection Destination server Perform Synch Now localhost devpc10 7000 Source server Daily synch time Client Connections BackupServer devpctest 7001 01 00 Logging Administrator Notification Offiine Mode Update existing symbols and insert missing symbols Symbols to synchronize SNMP 0 Only insert missing symbols Only update existing symbols How historic data should be updated D Insert missing bars and overwrite existing bars D Insert missing bars and overwrite existing bars except when user edited O Only insert missing bars Do not import historic data only create symbols 7 Always synchronize recent user edits for all existing symbols Synchronize bar status flags DataConnect must be restarted for change to take effect Selecting Always synchronize recent user edits for all existing symbols
64. de a hierarchic structure of all the information accessible from DataConnect via the SNMP interface The TMDS MIB mib file is located in the DataConnect installation directory Management Applications usually contain a so called MIB viewer which displays all information nodes in a tree like structure together with human readable explanation for each node read from any 89 Tradesignal DataConnect User Guide TOWO tradesignai the MIB file Therefore SNMP Management Applications will automatically Know which pieces of information are available from DataConnect via SNMP in a fully documented way In the MIB hierarchy DataConnect nodes can be found under the branch iso org dod internet private enterprises tradesignal tmds 1 3 6 1 4 1 38556 1 15 2 2 Information retrievable from DataConnect via SNMP DataConnect supplies three main sections of information retrievable via SNMP The following listing displays an excerpt of the data that can be displayed using a SNMP Management Application General Information e ls there currently a valid connection between the DataConnect SNMP extension and DataConnect e Which version number has DataConnect e How long has the server been running for e Who is currently connected to DataConnect from which host and what application e Which feed services are available and what state do they have License Information e State of the license server if one is configured e Number
65. ea 18 4 4 Status bar 19 4 5 Mouse over information 19 4 6 Context menus 19 4 7 Field labels 19 5 Starting stopping the system 20 6 Managing datafeeds 21 6 1 Setting up Thomson Reuters 22 6 1 1 Connecting to TREP RT RSSL OMM Triarch RMDS TIB 22 6 1 2 Connecting to Eikon 23 6 2 Setting up Trayport GlobalVision 27 6 2 1 Backfilling data history from Trayport SQL server 27 6 2 2 Rolling 28 6 2 3 Mapping Trayport Symbol Identifiers 29 6 2 4 Product change detection for Trayport trade updates 31 6 2 5 Smart Match Support 32 6 3 Setting up Bloomberg 35 6 3 1 Available upstream connection options for Bloomberg 35 6 3 2 Enabling data collection for supplemental fields 37 6 4 Setting up GlobalView 40 6 5 Setting up a CSV Feed 41 6 5 1 Creating a CSV file format 42 6 5 2 CSV Feed Configuration settings 46 6 6 Setting up Thomson Reuters Tick History Feed 47 6 7 Setting up OpenConnect 48 7 Managing Licenses and Users 49 7 1 The license and user group manager window 49 7 2 Setting up a centralized license server 50 7 3 License properties and usage 50 7 4 Floating licenses 51 7 5 Adding a new license 51 7 6 Removing a license 51 1 1 Using user groups 52 7 8 Adding editing deleting users 53 3 J Tradesignal DataConnect User Guide TSWoTS 7 9 Connecting to DataConnect only to access Top Up data 7 10 Exporting importing user groups 7 11 Viewing connected users 7 12 Generating an alert when a license is about to expire 7 13 Genera
66. ed that you can override e Ifthe synchronization fails a message with further information will be issued N O any Tradesignal DataConnect User Guide TOWO 13 Export Import This section refers to the export import of symbol data e For the export of user groups see Exporting importing user groups on page 53 e For the export of the data cache files see Backup Restore on page 76 e For the export of DataConnect logs and information see Preparing information for sending by e mail on page 94 13 1 Importing symbols For importing symbols files have to be available in one of the supported formats Binary zdbu DataConnect format CSV cSv comma separated values single or multiple symbols compatible with Thomson Reuters DBU format or in a format that is described by a template see below note that template based generic CSV file import is available since DataConnect 5 7 0 a k TET Click Import to start the import wizard 3 tigt Import JExport Backup Sync Data The wizard lets you select one or more files for import In the next step the file formats for the selected files have to be assigned In case a selected file has a not yet described format a new CSV file template can be defined for this purpose by clicking on the plus button next to the dropdown File format Sel ect a file format DataConnect import format DataConnect zipped import format A dialog window w
67. eeds can perform DACS checks using DACS daemons present on the configured sink distributor hosts However if your DACS daemon is configured on another server you will have to change this in the DataConnect console s data feed settings See sections 6 1 Setting up Thomson Reuters and 18 2 4 for further details Since have upgraded my DataConnect using the Trayport data feed from version 5 x to 5 5 get warning messages in the Log that certain trader information was not found You have probably configured a customized SQL statement for ODBC backfill retrieval in the TMDSTRPT INI file Section Backfill setting SOQLDatedTickQueryVoice Starting from version 5 5 DataConnect is able to provide information about the participants of a trade which can then be charted using Tradesignal The required data fields can be retrieved from Aggressor and Initiator User Ids available in the SQL database as follows Querying information for BYID Buyer Id CASE WHEN DealTreeNodes BuySell 1 THEN DealsDone InitUserId ELSE DealsDone AggUserId END AS BYID Querying information for SLID Seller Id CASE WHEN DealTreeNodes BuySell 1 THEN DealsDone AggUserId ELSE DealsDone InitUserId END AS SLID These SQL fragments have to be inserted in the SELECT section of your customized SQL query statement 106 aay Tradesignal DataConnect User Guide TOUO TO tradesigna 18 2 Advanced configuration and troubleshooting of Data
68. ent Common Installation Configurations on page 9 e The workstation must meet the hardware and software requirements for installation see below e You must be logged in on the computer with an account that has administrative rights for the installation e You should have all necessary information ready for the data feed of your choice see Managing datafeeds on page 21 We recommend installing DataConnect on up to date hardware A stand alone system should have a high degree of fault tolerance components RAID 1 5 or 10 dual power supplies Uninterruptable Power Supply etc alternatively use failover systems 3 2 System requirements Note The DataConnect performance depends on many variables the number of instruments the frequency of feed updates the number of connected clients the size of the data cache files and the number and type of connected data feeds Note DataConnect is designed to function in virtualized environments and it is strongly recommended to limit a single physical machine to running no more than two virtual machines VMs when one or both are hosting DataConnect Depending on the data collection concurrent users and instrument quantity it may be necessary to have only a single virtual machine per physical machine If running more than one VM on a single physical machine it will be necessary to allocate a dedicated disk for each VM running a DataConnect to avoid performance degradation 3 2 1 Su
69. ent sequence sequence item rules to use instead of the numeric Trayport sequence and sequence item codes Please see the documentation for detailed information mM 10000104 Ci MMM YY SEASONS 10000107 lt season gt a z 3 s 0 9 2 lt season gt VY vY a Hl b Separator character to be applied for rule based symbol mapping The separator delimits the instrument sequence and sequence item parts e g COAL JANIS minus character The separator can also be left empty e g COALMONTHSJAN IS The sequence item rule consists of a regular expression regex and an output pattern The output pattern defines which pieces of information are used to generate the sequence item alias The regular expression can be used to extract arbitrary parts from the sequence item name as published by the Trayport upstream source The DataConnect Trayport Feed Handler will store the provided instrument and sequence information in Xml format in C Documents and Settings LocalService AppData Tradesignal TMDSTRPT the sequenceitems xml file will contain sequence item information ItemName and TradingEnd Xml attributes specifically In order to use parts from the sequence item name so called named sub expressions have to be used in the regex Named sub expressions have the form lt name gt exp The extracted text can then be referenced by lt name gt in the output pattern In case the item name shall not be used to form the item alias should be speci
70. er allows getting hold of all recent trade product combinations This deal download is enabled by default if such an SQL database is configured see section 6 2 1 Backfilling data history from Trayport SQL server On every startup the Trayport feed handler will try to retrieve all deals missed since it was operative last If necessary accessing the Trayport SQL database for this reason can be inhibited by unchecking the corresponding tick box 6 2 5 Smart Match Support Trayport offers SmartMatch as a tool allowing the creation of single tradable instruments that can support multiple execution venues i e Bilateral Cleared Traditionally support for instruments that have multiple execution venues has been achieved by creating separate instruments in the Trayport broker platforms By using SmartMatch brokers and traders can make use of a single instrument and point of liquidity that provides the ability to trade agnostic to execution type Smart orders or by specifying an explicit execution order type As SmartMatch will combine multiple instruments to a single Bilateral Cleared instrument trades that used to flow down the API on separate InstrumentID s will now come down using a single InstrumentID The DataConnect Trayport feed handler integration can take advantage of the new Trayport Instrument Switch feature of the API which will correctly send trades to the API on a separate instrument Trayport offers this feature starting
71. er to perform entitlement checks for symbols served by the data feed When more than one DACS Daemon OpenDACS host is available for this feed please enter all hosts separated by a space character In the datafeed configuration additional information can be added localhost gt Manage Datafeeds xX Prefix Service Prefix and Service Click here to add a new datafeed IDN_SELECTFEED IDN_SELECTFEED x enuuemernt Cornu Oo CSV CSVFeed DACS Daemon OpenDACS Server s sink_dist1 DACS Daemon Port itil 8211 Pass Through Persistent Mode Pass through price data directly to the cient without storage Store historic prices persistently in DataConnects data cache The following settings are shared by all Reuters datafeed connections V Backfill securities with data from CSV feed Securities in both feeds must have same symbol and FID names Recovery host DataConnect must be restarted for change to take effect Apply Close To use a recovery host see Scenario 3 Two systems on page 10 6 1 1 1 Obtaining historic inter day and intraday data via CSV Feed Thomson Reuters data can be backfilled using data from any of the sources configured as a CSV feed To enable this feature check the Backfill securities with data from CSV Feed option This also allow backfilling data from Thomson Reuters Tick History files See section 6 6 for more information on how to set up TRTH source files Important
72. erg feed has been configured via the New Datafeed Wizard DataConnect will attempt to connect to the upstream service using on the configured access modes after a restart see below 6 3 1 Available upstream connection options for Bloomberg DataConnect supports connecting to the Bloomberg data feed via the Desktop API B Pipe or the Server API 6 3 1 1 Desktop API via BBComm When using the Bloomberg Desktop API Tradesignal and DataConnect must run on the same physical machine DataConnect can be installed on any computer that is running a Bloomberg Professional Terminal DataConnect will use the BBCOMM Version 3 0 Desktop API to obtain data Note A user must log in to the Bloomberg Professional Terminal at least once per week otherwise DataConnect will report no permission errors when establishing a connection Note If using the Bloomberg Desktop API with DataConnect the Tradesignal desktop application has to be installed on the same computer see Scenario 1 Local installation alongside Tradesignal single user on page 9 Bloomberg Connection Settings Bloomberg Access Mode Desktop BBComm Port 8194 7 amp Restart BBComm exe process on connection failure Never restart F Restart when it was initially started by DataConnect Always restart Chose Desktop in the Bloomberg Access Mode dropdown to activate this mode If necessary adapt the port used to connect to the BBComm host process lf wa
73. erver time information Data Service General Data Collection Whitelist Automated Synchronization Client Connections Logging Administrator Notification Offine Mode Sh MP IDN_ SELECTFEED EVAS The datafeed used to load data for currency conversion IDN_SELECTFEED hi piese note Connected neal cients are aay i reconnect to get the updated currency information C Projects TMDS TM0S_ Trunk TMDSConsoleProgram TMOSConsole pi Realtime update delay report frequency in minutes 10 Realtime update delay check threshold in seconds 32 Server time symbol startup timeout in seconds 301 2 q lill DataConnect must be restarted for change to take effect Cancel To enable this feature set the Use user defined checkmark as shown in the screenshot and pick the override definition file with the file picker Once you specified the file click the Save button In order to adopt the new settings currently running Tradesignal applications need to be restarted or reconnected using the Reconnect Feature from the connection menu Currency override files use the Microsoft ini File format A template for this file is installed within the DataConnect Console directory CurrencyOverrides ini Each override consists of a pairing of currency code and provider symbol Every currency is mapped to exactly one provider symbol The currency codes used are specified by the ISO 4217 standard http en wikipedi
74. feed This will open the datafeed wizard in which you can select the datafeed type and then make some basic settings These types of datafeeds are supported e Bloomberg where the Bloomberg Professional Terminal is installed e Thomson Reuters supporting RSSL OMM Triarch RWS RMDS RTIC Tibco TIC Eikon and Thomson Reuters Tick History CSV data from version 6 0 onwards e Trayport as trading gateway and for direct broker connections e GlobalView e CSV Data generic CSV files in any data quality from version 6 0 onwards e OpenConnect as middleware for open interoperability After the datateed creation check your datafeed settings and edit them if necessary D mu Tradesignal DataConnect User Guide TOWO tradesignai 6 1 Setting up Thomson Reuters For troubleshooting see Advanced configuration and troubleshooting of DataConnect for Thomson Reuters Data on page 106 6 1 1 Connecting to TREP RT RSSL OMM Triarch RMDS TIB In the Manage Datafeeds Wizard pick Thomson Reuters Enterprise Platform and enter e Reuters Architecture e Prefix and service e DACS User which the DataConnect will use for identification at the Reuters infrastructure e SSL host and port default port is 8101 e DACS entitlement for connected users see below The datafeed prefix is used to distinguish internally between the different data providers It will be part of each symbol name created for that datafeed For the service the fol
75. fied as the regex pattern The output pattern can contain other building blocks like date parts picked from a sequence item s expiry date These blocks share the common form name The following table shows all predefined output pattern blocks Numeric two digit zero prefixed 01 02 03 31 calendar day Abbreviated English three letter MON TUE WED THU FRI SAT SUN weekday Numeric two digit zero prefixed 01 02 03 04 05 06 07 08 09 10 11 12 calendar month Abbreviated English three letter JAN FEB MAR APR MAY JUN JUL month AUG SEP OCT NOV DEC Numeric two digit calendar year 99 13 20 Numeric four digit calendar year 1999 2013 2020 Numeric Trayport sequence item ID 109 Trayport sequence item name Jan 13 All expiry date based patterns DD WWW MM MMM YY YYYY additionally allow an offset of a number of days in the form nD to be applied to the sequence item expiry information For example the expiry date of a yearly contracted may be defined as January 1 30 any Tradesignal DataConnect User Guide TOUO TO tradesigna the following year The rule YYYY would then yield e g 2014 instead of 2013 for a 2013 yearly contract Using YYYY 1D would first deduct one day from the listed expiry date before generating the alias An output string can contain additional verbatim text that will be copied to the alias All text that is not of the form lt gt or will
76. fied in MDS NI and recalculates the historical data The operation works with wild cards for example recoverdata EU ASK will request data for all ASK instruments starting with EU for any period recoverydelinsts lf this is a recovery system this instruction will check for and delete any instruments that have not been used for a configurable time period reportinsts Forces a master DataConnect to send its instrument list to the recovery system defined in the MDS INI file trace recovery on off Switches logging of data recovery related processes on or off 103 Tradesignal DataConnect User Guide TO UO1O any 18 General Troubleshooting 18 1 FAQ I have started the DataConnect but do not appear to be getting any data This is normally because of a problem configuring DataConnect to your specific Reuters infrastructure please refer to Advanced configuration and troubleshooting of DataConnect for Thomson Reuters Data on page 106 for a list of common installation problems and their solutions for each of the main Reuters infrastructures DataConnect appears to have difficulties failing over to a secondary P2PS when the main P2PS server goes down and there are messages like this in the DataConnect log Loss of Channel Detected Channel Timed Out Recovery Underway Thomson Reuters only This may apply to RMDS infrastructures running in TRIARCH mode with multiple P2PS configured in the ss api cnf file W
77. found in the Trayport section of the Manage Datafeeds dialog Three options are available e Do not switch any instrument automatically This option will not enable instrument switching at all so trades will always be send to the original instrument ID e Activate instrument switching on the following Instrument IDs This will activate instrument switching via the GlobalVision API for all instruments having the IDs listed in the text box below the drop down field Please enter one ID per line In the screenshot above the instrument ID of NBP 10002071 was configured meaning that Trades dealt using SmartMatch Instrument Execution on NBP may be switched to the respective NBP instrument based on execution venue e g NBP ICE 10006035 or NBP EEX 10002317 e Activate instrument switching on all instruments This will activate instrument switching via the GlobalVision API for all instruments provided by Trayport that support SmartMatch Important When using SmartMatch in conjunction with the ODBC backfill option retrieving historic data from an SQL database server see section 6 2 1 it is important to perform additional configuration in order to guarantee that downloaded deals will be sorted into the correct instruments The Console offers the Smart Match Mapping table for this purpose found below the instrument switch configuration Smart Match Mapping The following defines the mapping between bilateral and deared instruments which is necessa
78. from these hosts 15 1 5 Configuring DataConnect to Provide SNMP Integration By default SNMP integration is switched off in DataConnect It can be activated using the DataConnect Console The Console will need to be equipped with elevated permissions Administrator rights in order to write to the registry and to stop and start services This can be achieved by right clicking the DataConnect Console application icon and selecting Run as administrator In DataConnect Console open the Manage Settings dialog and select the SNMP tab The DataConnect SNMP Extension DLL will use a dedicated port to connect to DataConnect via TCP IP That port 27358 by default can be changed here if necessary To register the DataConnect SNMP extension DLL with the SNMP service click on Enable SNMP After the registration a restart of the Windows SNMP service will be performed so that the DataConnect 88 aay Tradesignal DataConnect User Guide TOUO TO SNMP extension DLL is loaded by the SNMP service and can start to service requests directed to DataConnect by SNMP Management Applications localhost gt DataConnect Options Service Simple Network Management Protocol SNMP is a standardized protocol for Data Service General managing devices on IP networks Data Collection DataConnect supports retrieval of maintenance parameters and alert traps Whitelist using a SNMP Network Management System by providing a dedicated SNMP ae Hro
79. gered for this field When the field is fed from a Bloomberg realtime push field specify R For a Static pull Bloomberg field specify P The feed handler will have to periodically snap the field to simulate realtime behaviour The update interval has to be given in minutes Alternatively one or two daily Snap times can be specified in the format hh mm UTC 5 15 00 10 0020 00 Examples note that the line breaks printed here for clarity are not supported in the actual INI file BB ASSET SWAP SPD ASK 210000 double Asset Swap SPD ASK Ask Asset SWap Spread ASSET SWAP SPD ASK P 5 This would expose a new floating point double precision quote field called BB_ASSET_ SWAP_SPD_ASK which is automatically updated every 5 minutes by retrieving the underlying static Bloomberg field named ASSET SWAP_SPD_ASK BB VWAP 210001 double VWAP Volume Weighted Average Price VWAP R BB NUM TRADES 210002 double Num Trades Number of Trades NUM TRADES RT R This would expose two new floating point double precision quote fields called BB_VWAP and BB_NUM_TRADES which update in realtime fed by the Bloomberg realtime fields VWAP and NUM_TRADES_RT respectively BB DAYS TO EXPIRY 210003 a1nce Days Tall Expiry Days Until Contract Expiration Date FUT ACT DAYS EXP P 06 00 38 aay Tradesignal DataConnect User Guide TOUO TO This would expose a new integer quote field called BB DAYS _TO_ EXPIRY which
80. gnal DataConnect User Guide TSWoTS 8 DataConnect Connections DataConnect connections can be of various types depending on the available systems e Client local DataConnect installation for local installation alongside Tradesignal desktop application necessary for Bloomberg e Client remote DataConnect installation for installations with many clients per system e DataConnect to DataConnect for recovery and failsafe strategies for example synchronization For more on deployment strategies and setups see Deployment Common Installation Configurations on page 9 Click Application button gt Add DataConnect Connection The Connection Properties dialog opens Enter the system name IP and port of another DataConnect The DataConnect Console will try to connect to DataConnect The result of the connection attempt will be displayed in the status line The new connection will appear in the connection tabs Settings Datafeeds Service Possible states P The currently selected connection is drawn with a yellow orange background To delete a connection select it and then remove it via Application button gt Remove DataConnect Connection The connection is immediately removed DataConnect and all feeds are running DataConnect is not running DataConnect is running but one or more feeds are not active DataConnect is running in offline mode Console is not connected to
81. he default feed was configured as IDN_RDF meaning symbols without a prefix will be assigned to this feed Additionally two sub feeds named MARKETLINK with alias M and USER FEED with alias U have been set up For example the symbol ABC would then be mapped to DN_RDF the symbol M ABC to MARKETLINK and U ABC to USER_FEED Note that in order to access sub feeds it is required to configure the Eikon data feed as the default feed in DataConnect having no feed prefix assigned 29 any Tradesignal DataConnect User Guide TOUO TO Section Advanced Logging Record Creation Logs creation deletion information on symbol subscriptions Record Clients Logs client information on symbol subscriptions Record Updates Logs every realtime field update for a symbol subscription Backfill Logs information on historic data forwarding Communication Logs requests sent by DataConnect to the OpenConnect service hosting the Eikon feed adapter module Note All Logging will be written to the OpenConnect log file for the Eikon feed handler Section Excel Pool Size The number of independent Excel processes to utilize for historic data retrieval Download Retries Specifies how many times a failed Excel history download should be retried before giving up Download Specifies the time in seconds before an outstanding Excel Timeout history download gets cancelled Maximum Total Excel restricts the number of data points that can be retrieved History Length
82. hen DataConnect detects a connection loss to the primary P2PS it will try to re request all previously subscribed RICs from a secondary P2PS If the P2PS is not prepared to handle the amount of requests in a timely manner connection channels may be overflown and cut by the P2PS resulting that DataConnect will try to re subscribe all symbols again which may fail again and so on You may be able to remedy this by tweaking the size of the communication buffers on the P2PS side thereby giving the P2PS more time to process the requests You may want to add or adapt the following settings in the P2PS configuration file triarch cnf for P2PS v5 or rmds cnf for P2PS v6 o2ps guaranteedOutputBuffers 2000 o2ps maxOutputBuffers 4000 o2ps outputThresholdBreach 3000 o2ps outputThresholdOK 1000 OZ2pS poCclsSize 7 16000 You will have to restart the P2PS service in order to make your changes effective If this is still not sufficient you may want to throttle the number of pending requests which can be done on the client side Starting from version 3 0 2 DataConnect supports an additional feed configuration file Enter the file via Manage Datafeed field Nondefault SSL configuration file This changes the ConfigFile setting inthe SSL section of MDS INT Try adding this line to the feed config file which is called tmds cfg in the above example and restart the DataConnect max pending limit 20 More information on channel cuts and
83. histories Note that certain symbol types are excluded from the automatic clean up including DataConnect usage metrics statistics symbols starting with STAT and user defined symbols starting with any 74 Tradesignal DataConnect User Guide TOUO TO 11 Filtering Instruments Whitelisting In order to handle a large number of instruments multiple DataConnects can be set up so that certain instruments are only collected distributed on specific servers Tip This is especially useful in a Master Slave deployment scenario see Scenario 4a Distributing feeds and symbols across individual servers on page 11 DataConnect will match each new symbol against every whitelist section The symbol will be created by DataConnect as soon as one matching whitelist entry is found If no whitelist filtering should take place the section s need to be left blank or any existing entries have to be commented out Su a Bh OZ ilekManage Settings gt Whitelist to edit the start Stop Restart Je Manage Manage Connected Query E Mail f i gs Datafeeds Licenses Users Symbol Logs whitelist settings Service Select Whitelist checks enabled to switch on off the whitelist filtering for new instruments For further information please refer to the help texts and the information that appears when moving the mouse over the entry fields localhost gt DataConnect Options BS Service Whitelist checks enabled
84. icated ene Service 7900 x entitlementService 7500 tont Casmon i LepeJ2500 x entitlementDaemon tcp 9500 ent WelLwork 2 T92 4 I7 7 eZ507 200 09 elowl entitlementNetwork 192 44 127 255 250 99 15 1 108 any Tradesignal DataConnect User Guide Torvoelre tradesignai 18 2 3 Manually configuring TREP RT RSSL OMM connections The DataConnect Console allows configuring datafeeds in a simple and straight forward manner A manual configuration is seldom necessary DataConnect nevertheless supports manual configuration of an RSSL OMM data feed using a user provided RSSL configuration file This section describes the steps necessary to manually set up a connection of DataConnect to an RSSL OMM infrastructure using a configuration file As with all feed infrastructures you must have correctly configured your DACS settings in the UI In the datafeed wizard when setting up a new RSSL feed choose Configuration via a user provided RSSL configuration file instead of Automatic Configuration Enter the name of the configuration file residing on the same machine as DataConnect When the Console is installed locally as well you can use the file picker dialog click next to the edit box The configuration file entries must adhere to the Thomson Reuters specifications as defined in the RFA configuration guide document DataConnect automatically creates a minimal configuration file when the Automatic Configuration o
85. ights may be necessary to modify this file When the goal is to display latest field values in Tradesignal watch lists only an entry in the QuoteFields section is sufficient In order to expose a field as a chartable FID additionally an entry has to be set up in the UserDefinedFIDs section any of Tradesignal DataConnect User Guide TOUO TO 6 3 2 1 Section QuoteFields This section defines the mapping between a quote field as available in a Tradesignal watchlist column and the underlying realtime or static field provided by the Bloomberg API Each line has to follow this syntax QuoteField Id DataType Name Description BloombergField UpdateMethod QuoteField The quote field short name as to be published by BB_ASSET_SWAP_SPD_ASK DataConnect Quote field names are required to be unique Id A unique numerical identifier of the field to add in 210000 the range 210000 210100 DataType The data type of the field one of double int or double string Note that string fields cannot be used for data collection in UserDefinedFids see below Name The short name of the field this will appear in Asset Swap SPD ASK Tradesignal s watchlist column picker Description An optional description of the field Ask Asset Swap Spread BloombergField The native Bloomberg realtime or static field name ASSET SWAP_SPD_ASK that will be used to generate realtime updates UpdateMethod Defines how realtime updates will be trig
86. ill be opened allowing the format of the import file to be defined including a preview of the data according to the currently picked selections Parameters such as date formats rows to be skipped column headers and delimiters can be specified here Note Only one file format can be specified per file If the data in the file is made up of more than one format then it should be manually split into different files and templates should be specified separately for each unique format Selecting a different Delimiter will alter the preview according to the selected delimiter The Date format defines the order in with Day D Month M and Year Y appears in the data Specifying a wrong date format will lead to unsuccessful import of data Note a DateTime or Date column and a Close column have to be specified in order for the file format to be valid 80 any Tradesignal DataConnect User Guide TO UO1O tradesigi The correct Time Zone should be picked based on the date time values specified in the file This is necessary to allow DataConnect to automatically convert the data to the internally used UTC format and is especially important for intraday data Skip first row can be used to ignore a number of rows present in a file e g to skip unused header information Selecting the Ignore zero value will cause all the data points with zero as value for Open High Low Close Volume or Openlinterest columns to be skipped while importing
87. in On First Request i l Days SNMP Collected 1325 3 Days Daily collected Weekly On First Request Monthly On First Request 4 DataConnect must be restarted for change to take effect Only available with an active connection P For each period the data collection can be disabled enabled by default or enabled on first request The unit can be set to bars or days For example for a period of 1 Minute for 90 days this means that the data of up to the last ninety days is kept in the data cache This way year old data of expired contracts might be kept A data deletion service time can be entered in which the data for time periods with Enable Deletion checked will be deleted If the time frame is too short to delete the old data of all symbols the symbols for which the data could not be processed are prioritized for the next service run 65 Tradesignal DataConnect User Guide TSWoTS tradesignai 9 5 Rolling Forward Symbols User Defined Continuations Starting with version 5 2 DataConnect is able to publish server calculated Rolling Forward symbols with real time rollover also Known as User Defined Continuations Usually one would create such a symbol by picking it directly from a predefined symbol list or by building one freely using Tradesignal s New Symbol Wizard DataConnect Rolling Forward symbol names are constructed following a specific syntax lt root code gt lt shift gt lt b
88. ion so that the bar can be overwritten again by historic data from the data feed see section 9 2 5 Only enabled when the selected bar was modified but not yet committed using Save Changes Undoes the modification and restores the original state see section 9 2 4 Beneath the Price Data tab the number of candles is displayed in the screenshot above 567 Note that prices for symbols published by pass through data feeds see section 9 6 can neither be displayed nor be edited 9 2 1 Editing price data fields Click into the fields to edit the data Changed fields are highlighted by a light blue background as long as the changes have not yet been committed Edited bars will be marked with the U source flag in the datacache effectively protecting them from being overwritten by history provided by the data feed You may want to use the reset feature to remove this kind of overwrite protection when no longer necessary e g when the upstream data have been corrected see section 9 2 5 To undo edits click or open the context menu and choose Undo Pending Modifications for the Selected Candles This works only for unsaved changes 9 2 2 Deleting and disabling candles To delete or disable a complete bar time point click Alternatively open the context menu and choose Delete Selected Candle s Deleted but not yet committed bars are highlighted by an orange background and sirike through font To undo a deletion that was not ye
89. ird x86 Windows NT access method version WI V2 5 2 26539 Firebird 2 5 Datacache info on disk structure version 11 2 1 12 2015 2 06 26 PM Datacache info dialect 3 1 12 2015 2 06 26 PM Initializing logging Enter log search terms x Only Warnings and Errors Track Updates LY Copy 1 Application button see Application button on page 18 2 Tab bar with Home as default for Log Query and Command Line see Logs Alerts amp Troubleshooting Tools on page 91 Ribbon control with standard functions Connections to DataConnect services see DataConnect Connections on page 57 Symbol list with search filter see Managing Symbols on page 58 Per symbol Reference data and price data see Managing Symbols on page 58 Information on various DataConnect service and computer aspects Logging console can be searched filtered for terms see Logging console on page 91 Status bar see Status bar on page 19 O ONO O1 amp a N am Tradesignal DataConnect User Guide TO UO1O 4 2 Application button tradesign The Application button to the top left opens a menu with administrative options Add DataConnect Connection Remove DataConnect Connection Edit DataConnect Connection Open Installation Folder Open Configuration File Run Nightly Maintenance Manage CSV File Formats Delete Realtime and Backfill Log Files Initiate Data Cache Clear Up Start Cache Maintenance Tool C
90. is the preferred configuration Such a configuration ensures reduced network traffic and significantly increased workstation performance over the single user configuration Scenario 2 is recommended for 2 or more users Tradesignal Client j Pri rice Data i DataConnect Infrastructure O any Tradesignal DataConnect User Guide TOWO tradesignai 2 3 Scenario 3 Two systems This option comes in three varieties In each case both DataConnects must have access to the same data feeds and use the same prefixes Where Thomson Reuters data feeds are being used in order to guard against data holes when a server is restarted each server should be entered in the Reuters datafeed settings as the recovery host for the other server see Setting up Thomson Reuters on page 22 2 3 1 Scenario 3a One system as failover This allows desktop clients to swap automatically to the failover system in the event of a planned or unplanned outage in the primary system significantly minimizing the detrimental effect of system outage This scenario is recommended for 2 or more users For the settings see Synchronizing Systems on page 77 T Tradesignal P Client DataConnect N Price Data J Infrastructure 2 3 2 Scenario 3b Two identical systems working in parallel Both systems work as failover for each other each is set up as a destination system using the other system as source If one system fails all users need to
91. lable on the source are then displayed Synchronization DE Source server Source datafeed testserver stephantest 7000 TDN SELECTFEED Destination server Destination datafeed localhost ingoseven 7000 IDN_SELECTFEED Select how preexisting data should be updated for the synchronized time span Insert new bars and replace existing bars Lia Select Missing Symbals Select Existing Symbols Insert new bars and replace existing bars Insert new bars replace existing bars and delete missing bars Insert new bars and replace existing bars unless marked as user edited LAST VOL Insert new bars only LAST VOL Fields Synch Message Create new symbols without importing data LAST VOL E GDAXI XETRA DAX PF GDAXI LAST VOL MDAX MDAX INDEX FF MDAX LAST VOL MDAXI MDAX INDEX PF MDAXI LAST VOL N225 NIKKEI 225 INDEX N225 LAST VOL AEX AEX Index d AEX LAST VOL Note The chosen option only has an effect within the range of available data on the source server For example if the source system has historic data of one year and the destination system has historic data of five years all options will only be applied to the one year range For easier selection of symbols on the source system the two buttons Select Missing Symbols and Select Existing Symbols are available Upon synchronization DataConnect will check whether the prefixes fit and are compatible e Ifthe prefixes are different a warning will be issu
92. lder Location CSV File Format Create New CSV File Format Default FID Default Period Currency Exchange LAST Daily Indude sub folders Check for updates in this folder every 2 2 Hours Add Cancel 5 Set the Check for updates in this folder every option according to how often the source files should be checked for updates 6 After adding the folder to the feed press the Apply button in the CSV Feed settings panel The changes made in the settings panel won t be saved until the Apply button is pressed Wait for the initial internal index generation to finish the time taken will depend on the size of the files inside the added folders The list of symbols present in the source files will be 41 any Tradesignal DataConnect User Guide TOUO TO displayed in symbol lists in Tradesignal under CSVFeed When a frequently updating source file is present in the added folders the File Scanning Interval should be defined correctly to propagate the updates to Tradesignal soon after they happen Please refer section Error Reference source not found 6 5 1 Creating a CSV file format When this option is selected from either Add new Source Data Folder or Manage CSV File Formats options a dialog for selecting a sample file for the CSV file format will appear Since it is necessary to have a sample file for preview purpose to create a new file format Select Sample File DS Please select a sample file t
93. lick Start to start the DataConnect service and all feed handler services Requires administrative rights on the system Click Stop to stop the DataConnect service and all feed handler services Click Restart to restart the DataConnect service and all feed handler services This is usually done after changes in the settings and usually does not require administrative rights may depend on operating system 6 Managing datafeeds an o Click Manage Datafeeds L y p I T oe F a I to add edit and delete Start Stop Restart Manage Manage Connected Query E Mail datafeeds Settings Dai s Licenses Users Symbol Logs Service localhost gt Manage Datafeeds Prefix a Service Prefix and Service Click here to add a new datafeed IDM_SELECTFEED H DACS User Architecture Reinhard RSSL OMM SSL Triarch RTIC SASS3 TIC SASS Trayport 9 Automatic Configuration recommended Please enter the host where your RSSL based data service resides on Multiple failover hosts have to be separated by blanks When connecting to a non standard RSLL port other than 14002 enter host port e g myhost 123 An RSSL config file will be sink_dist1 O Configuration via a user provided RSSL configuration file advanced DataConnect must be restarted for change to take effect Apply Chee All types of datafeeds are created by clicking into the field Click here to add a new data
94. llations using the Bloomberg data feed will by default use Pass Through Mode When the DataConnect Console detects an existing Bloomberg installation that was recently upgraded to version 5 3 a wizard will guide the user through the process of optionally converting to Pass Through Mode If necessary the Bloomberg data feed can still be used in a Persistent Mode Note When deciding to convert to Pass Through Mode DataConnect will remove all currently present Bloomberg symbols from the data cache Transition from one mode into the other is always available using the DataConnect Console s Manage Datafeeds page 67 any Tradesignal DataConnect User Guide TOUO TO localhost gt Manage Datafeeds Prefix Service Prefix and Service Click here to add a new datafeed BB Bloomberg wisi asi era Feed Handler Service Host Port lt Refresh Bloomberg Settings Log File Pass Through Persistent Mode Pass through price data directly to the dient without storage Store historic prices persistently in DataConnects data cache Restarting BBComm exe Process on Connection Failure D Never restart the BBComm process Restart the BBComm process only when it was initially started by DataConnect Always restart the BBComm process whenever the connection is lost Bloomberg API Connection Port DataConnect must be restarted for change to take effect 9 6 2 Pass Through Mode for Eikon data feed By defaul
95. loating license and users are entered the number of necessary licenses is reserved for these users If unreserved licenses are left any user may use them to connect to DataConnect If all licenses are reserved for user groups only those can be used Users that are not members of a group will not be able to connect to DataConnect Adding a new license 1 Select a user group if necessary Click into the field Click here to add new license A dialog opens in which a Machine ID is displayed and a License Code can be entered The Machine ID is unique to a specific system and ensures that a license code will only be valid for that specific machine Call the licensing hotline number contained in your support agreement and provide the Machine ID displayed in the dialog The agent on the licensing hotline will issue a 26 character code which must be entered into the License Code section in the dialog above The license code contains all license details 5 Click OK to close the dialog The new license will now be visible in the license list Tip To reserve licenses for specific users create a group for them 7 6 Removing a license To remove an invalid or expired license click X and confirm the deletion Once a license has been removed it can be added again as long as the original license code is still available Simply re enter it 51 mu Tradesignal DataConnect User Guide Torvoelre 7 7 Using user g
96. lobal n a Use the global relative filter specified in the tick filter settings which can be configured on a per instrument class basis Relative Percent Filters a tick if it is greater or less than the preceding tick by a specified percentile amount Absolute Fixed Filters a tick if it is greater or less than the preceding tick by a fixed amount 71 Tradesignal DataConnect User Guide TOWO any 10 2 Setting up tick filtering for symbol groupings Note DataConnect will have to be restarted if you change the filter settings described in this section If no explicit price filter configuration had been performed for an instrument a global filter will apply The global filter is a relative value filter that will ignore a tick if it is greater or less than the preceding tick by a specified percentile amount It is set in Tick Filter Settings Import Export ere Restore Sync Data g g CEA tg Click Tick Filter to edit Tick Filter Settings The Symbol Group Configuration dialog opens The lt Default gt values apply to all instrument classes unless overwritten by a specifically configured symbol group testserver gt Symbol Group Configuration Any changes to these settings will only take effect after DataConnect service is restarted lt Default gt Index Equity Bond Swaps Money f Mortage Future Commodity Trayport Futures Warrant Currency Others Enable Enable wf Enable En
97. lowing entries are available as default e For RSSL OMM and Triarch SSL4 installations select IDN_SELECTFEED e For RWS SSL4 installations select IDN_RWS e For TIC SASS2 and RTIC SASS3 installations select IDN_RDF Other feed names can be entered manually by editing the field O localhost gt Configure Mew Datafeed DACS Permissioning for Connected Users DataConnect will perform DACS entitement checks on behalf of connected users In accordance to exchange rules DACS permissioning has to be enabled for all feeds that support DACS entitement control Please enter the host where your DACS daemon OpenDACs service resides on Multiple servers have to be separated by blanks The default DACS connection port is already entered you only have to adjust this value if your desired data service uses a different setting DACS Daemon Open DACS Server e sink_dist1 DACS Daemon Port azii Cancel As of version 5 2 DataConnect is able to perform entitlement checks on behalf of connected users utilizing the Thomson Reuters DACS infrastructure Data Access Control System In accordance to exchange rules DACS permissioning has to be performed for all feeds that support DACS entitlement control in order to control access rights to data for every user 22 any Tradesignal DataConnect User Guide TOWO tradesigna connected to DataConnect Enter the DACS Daemon OpenDACS host that should be connected in ord
98. ls on remotely connected DataConnect will be disallowed Note that Tradesignal does not need to perform client side permissioning when connected to a DataConnect that is running on the same machine as Tradesignal In that case Thomson Reuters symbols can be accessed by Tradesignal as they will be properly access controlled using the DACS user configured in DataConnect 18 2 5 How to fix the Thomson Reuters Excel Add In not activated error when using the Eikon data feed Sometimes Microsoft Excel automatically deactivates Add Ins if it detects that it crashed while an Add In was running If this happens to the Thomson Reuters Excel Add In the data feed will not be able to download instrument histories anymore When this problem is detected an error notification will be raised to inform the user In order to reactivate the Add In the following steps should be executed 1 Stop the Eikon data feed This can be done by running the Stop EikonConnect from the start menu or using the Stop Feed Handler button of the DataConnect Console s Eikon data feed settings dialog 2 Close all Excel instances Make sure all running instances of Microsoft Excel are closed You can use the Windows task manager to check if there are any excel exe instances running in the background 3 Run Thomson Reuters Eikon Excel from the start menu Starting Excel via the start menu entry will forcefully activate the Eikon Add In 4 Close Excel Thi
99. ly provide a subset of the following fields for historic data collection and realtime data provision Last price with Volume LAST VOL Best Bid prices with size BID BVOL Best Ask prices with size ASK AVOL and Open Interest Ol The names in brackets denote the so called F Ds field identifiers that are used by Tradesignal to make the data available for charting etc Beginning with v5 7 DataConnect allows configuring virtually any field supplied by Bloomberg as long as it describes numeric data to be exposed as additional FIDs Prerequisite for enabling any additional FID for data collection is the knowledge of the underlying data fields supplied by the upstream feed The Bloomberg API draws a strict distinction between fields available for realtime push updates called Realtime Fields fields that have to be snapped in regular intervals to update their latest values called Static Fields and fields available for retrieving a series of past daily values Static History Fields One way to find out the Bloomberg field names needed to define additional FIDs is the FLDS function provided by the Bloomberg Terminal which allows browsing all available fields and current values for a security filtered by field type realtime static historical Supplemental fields can be configured in two dedicated sections in the Bloomberg feed handler configuration file TMDSBB INI residing in the DataConnect executable directory note that administrator r
100. n be added by clicking Add multiple users Entering a comma separated list of names will add all these users at once To give them passwords you will have to edit each one To edit a user double click the user name To delete a user click X and confirm the deletion 7 9 Connecting to DataConnect only to access Top Up data This relates to a Tradesignal Enterprise feature lf a user only needs to access local file or web based top up data this can be achieved by assigning a username in Tradesignal prefixed by a minus character Note that access is then restricted to top up symbols solely DataConnect will not provide any symbols 7 10 Exporting importing user groups User groups can be exported to a file by clicking Export Groups All groups and their users are exported The file has XML format and is stored in the folder Console export in the installation folder Groups are imported by clicking Import Groups and selecting a previously exported groups xml file Note This will overwrite all currently existing groups and all entered licenses 7 11 Viewing connected users aF A Click Connected Users QM gt to get a list of all users Stop Restart Manage Manage Manage Connected Query E Mail Settings Datafeeds Licenses Symbol Logs currently connected to the Service DataConnect To kick disconnect a user click X in the last column of the user list 03 any Tradesignal DataConnect User Guide T
101. n to the DataConnect service feed handler services run for each configured data feed Administration of DataConnect is done in the DataConnect Console This central tool allows an administrator to control the system and gain reports on all aspects of DataConnect SJ aay Tradesignal DataConnect User Guide TOUO TO 1 2 Scope of the manual The scope of this manual is to deliver information regarding software setup the Console user interface and basic settings administration processes and troubleshooting For many elements fields buttons etc in the user interface context sensitive help is available as a tooltip wnen moving the mouse over the elements Please refer to this help if this manual does not offer an explanation 1 3 Target audiences The target audiences are system administrators DataConnect administrators and data administrators 1 4 Expressions and formats used in this manual 1 4 1 Note and Tip Note Tip 1 4 2 Formatting Press CTRL C MDS INI Tradesignal MDS General Feed TMDS TRPT Thomson Reuters 1 5 Glossary Command Line Command Window Feed Symbol DataConnect DataConnect Console DataConnect Service TS1 Query Tradesignal DataConnect User Guide Torvoelre Important information for a functioning DataConnect Information that makes working with DataConnect smoother buttons fields commands file names folder paths sections in MDS INI entries in files emphasis
102. ngs To inspect the filter settings for the selected symbol price and session filter open the Query tab and click Filter The current settings for the selected symbol will then be printed to the DataConnect log To get a list of the actually filtered ticks printed to the DataConnect log open the Log tab In the section Filter select e Price to log ticks being filtered due to a big leap in price e Session to log ticks being filtered due to the update being received outside the configured session 10 5 Automatic removal of symbols based on usage In order to avoid unrestricted growth of the data cache and thereby to help keeping performance at high levels DataConnect allows to clean out symbols from the data cache that have not been accessed by Tradesignal clients for a longer duration of time This can be configured in the setting Number of days before unused symbols are deleted and will be used in the nightly service to determine if a symbol can be safely cleaned from the data cache Starting with version 5 7 configuration of unused symbol removal can be achieved on a per symbol group basis like the bad tick filter settings above Additionally DataConnect allows targeting symbols provided by the following data feeds Thomson Reuters TREP Thomson Reuters EIKON Trayport Bloomberg GlobalView and OpenConnect This allows fine tuning automatic symbol removal taking into account feed specific attributes like availability of intraday
103. nt staff e Configure the infrastructure to remove the one target sink distributor restriction for a DACS ID e Setup the DACSID to support two positions e Use an alternate DACS ID for each application e Ensure that all applications only use a single sink distributor Although this will mean that if the sink distributor fails then no failover would be available In all cases it is strongly recommended to consult a Thomson Reuters engineer before applying any of these or other changes to a live infrastructure My DataConnect only appears to be getting real time tick data but no historical daily TS1 data Thomson Reuters only If you have a Tibco TIC SASS2 or RMDS SASS38 infrastructure this situation is occurring because you are currently running the older TIB 9 software DataConnect supports TIB 10 and above To resolve this problem contact your Reuters technical representative and request an upgrade to the more recent software I have recently upgraded my DataConnect from version 1 4 on my Windows XP or 2003 server and am experiencing significant slowdown while accessing data This can be caused by Windows XP mistaking the DataConnect data cache file for another type of file If you have a file in your DataConnect installation directory called mdsdb gab simply stop DataConnect rename the file to mdsdb dat open the MDS INI file in a text editor and replace the entry Data filePath in the General section with the new filename then
104. nted BBComm can also be restarted when DataConnect is being restarted 6 3 1 2 B Pipe Bloomberg B Pipe allows multiple Tradesignal clients to connect to a central DataConnect which communicates with the so called B Pipe appliance residing on a dedicated host User entitlements will be managed in the Bloomberg Terminal s EMRS function by the firm s EMRS Administrator Every user is assigned an EMRS Name that is associated with all exchanges that the user is allowed to access Depending on the EMRS configuration a Bloomberg Terminal may need to be installed on the Tradesignal user s machine DataConnect has to be set up in EMRS as type Application in order to be able to authorize all Tradesignal user data requests via a users EMRS Id and IP address Tradesignal users can enter their EMRS Id in Tradesignal in the Datafeeds options 35 any Tradesignal DataConnect User Guide TOUO TO tradesignai Click Show more options to display extended configuration options and enter the EMRS Id in the text field labeled EMRSId B Pipe UUID Server API Datafeed Tradesignal DataConnect Username bob Password Master Server localhost 7000 AP AF Failover Server 7000 Slave Servers Slave Failover Servers Show less options General Thomson Reuters Bloomberg Trayport Use Bloomberg function keys EMRS Id B Pipe UUID Server APT MYDOMAIN bob Chose B Pipe in the Bloomberg Access Mode dropdown to activ
105. o set the CSV file format OK Cancel After picking a sample file the New CSV File Format dialog will be displayed Once a sample file is selected for a file format it will be remembered as long as the file format is assigned to a source folder Most of the options displayed in the New CSV file format are similar to the Create CSV File Format option in File Import there are a few functionalities which are different since CSV Feed supports user defined FIDs New CSV file format Ex CSV File formatname marketdataformat Column Delimiter Timezone UTC Date format DMY X ic Skip first rows li Decimal delimiter 7 Semicolon Display name delimiter c Space v Parse file name Comma File name ADAG DE DAILY LAST csv Other Pattern lt symbol gt s lt period gt s 4 lt fid gt s csv 9 Ignore zero values Ignore negative values Select Change Sample File Symbol List Sort Pattern 7 Dia ding Symbol Sort Replace Pattern Descending Zero Padding for Symbol List Sorting 6 gt DateTime Open High Low Close Volume TIMEST AMP OPEN HIGH LOW CLOSE VOLUME 08 11 201100 00 52 37 51 74 50 3 50 87 1138398 09 11 2011 00 00 54 6 51 68 49 54 50 19 1109588 10 11 2011 00 00 42 6 50 76 49 295 49 14 880553 11 11 2011 00 00 55 02 52 1 49 885 51 15 993751 14 11 2011 00 00 56 47 54 52 3 52 25 1955740 15 11 201100 00 58 3 53 3 51 7 52 02 1189313 v ww HH Save Cancel
106. odically being rescanned to propagate possible updates Steps to set up a CSV Feed 1 To set up CSV Feed after its installation start by selecting Manage Datafeeds on the DataConnect console s toolbar Next click on the Click here to add a new datafeed link to start the wizard Now select the CSV Feed option in the wizard In the next page of the wizard a three letter Prefix can be given to the CSV Feed after completing the wizard the newly added feed would be visible in the table on the left hand side of the Manage Datafeed window 2 Select this entry to start configuring the data feed The CSV Feed settings panel will be visible on the right hand side of the window To add source files to the CSV Feed the folder s containing source files should be added with appropriate file formats assigned to those folders 3 A new folder can be added by clicking the Add new Source Data Folder bution 4 After selecting the Folder the correct csv file format has to be assigned to it this can be done by selecting the appropriate entry from the CSV File Format dropdown If the file format for the folder is not already present in the dropdown a new CSV File format can be created using the Create New CSV File Format option 6 5 1 Section explains in detail the creation of CSV file formats Include sub folders should be selected if there are source data files residing in subfolders of the main selected folder location 7 as Add New Folder 2 Fo
107. of licenses currently available for different key features Statistics e Metrics on all kinds of DataConnect related operations and resources e g CPU load memory consumption data cache file size number of advises symbols internal processing queue sizes and more This mirrors the information available from DataConnect statistics symbols STAT_ also obtainable in the DataConnect Console s statistics section 15 2 3 SNMP Traps The following usually exceptional situations will trigger an alert called a Trap in SNMP parlance e The connection state of the SNMP sub agent has changed connection to DataConnect is lost or established e A message of severity warning or critical has been written to the DataConnect log file The Trap will include the message the severity and the timestamp of the warning e Aconfigured TDMS license is about to expire shortly this trap has to be explicitly activated in the DataConnect options rf section 7 12 90 any Tradesignal DataConnect User Guide TOUO TO 16 Logs Alerts amp Troubleshooting Tools Helpful information about the system and the current or latest activities is given in the DataConnect Console 16 1 Logging console and log file The logging console displays the contents of the DataConnect log file mds og which is located in the installation folder s sub folder WD By default only significant events on a DataConnect are logged More exotic events
108. ographically located user groups Such deployments simply require identical clusters of servers as described in scenario 3 and restricting which users access each pair directly in the Tradesignal configuration settings 2 5 Scenario 5 Local installations using a centralized licensing DataConnect As an administrator it may be difficult to handle the licensing of multiple local DataConnect installations throughout the company when licenses start expiring This can be simplified by using a centralized licensing DataConnect An example for this case would be to have several local Bloomberg DataConnect installations In this case you can specify a centralized DataConnect as the license server This license server will need additional remote licenses to grant feed access to all local DataConnect installations All local DataConnect installations will be configured to use the license DataConnect instead of using their locally installed licenses see section Managing Licenses and Users on page 49 for further information Local DataConnect Tradesignal Client License DataConnect Tradesignal Client Local DataConnect eal tes Price Data DataConnect Infrastructure Tradesignal Client 12 any Tradesignal DataConnect User Guide TOWO 3 Installation 3 1 Preparations for installing DataConnect e Have your installation CD ROM ready e Define the DataConnect infrastructure and licensing model see Deploym
109. ommands that will be consecutively executed at the given service time e Startup script file A text file containing DataConnect commands that will be consecutively executed at start up 17 1 2 Manually starting a script A script can be started directly via Application button gt Execute Script Alternatively a script can be called up in the command line with script filename J9 Tradesignal DataConnect User Guide TOWO any tradesignai 17 2 Nightly Maintenance DataConnect will automatically back up its data cache file on a regular basis This backup is part of the nightly service which will usually commence at 23 00 local computer time If needed this time can be changed Click Manage Settings gt aa iit al W i E yA g Service Manage Manage Manage Connected Query E Mail settings Datafeeds Licenses Users Symbol Logs Edi i i jae dit Daily Service Time to change the time of the nightly maintenance Stop Restart Nightly maintenance can be started manually via Application button gt Nightly Maintenance It offers four options Complete nightly service Includes the single options plus a backup of the data cache file as described in Backup Restore on page 76 Only force immediate TS1 requests Reuters only Informs all instruments to request an immediate TS1 update command requestts1 Only force template reload Forces a reload of session and time zone data from the data stream
110. on Settings Log File Po Expired Contract History Transfer The naming scheme for Thomson Reuters monthly future contracts is re used every ten years This means that e g in 2013 FDXH4is the realtime symbol for the FDAX March 2014 contract When the symbol expires in September 2014 it will be marked as dosed However some time later once trading for the September 2024 contract is possible the symbol will be re openend now having a completely different underlying In order to work around this issue DataConnect can be instructed to automatically transfer collected historical realtime data including intraday data over to dedicated expired contract symbols in this example FDXH4 1 where 1 specifies the first decade of a century Disabled Only Copy the Histories Copy the Histories and Remove the Closed Realtime Contract Symbol DataConnect must be restarted for change to take effect Apply Close 69 any Tradesignal DataConnect User Guide TOWO 9 8 Specifying Overrides for Currency Symbols Starting with version 6 0 DataConnect allows overriding provider supplied currency instruments with user specified symbols Tradesignal 7 7 or later required Lit ib N amp an QM Click Manage Settings gt Data Services General Stop Restart Manage Manage a Query E Mail Settings Datafeeds Licenses Users Symbol Logs Service localhost gt DataConnect Options Service The symbol used to request s
111. on another DataConnect machine Raw DataConnect data cache files tmds dat files cannot be copied while DataConnect Is running Backing up a DataConnect data cache file will create a tmds dat bak file which can be copied to another DataConnect machine and be restored later Note Backing up and restoring a data cache file may take up to several hours for very large data cache files 12 1 Backing up a running live DataConnect am am 4 Click Backup and confirm F T Al a ie tjg Tick Filter Import Export Si The status of the backup process is displayed on the right side of the status Data bar Resulting files in the installation folder e backup file tmds dat bak e log file tmds dat backup log 12 2 Backing up a stopped DataConnect ee i ps ij Click Backup and confirm F Ea Wy r aae y Tick Filter Import Export A command window opens with status information After the backup press any Data key to close the command window Without a running DataConnect the backup is performed by the gbak utility DataConnect Console will start this utility via the backup cmd script in the installation folder You can also Start this script directly Resulting files in the installation folder e backup file tmds dat bak e log file tmds dat backup log 76 any Tradesignal DataConnect User Guide TOUO TO tradesignai 12 3 Restoring a DataConnect data cache Note A backup file tmds dat bak must be av
112. onnect is not possible Click Synchronize to open the synchronization wizard for the cache files of two DataConnect connections Export Import Switch Mode Cache Files 86 Tradesignal DataConnect User Guide TOUO TO any 15 Simple Network Management Protocol SNMP Integration Simple Network Management Protocol SNMP is a standardized protocol for managing devices on IP networks Wide spread SNMP support is available for hardware devices like printers or network routers but software programs e g specific Windows Services can also be implemented with an SNMP aware interface Since version 5 3 0 DataConnect is capable to act as an SNMP agent in order to provide SNMP Management Applications access to DataConnect metrics and also to receive important push events in form of so called SNMP Traps 15 1 Configuring the SNMP Integration for DataConnect The DataConnect SNMP integration relies on the Microsoft Windows SNMP Service which has to be installed on the same machine on which DataConnect resides The Windows SNMP Service acts as an SNMP agent which is able to integrate multiple sub agents Each sub agent is registered with a dedicated extension DLL that is loaded into the Windows SNMP Service on service startup Whenever SNMP Management Applications enquire information from the Windows SNMP service the latter will propagate the request to the correct sub agent The DataConnect sub agent DLL called TMDSSNMP dll
113. ons For each session a start and end time and the respective trading day s can be entered Note that the session editor control will reject invalid sessions e g overlapping session spans and will visualize this with a thick red border Click to remove a session Click Load from Symbol to copy session information from another symbol Click Server Defaults to delete the active session and revert to the value in Data Feed Session Note Modifying an instruments session does not modify what data is collected unless a session based filtering has been set up All data is collected and sent to the Tradesignal desktop application where data outside the active session will be hidden This can be switched off in the Tradesignal desktop application in which case all data would be displayed 60 any Tradesignal DataConnect User Guide TO UO1O 9 2 Editing price data Price data stored in the data cache can be displayed for the selected symbol The constituent values of a bar such as open high low close volume can be modified see section 9 2 1 When necessary bars can either be deleted from the data cache or can be tagged as disabled see section 9 2 2 Select the Field and Period first The price data will then be loaded from the data cache Reference Data Price Data LAST voL ki Date Openi 9 4 2012 62 57 9 3 2012 61 66 8 31 2012 61 08 8 30 2012 62 2 8 29 2012 62 52 8 28 2012 62 41 8 27 2012 61 96 8 24 2
114. or change to take effect Apply Close 31 any Tradesignal DataConnect User Guide TO UO1O tradesigna Recording every trade dealt in a Trayport trading gateway is not expected to affect performance noticeably due to the comparatively low number of updates in the provided energy markets Still the DataConnect Console allows to reduce the load in different ways should this become necessary The product change detection settings are available in the Trayport section of the Manage Datafeeds dialog To disable the deal database for product change detection altogether uncheck the enable product change detection tick box The number of trades recorded can be minimized by only subscribing to the products collected by DataConnect Note that this great reduction of the number of feed messages to handle is paid for by the possibility of undetectable trade product changes those where the new product is none of the collected items by DataConnect Therefore it is recommended to use this feature only if the sheer number of update messages Is too high to be handled without adversely affecting performance For best performance the trades database ought to be located on a physically different hard drive than the DataConnect data cache file The storage location can be changed in the Trades database location folder picker Note that folders on a network share are not suitable for the trades database The availability of a Trayport SQL serv
115. ormation should be used to construct the unique identifier UUID listed in the usage report by username by IP address or a mix of both The final wizard page displays a preview of the report in a grid based fashion grouped by monthly period The following example lists a three month report with username and IP address as UUID format Usage Report ES gt Usage Report Monthly Usage Results gt Period 2015 01 Count 1 boeeseessesseoseoosesseoscossooseoscoseoseossesscoseossossesseossoseoosesscossosseosesssoseosseoseossoseeoseosesssossesseosesssossesseosesssosseosessesssossesseosesssossessessesssossoosessesseosseosessesssesseog trader3 192 168 1 104 trader 5 192 168 1 101 gt Period 2014 11 Count 16 Export to Text File Export to XML File Close 55 any Tradesignal DataConnect User Guide TOWO Exporting the report to text file will allow you to write a textual form of the report to a selected target file The format is as follows First line Header listing the feed name and the generation time stamp in ISO 8601 format second line Column header Remaining lines space separated list of monthly period YYYY MM total number of users and semicolon delimited list of UUIDs Example DataConnect Usage Report for IMDS TRPT generated 2015 01 12T13 09 26 5871807 01 00 Year Month Total Number Users UUID List 2015 01 2 trader3 192 168 1 103 trader4 192 168 1 104 2014 12 2 trader2
116. per request Therefore downloading very long histories may take more time as multiple requests have to be issued This setting allows restricting the number of bars to be retrieved in favor of quicker execution Visible Excel Normally all Excel instance windows are hidden This setting Instances allows making them visible Section Periodic History Refresh DataConnect can be instructed to reload recent historic data at a specified local time This helps correcting local histories that may have changed on the upstream server side e g through price corrections The reload should ideally be scheduled during times of low activity to avoid interfering with other tasks The number of bars to be updated can be configured on a per period basis Note that reloading ticks can take a comparatively long time to complete depending on the number of symbols with active tick collection the type of symbols and the setting how many hours of tick data have to be refreshed Section Expired Contract History Transfer Please refer to section 9 7 Automatic copying of historic data for Thomson Reuters Expired Contracts symbols for more information on this topic 26 any Tradesignal DataConnect User Guide TOUO TO tradesignai 6 2 Setting up Trayport GlobalVision Please see section 3 3 1 for specific software requirements in order to access Trayport prices The pre configured prefix for symbols connected to the Trayport data feed is TPT In
117. pped up with incoming realtime ticks Symbols remained in the data cache until explicitly deleted either manually using the DataConnect Console s symbol band or automatically via the symbol cleanup for securities which have not been accessed for a longer time Starting with version 5 3 DataConnect implements the so called Pass Through Mode available for the Bloomberg and Open Connect data feeds In Pass Through Mode all data coming from the upstream data source is forwarded directly to the connected Tradesignal clients without any intermediate storage in the DataConnect data cache This means that complete data histories will always be fetched directly from the data source so that the most recent upstream version is guaranteed to be forwarded to clients Note that feeds that require tick data storage to perform trade corrections via Trade IDs e g Trayport or feeds that do not provide intraday histories e g Thomson Reuters cannot be put into Pass Through mode so collection needs to be persistent for this class of feeds 66 any Tradesignal DataConnect User Guide TOUO TO tradesigna The following table compares advantages and disadvantages of both modes in order to aid in deciding which mode fits best for a given data feed Persistent Mode Pass Through Mode Typically faster delivery of long histories Charts containing long histories may take to connected Tradesignal clients due to longer to load depending on how fast the
118. pported operating systems e Windows 2008 Server 64 bit and R2 e Windows Vista 64 bit e Windows 7 64 bit e Windows 8 64 bit e Windows 8 1 64 bit e Windows 2012 Server and R2 Please note Starting with version 6 0 DataConnect is available as a 64bit application only The latest 5 x version of DataConnect can be used in cases where DataConnect must be run on a 32bit operating system incl Windows XP 13 any Tradesignal DataConnect User Guide TOUO TO 3 2 2 3 3 3 3 1 Minimum system requirements Main processor Pentium 4 Main memory 4 GB Free disk space 50 GB when installed on a non system partition additionally at least twice the amount of main memory free on the system Windows partition Recommended system requirements for the use of DataConnect Main memory 8 GB or more Multi core 4 Free disk space 200 GB when installed on a non system partition additionally at least twice the amount of main memory free on the system Windows partition Striped and mirrored disk array RAID 10 Uninterruptable Power Supply UPS Software Requirements Global Vision API Trayport Feed Handler This section is only relevant when you plan to feed Trayport prices into DataConnect For this purpose DataConnect provides the dedicated Trayport Feed Handler which relies on the Global Vision API GV8API to communicate with Trayport upstream servers Please contact your Global Vision subscription support
119. ption is activated This file can be used as a basis for additional configuration if necessary Sample configuration file Sessions Session IDN SELECTFEED connectionList Connection RSSL_ IDN SELECTFEED Connections Connection RSSL IDN SELECTFEED connectionType RSSL Connections Connection RSSL IDN SELECTFEED serverList sink disti Logger AppLogger windowsLoggerEnabled false The configuration must define a so called Session called Session IDN SELECTFEED above referring to a connection named Connection RSSL IDN SELECTFEED in the example which then has to be specified further The Session name has to be specified in the wizard dialog so that DataConnect is able to pick the correct connection For a full list of configuration options contact your Thomson Reuters account manager 18 2 4 Entitlement Management with DACS 18 2 4 1 Advanced configuration of server side DACS permissioning DataConnect supports performing entitlement checks on behalf of connected users utilizing the Thomson Reuters DACS infrastructure Data Access Control System In accordance to exchange rules DACS permissioning has to be performed for all feeds that support DACS entitlement in order to control data access rights for every user connected to DataConnect This section explains how server side DACS permissioning is performed and which advanced configuration options are available Server side DACS permissioning is implemented using a dedicated Window
120. r can be added by clicking the Add new Source Data Folder button 3 Select the corresponding folder and then select Thomson Reuters Tick History option from the CSV File Format dropdown CSV File Format Thompson Reuters Tick History a 4 After adding the folder to the feed press the Apply button in the CSV Feed settings panel The changes made in the settings panel won t be saved until the Apply button is pressed Wait for the initial internal index generation to finish the time taken will depend on the size of the files inside the added folders The list of symbols present in the source files will be displayed in symbol lists in Tradesignal under CSVFeed 47 any Tradesignal DataConnect User Guide TOUO TO tradesig 6 7 Setting up OpenConnect The Tradesignal OpenConnect Software Development Kit SDK is a package that allows a licensed developer to create and distribute feed handling modules that interface DataConnect to third party datafeeds and data files Once an OpenConnect derived service is packaged and deployed to a suitable server DataConnect will need to be informed of the details of this service either during installation or manually by modifying settings files In the Wizard enter e prefix optional and service name of the OpenConnect service e user name optional e host name and port default port is 27367 of the feed server DataConnect will attempt to connect to your service after restart
121. re Root Code FDX Once the contract expires in end of December 2013 FDXZ3 s data state will become closed However once trading for the FDAX December 2023 commences FDXZ3 will be reactivated with a then different meaning Thomson Reuters also supplies special RICs for expired contracts that show a longer life span up to 100 years as opposed to up to 10 years for current contracts The pattern for an expired contract symbols is Future Root Code Month Code Last Digit Year Decade So once the FDXZ3 expires historic daily weekly monthly data will be made available under the expired contract code FDXZ3 1 1 denotes decade one of the current century In order to avoid inconsistent data as in the example above mixed up histories containing data both for December contracts from 2013 and 2023 DataConnect allows to copy all collected data including intraday histories from the freshly expired realtime contract symbol over to the dedicated expired contract symbol If wanted the closed realtime symbol can be automatically removed from the data cache This will be performed as part of the nightly servicing Configuration of this feature is available for both TREP and EIKON based Thomson Reuters data feeds via the Manage Datafeeds dialog localhost gt Manage Datafeeds Ds Prefix a Service Prefix and Service Click here to add a new datafeed EIKON ieee ee eee Feed Handler Service Host Port is 5 2 Refresh Eik
122. reate Dump of DataConnect Process For connection functions see DataConnect Connections on page 57 The installation folder is usually at Program Files Tradesignal TMDS The configuration file refers to the MDS INI file in the installation folder For nightly maintenance see Nightly Maintenance on page 96 For scripting options see Scripting on page Start Sunday Candle Removal Tool Execute Script 95 About Tradesiqnal DataConnect Exit 4 3 Symbol area The symbol area offers all datafeeds and their symbols For each selected symbol the Reference Data and Price Data tabs are available The search field offers automatic filtering while typing the search term For more on symbol handling see Managing Symbols on page 58 IDN_SELECTFEED 32 Name y x New Clone Delete Reload List Groups Name Last Access A TOP lt BACK ADIDAS N ADSGn DE 9 23 2011 BASF SE BASFn DE in use BAY MOT WERKE BMWG DE 9 23 2011 BAYER N AG BAYGn DE 9 23 2011 BEIERSDORF BEIG DE 9 26 2011 COMMERZBANK CBKG DE in use DAIMLER AG N DAIGn DE in use DEUTSCHE BANK N DBKGn 9 23 2011 DEUTSCHE POST NA DPW 9 23 2011 DT BOERSE NEUE DB1Gne 9 23 2011 DT LUFTHANSA AG LHAG DE 9 23 2011 DT TELEKOM N DTEGn DE 9 23 2011 E ON AGNA EONGn DE 9 23 2011 a Reference Data Price Data 18 Tradesignal DataConnect User Guide Torvoelre al 2 Refresh Symbol Alias
123. removed from the path when it is assigned to a data source folder later 45 any Tradesignal DataConnect User Guide TO UO1O tradesignai 6 5 2 CSV Feed Configuration settings The default Push port and Backfill port for CSV data feed is 27372 and 27373 respectively If necessary port numbers can be adapted in the CSV data feed configuration available in the Console 6 5 2 1 Source Data Folders Contains the list of added folders containing source data files with the assigned csv file formats Default FID If there is no FID column specified in the CSV format then this value is taken as the FID for that symbol Default Period If there is no Period column defined in the CSV file format and if it cannot be derived from the file name Default period is used for that symbol 6 5 2 2 Intermediate Files Location CSV Feed creates temporary files for each subscribed symbol fid and period combinations in a way that supports efficient data retrieval This field defines where these temporary files should be stored Advanced Settings Intermediate Files Location E intermediateFiles Clean up intermediate files if they are not accessed for 9 Day s Update index daily at 14 45 1 6 5 2 3 Index Update Daily This can be activated and set so that the internal index is updated at a specific time Updating the index helps the CSV Feed to detect newly added source data 6 5 2 4 Clean up intermediate files This
124. rizati Extension Agent DLL that can be loaded by the Windows SNMP service E Please consult DataConnect User Guide for more information on how to Client Connections configure the Windows SNMP Service to correctly integrate the DataConnect Logging SNMP Extension Agent DLL Administrator Notification Note that enabling or disabling the DataConnect SNMP integration requires the DataConnect Console to be run on the same machine as DataConnect and with elevated privileges administrator rights Port for DataConnect SNMP extension DLL communication 27358 Timeout in milliseconds for requests from the extension DLL to DataConnect 10000 The SNMP integration is currently disabled Enable SNMP DataConnect must be restarted for change to take effec Only available with an active connection Cancel 15 1 6 Disabling DataConnect SNMP Integration SNMP integration can simply be disabled by clicking on Disable SNMP once it was enabled in the SNMP tab of the DataConnect Options dialog DataConnect Console will remove the registry entries necessary to register an SNMP sub agent and will restart the Windows SNMP service in order to unload the DataConnect SNMP Extension DLL 15 2 Working with the DataConnect SNMP Integration 15 2 1 DataConnect Management Information Base MIB DataConnect comes with a dedicated Management Information Base MIB file that can be loaded into SNMP Management Applications in order to provi
125. roubleshooting or for tuning use a Nondefault SSL configuration file which can be defined in the Manage Datafeeds pane For Triarch infrastructures this configuration file is usually called ss api cnf 18 2 2 Manually configuring RMDS RTIC SASS3 infrastructures The DataConnect Console allows configuring datafeeds in a simple and straight forward manner A manual configuration is seldom necessary DataConnect nevertheless supports manual configuration of the data feed using a so called Nondefault SSL configuration file This section describes the steps necessary to manually set up a connection of DataConnect to a RMDS SASS39 infrastructure using a configuration file usually called ss rv cnffor RMDS based infrastructures As with all feed infrastructures you must have correctly configured your DACS settings in the UI Note DataConnect only supports TIB 10 and above Please ensure that your infrastructure meets this minimum requirement In the Manage Datafeeds pane pick your ssi rv cnf file in the Non default SSL configuration file field 107 any Tradesignal DataConnect User Guide TOUO TO tradesignai Assuming all settings are correctly set when Tradesignal DataConnect is started from the Control Center the message DataConnect is now running will be displayed Should start up fail for some reason DataConnect will display as much information on the error as possible to help with the diagnosis the reason for start
126. roups lt different users will be able to use different licenses user groups can be created Adding users to licenses guarantees that these licenses are available to these users The workflow is as follows 1 Enter the user group by clicking into the field Click here to add new group 2 Add licenses and users to the selected group 3 Click Save to save any changes upon leaving localhost gt Manage Licenses Use Centralized License Server User Groups Click here to add new group teami X team oon Manage the licenses for the selected user group Quantity Start Date Expiry Date Features License key Click here to add new License i0 9 14 2011 9 12 2016 8 10 11 12 13 17 21 22 23 24 2 25DA0A62 Edit the associated users which will be assigned to the entered licenses Password Click here to add new user 52 Tradesignal DataConnect User Guide Torvoelre Status Add Multiple Users Import Groups Export Groups Save Cancel tradesignai 7 8 Adding editing deleting users Note Users only need to be entered explicitly if you want to restrict licenses to certain user groups Users are handled in the area on the lower right 1 Select the user group 2 To add a single user to the selected group click into the field Click here to add new user 3 As a user name enter the DACS user name ID 4 In addition a password can be entered for each user Alternatively multiple users ca
127. rwrite from historic bars provided by the data feed If you want to re enable overwriting with default historic data you can do so by using the reset button on specific bars Alternatively use Reset Selected Candles from the context menu which also works on multiple rows at once Note that the reset feature is available starting from DataConnect version 5 5 In case you want to reset all modifications for all FIDs and periods of a symbol use the Restore Default Hist Data from the ribbon bar see section 9 3 1 9 2 6 Saving price data Click Save Changes to commit your data changes to the data cache Changed data will be checked for plausibility if this validation fails the data will be rejected When candles are tagged as to be deleted you will be asked what action to perform delete from data cache or tag as disabled see above 63 any Tradesignal DataConnect User Guide TO UO1O 9 3 Clearing and restoring data 9 3 1 Restoring default historic data This function will restore the historic data as currently provided from the datafeed Click Restore Default Historic Data to E lear Lizer Edite 2 Clear User Edits restore all available historic data for the _ Resubscribe currently selected symbols from the datafeed GDAXI The retrieved history will not overwrite bars that were marked as user edited or disabled unless the option to reset all user edited and disabled candles is selected testserver gt Re
128. ry to retrieve the correct historic data when using ODBC backfill via a Trayport SQL server Please consult the DataConnect documentation for the entry format 1000207 1 0TC 10002898 CME FIN 10002896 CME PHYS 10006025 ICE 10002765 ICER 33 any Tradesignal DataConnect User Guide TOUO TO tradesignai There is already one mapping present by default to define the correct instrument and venue mapping for the NBP market Note that all configured entries will only then be used when the respective bilateral instrument was set up in the instrument switch configuration see above Every line in the Smart Match Mapping textbox defines the relationship between a bilateral instrument and all respective cleared ones based on execution venue The entered information will be used to correctly assemble the database request so that deals are sorted into the correct instruments A mapping entry starts with the bilateral instrument id followed by a colon and a quoted comma separated list of execution venue names The other part of the mapping is a semi colon separated list of all cleared instrument definitions using the same syntax i e ID VENUE1 VENUE2 Both parts of the definition are separated by the equals sign 34 any Tradesignal DataConnect User Guide TO UO1O 6 3 Setting up Bloomberg The pre configured prefix for symbols connected to the Bloomberg data feed iS BB Once a Bloomb
129. s define what DataConnect and in some cases a Tradesignal desktop application are allowed to do and what features they themselves can offer In general the features provided will be detailed in your license agreement e When requesting a license for a given DataConnect it is important to state the datafeed that DataConnect will be connected to because each datafeed vendor requires a different license code For example if you change a DataConnect connection from one datafeed e g Thomson Reuters to another from a different vendor e g Trayport or OpenConnect you will require a new license code 50 any Tradesignal DataConnect User Guide TOWO tradesignai If the use of a centralized license server is intended state this when requesting for license codes because client DataConnect installations will use special features that need to be present on the license server For the licensing of multiple Tradesignal DataConnect instances in a Master Slave configuration see Scenario 4 Multiple systems on page 10 Normally it is not necessary to enter any users If different users will be able to use different licenses user groups can be created see Using user groups on page 52 7 4 Floating licenses Floating licenses users and user groups work as follows 7 9 If ten floating licenses are available up to ten users can connect to DataConnect The users dont have to be entered by name If in a user group a f
130. s of a second If for any reason the request is outstanding for too long the request is aborted and the client will not be allowed to access the symbol This permission check request timeout can be configured in the DataConnect console the default is set to 30 seconds 18 2 4 2 Connecting Tradesignal 6 1 or earlier to DataConnect 5 2 or above Older Tradesignal versions 6 1 or earlier were performing entitlement checks directly on the client machine so there is no need to repeat permissioning on the server side DataConnect 5 2 and above will detect that an older Tradesignal client is connected and will therefore skip the entitlement checks for those clients 110 any Tradesignal DataConnect User Guide TO UO1O tradesigna 18 2 4 3 Connecting Tradesignal 6 2 or later to DataConnect 5 1 or earlier DataConnect versions before 5 2 did not support server side permissioning so in order to ensure exchange compliant access control Tradesignal needs to perform client side permissioning To enable Tradesignal 6 2 or above to perform client side permissioning the Thomson Reuters SFC 4 6 0 components will have to be installed in the Tradesignal directory under Programs Tradesignal The following SFC components and configuration files are needed e dacs4w32 dll e sioc3290 dll e ssl48w3290 dll e appendix_a e enumtype def e sslapi cnt When Tradesignal is unable to find these SFC components access to Thomson Reuters provided symbo
131. s often capped by the API at two weeks of data DataConnect provides a way to obtain historic deals directly from an ODBC data file such as the server used by GlobalVision to store the complete deal history lf DataConnect is able to connect to the SQL Server directly follow these steps to obtain historic deals 1 Ensure the server is reachable from DataConnect by typing ping lt servername gt into the command prompt 2 Ensure that the Microsoft SQL Server ODBC driver is installed on the DataConnect system this normally will be installed when the SQL Server client components are installed on the machine using the SQL Server setup 2 aay Tradesignal DataConnect User Guide TOUO TO tradesignai 3 Obtain a username and password for the data file that has read access to the following data files and tables GVGLOBAL80 SequencelItems GVGLOBAL80 SequenceTypes GVGLOBAL80 Sequences GVGLOBAL80 InstTreeGroups GVGLOBAL80 InstTreeInstruments GVGLOBAL80 Version GVLOCAL80 DealsDone GVLOCAL80 DealTreeNodes GVLOCAL80 Orders GVLOCAL80 Version Ls ee ow PhD OO Om 4 Edit the Trayport feed via Manage Datafeeds 5 Check the option Get deal history directly from Trayport SQL Database Server This will automatically set ODBC as backfill method The settings for the server database database user and password are then used to create the ODBC connection string Note If you are unable to connect and the log
132. s service residing on the same host as DataConnect This service is called DataConnect Entitlement Service and its lifetime is managed transparently by DataConnect without the need for user intervention DataConnect talks to the Entitlement Service via TCP IP using the local default port number 27359 Should this port already be in use by another application it can be changed in the DataConnect Console s Manage Datafeeds dialog in the Reuters shared settings section local DataConnect Entitlement Service Port 109 mu Tradesignal DataConnect User Guide TOWO tradesigna The Entitlement Service will establish permanent connections to all configured DACS daemons Should a connection fail DataConnect will have to disallow access to all symbols provided by the underlying data feed This behavior is dictated by exchange regulations In such a case adequate warnings will be displayed in the DataConnect log and alerts are sent out to connected clients using these feeds When a user connected to DataConnect from a remote host requests accessing a symbol s data for example a Tradesignal user opening a chart DataConnect will forward the symbol request to the Entitlement Service which in turn will interact with the DACS infrastructure to request a DACS lock on this symbol When the DACS rejects accessing this symbol DataConnect will return an adequate error message back to the client Usually this process is performed within fraction
133. s will save the activated state of the Eikon Add In for future Excel instances 5 Start the Eikon data feed Run the Restart EikonConnect from the start menu or use the Start Feed Handler button of the DataConnect Console s Eikon data feed settings dialog 111 mu Tradesignal DataConnect User Guide TOWO Appendix A Supported Trade Units Following is a list of trade units supported by DataConnect for unit conversion purposes Trade Unit Name Trade Unit Key Tonne Kilo Tonne Mega Tonne Kilogram Gram Pound Troy Ounce Hundred Wt Short Ton Long Ton 30kg Bag 50kg Bag 60kg Bag 70kg Bag 100kg Bag 53 5kg Bag Bushel Barrel Kilo Barrel US Gallon UK Gallon Litre Hecto Litre Cubic Metre Cubic Feet British Thermal Units Million British Thermal Units Therm Kilo Therm Giga Joule Tera Joule Mega Watt Hour Giga Watt Hour Percentage Tradesignal DataConnect User Guide TO UO1O
134. store Default Historic Data This function will reload the available historic data from the data source 9 Do not overwrite any candles that are marked as user edited or disabled C Reset all user edited and disabled candles before restoring the default historic data Name Message Germany Baseload Euro Euro Months Dec 13 TPT Germany Baseload Euro Euro Months Feb 14 TPT NEP Gas NG Quarters 0114 TPT TP 10002071 10 NEF Gas NG Quarters 0214 TPT TP 10002071 10 9 3 2 Restore default reference data This function will restore the reference data of the symbol as received from the datafeed E Dispel ie ee Click Restore Ref Data to restore the ii i EB Clear User Edits reference data for the selected symbol mu 64 Tradesignal DataConnect User Guide TOWO 9 4 Editing data collection settings F af A Click Manage Settings gt G Sa 2 5 a Ba Data Collection Stop Restart ige Manage Manage Connected Query E Mail gs Datafeeds Licenses Users Symbol Logs Service localhost gt DataConnect Options ae Maximum data history length for each time period Data Service General Collected Allow Number of Units Unit Type by Default Truncation in the Datacache Bars or Days k Tick On First Request ri 20000 Bars Automated Synchronization Client Connections 1Min collected 7 20000 a Bars Logging 3Min Collected 180 Administrator Notification Days Offline Mode 30 M
135. t Thomson Reuters Eikon data feeds are set up to store historic prices persistently in DataConnect s data cache See section 6 1 2 1 Advanced Eikon data feed configuration for setting up Pass Through Mode for this data feed 9 6 3 Pass Through Mode for OpenConnect data feeds Open Connect based data feeds are persistent by default If you want to switch your Open Connect data feed to Pass Through Mode you will have to add the following setting to the General section in the settings file accessible via the Manage Datafeeds page for the respective Open Connect service General PersistentSymbols 0 Changing this setting requires a restart of DataConnect and the OpenConnect data feed Please be aware that feeds publishing trade corrections cannot support pass through mode because DataConnect needs access to already collected trades via Trade IDs stored in the local data cache in order to apply corrections to the correct candles 68 aay Tradesignal DataConnect User Guide TOUO TO tradesigna 9 7 Automatic copying of historic data for Thomson Reuters Expired Contracts symbols The naming of currently traded realtime future contracts for Thomson Reuters symbols RICs basically follows this pattern Future Root Code Month Code Last Digit Year For example at the time of writing in September 2013 the RIC FDXZ3 denotes the December contract Month Code Z in 2003 Last Digit Year 3 for the FDAX future Futu
136. t affecting users e Scalable architecture with built in failover and recovery support to ensure high availability with uninterrupted data collection and distribution e Comprehensive license management including global floating departmental floating and user restricted configurations e mport feature for previously collected data ensures even new installations can provide a comprehensive history of intraday data where that data is not already available from the source data feeds e Automatic filtering of bad ticks and automated correction of historic deals for feeds that provide such automated corrections e Direct simultaneous connection to data from one or more of Bloomberg Bloomberg Professional Workstation DAPI and SAPI e Bloomberg B PIPE e GlobalView Energy Market Data Feed Thomson Reuters TREP RT OMM RSSL Thomson Reuters Triarch RWS SSL4 Tibco TIC SASS2 RMDS SASS3 e Thomson Reuters Eikon Desktop o Thomson Reuters Tick History version 6 0 and above o Trayport Trading Gateway amp Direct broker connections e Tradesignal OpenConnect Middleware for open interoperability e Generic CSV Data version 6 0 and above 1 1 Architecture DataConnect runs in the background as a 64bit native service on Windows based systems This has the advantage that no user needs to be logged in for the system to be collecting and distributing ticks as long as the computer is turned on DataConnect will do its job In additio
137. t commands contained in the text file pointed to by the filename argument skipdebug mode Defines what will happen with debug output mode 0 skips nothing 1 skips data file writes 2 skips sending to clients 3 1 2 skips data file writes and send to clients trace permission on off Permission cache additions and removals can be traced with trace permission trace requesttimer on off This traces information on pending instrument requests 97 any Tradesignal DataConnect User Guide TOWO 17 3 2 TS1 commands clearts1 Removes all current TS1 requests dump ts1 Displays the length of the TS1 queues dump ts1 all Displays the contents of the TS1 queues dump ts1 cache Displays general information about the TS1 page cache dump ts1 cache all Displays the complete TS1 page cache gettslinfo symbol fid period Returns the time of the last TS1 update the time of the last successful TS1 update and the time of the next scheduled TS1 update requestts1 Informs all instruments to request an immediate TS1 update The command clearts1 can be used to subsequently clear this request trace ts1 onloff eve Switches TS1 dumping on or off eve is a number specifying what has to be traced Add the following values to find the desired level ts1trace_off 0 trace nothing same as OFF ts1trace_requests 1 trace start end of TS1 requests tsitrace_cache 2 trace page and cache info ts1trace_s
138. t committed using Save Changes click or open the context menu and choose Undo Pending Modifications for the Selected Candles Deletions will be committed after using Save Changes which will open a dialog that asks if to delete or disable the data The difference is that deleted bars will come back when the default history is restored whereby disabled candles will stay invisible to the Tradesignal user even after the history has been reloaded This helps to suppress bad data such as spikes as long as the faulty data has not been corrected by the upstream data feed You can use the reset feature to remove this kind of overwrite protection see section 9 2 5 Note that disabled candles are available as of DataConnect version 5 5 9 2 3 Adding candles To add a new candle time point click in the field Click here to add new candle or open the context menu and choose Create New Candle 62 any Tradesignal DataConnect User Guide TOUO TO tradesigna 9 2 4 Reverting not yet committed price data Click next to a row containing uncommitted changes to restore the bar to the previous values To undo changes in multiple bars you can select all respective rows and then pick Undo Pending Modifications for the Selected Candles from the context menu To undo all uncommitted changes for all bars click Refresh to reload all data 9 2 5 Resetting modified or disabled data User modified and disabled bars are protected against ove
139. the Wizard enter e host name and port default port is 27361 of the feed server e username and password of the Trayport user account In the UI additional information can be added like the SQL database settings Click the Log tab to read the logs 6 2 1 Backfilling data history from Trayport SQL server Note For the SQL Database server settings please seek the help of your SQL Database Administrator Leave these fields empty if in doubt These settings are only necessary when you need to access longer histories Entering invalid information may result in no histories at all Trayport SQL Database Server The address of the Trayport Microsoft SQL Server data file Trayport SQL Database Name The name of the database on the given server typically GVLOCAL80 Database Username The Microsoft SQL Server data file username to access the Trayport tables Database Password The Microsoft SQL Server data file password Note The SQL Data file username and password will normally need to be specially created in the SQL Server Database by an administrator and configured to access the tables listed below in point 3 Note The DataConnect system must have the Microsoft SQL Server ODBC driver installed on it This is normally installed with the SQL Server Client Components setup DataConnect will obtain historic deals via the Trayport GlobalVision API for which there is likely to be a rather small quantity of data the amount of data i
140. ting Usage Reports for Trayport 7 13 1 Clearing Collected Usage Report Data 8 DataConnect Connections 9 Managing Symbols 9 1 Editing reference data 9 1 1 Editing trading sessions 9 2 Editing price data 9 2 1 Editing price data fields 9 2 2 Deleting and disabling candles 9 2 3 Adding candles 9 2 4 Reverting not yet committed price data 9 2 5 Resetting modified or disabled data 9 2 6 Saving price data 9 3 Clearing and restoring data 9 3 1 Restoring default historic data 9 3 2 Restore default reference data 9 4 Editing data collection settings 9 5 Rolling Forward Symbols User Defined Continuations 9 6 Pass Through Mode vs Persistent Mode 9 6 1 Pass Through Mode for Bloomberg data feed 9 6 2 Pass Through Mode for Eikon data feed 9 6 3 Pass Through Mode for OpenConnect data feeds 9 7 Automatic copying of historic data for Thomson Reuters Expired Contracts symbols 9 8 Specifying Overrides for Currency Symbols 10 Filtering Ticks 10 1 Setting a bad tick filter for a single symbol 10 2 Setting up tick filtering for symbol groupings 10 3 Setting up the session filter 10 3 1 Configuring session extensions 10 4 Checking filter settings 10 5 Automatic removal of symbols based on usage 11 Filtering Instruments Whitelisting iN any Tradesignal DataConnect User Guide TO UO1O 12 Backup Restore Synchronization 12 1 Backing up a running live DataConnect 12 2 Backing up a stopped DataConnect 12 3 Restoring a DataConnect data cache
141. tion about any connected users getclassname symbol Returns the DataConnect class name that the given RIC is contained in getstarttime Displays the time that the DataConnect started trace commands onloff eve Switches command logging on or off All commands coming from any client will be logged Add the following values to find the desired level 0 no trace same as off 1 trace starting of commands 2 trace finishing of commands trace send on off Switches tracing of candle block sending on or off trace stat onloff statistic Switches dumping of statistical data concerning DataConnect on or off If no RIC is specified this applies to all DataConnect statistics trace table on off Switches logging of table creations on or off trace users onloff eve Switches user logging on or off Add the following values to find the desired level 0 no trace same as off 1 trace user login 2 trace user logout trace users on switches all these options on 102 aay Tradesignal DataConnect User Guide TO UO1O 17 3 5 Recovery commands clearrecovery lf issued of a master DataConnect this command removes all outstanding items received from the recovery system pending insertion into the data file If executed of a recovery DataConnect the command deletes all requested but not yet sent items including items in the retry loop recoverdatafeed symbol fid period Requests recovery data from the recovery system speci
142. to obtain the latest GV8API installation package Please note that the Trayport Feed Handler can be installed without the GV8API present on that machine however access to Trayport data will be unavailable until GV8API is installed in that case DataConnect will have to be restarted after the GV8API installation 3 4 Setup 1 Start the installation by running the installation file Follow the instructions in the installer window After successful installation Tradesignal DataConnect as a service and the DataConnect Console will both start up Any problems with the configuration of the system will be shown immediately in the Logging console of the DataConnect Console which serves as the user interface The datafeed wizard starts You may proceed with entering datafeeds or skip that step for now adding and editing datafeeds is always possible later If no license file is found you are asked whether you want to add any You may proceed with entering licenses or skip that step for now adding and editing licenses is always possible later Note In case of questions and problems please call the support hotline 14 aay Tradesignal DataConnect User Guide Torvoelre tradesignai All further configuration steps take place in the Tradesignal DataConnect Console which is introduced on page 17 e For adding feeds see Managing datafeeds on page 21 e For adding licenses and user groups see Managing
143. ude statistics data in the support package The resulting zip file is written to the folder Console export in the installation folder The naming convention is host name _ MDSLogs_yyyy mm dd hh mm ss Zip Preparing the support package usually takes less than half a minute however when statistics are included preparation time can take a few minutes After the support package creation has finished a Windows Explorer window will open showing the location of the support package The most recent zip file could now be sent to Tradesignal support by selecting Send to from the context menu for example 94 any Tradesignal DataConnect User Guide TOWO 17 Scripting DataConnect The command line in DataConnect offers the ability to enter single commands see Command line on page 93 These commands can also be used for more thorough scripting of the DataConnect software with batch files Every aspect of DataConnect can be scripted For a full list of all possible scripting commands see Command Reference on page 97 17 1 Using batch script files Batch files must be in text format 17 1 1 Automatic execution of script files f i ee ig QM stop Restart Manage Manage Manage Connected Query E Mail Datafeeds Licenses Users Symbol Logs Service Two kinds of scripts can be added Click Manage Settings gt Service The service settings open e Service script file A file containing DataConnect c
144. up local caching for symbols that already stream data source is able to supply the data exist in the cache The history download needs to be repeated for every access no caching available Historic corrections in the upstream A freshly open chart in Tradesignal always database will not be reflected in reflects the most current state of the data DataConnect data until manually directly from the source refreshed esp Bloomberg Over time persistent data collection Only that amount of historic candles are leads to longer histories than the available which the data source currently upstream feed usually supplies So supplies e g exactly 50 days of intraday even when the data source supplies data only 50 days of intraday data DataConnect can supply 100 days after 50 days of realtime collection Considerably higher memory disk and Very light weight in terms of memory and disk CPU footprint as symbols will stay impact as only those symbols need resources present and get updated until removed which are currently subscribed from from the data cache Tradesignal Data feed vendors may restrict local No data is persistently stored so Pass storage of provided data so Persistent Through Mode is appropriate for restricted Mode may not be applicable data sources Support for trade corrections available Trade corrections not supported Open Connect 9 6 1 Pass Through Mode for Bloomberg data feed Starting with version 5 3 new DataConnect insta
145. up failure is usually one of the following The wrong record service was configured e g setting the record service to IDN_SELECTFEED when you have IDN_RDF To solve this set the Service field in the Manage Datafeeds pane A configuration parameter has been misspelled IDN_RDE instead of IDN_RDF An incorrect DACS user name was set Please ask your DACS administrator for verification A valid DACS user name was used but connection fails because another user is using that same name on a different workstation Use a different DACS user name If the parameter useSeparateUpdateSession is set to true then all of the following options must additionally be present in the ssirv cnt feed configuration file the actual values will vary from system to system the important thing is that they are duplicated update service 219 updateService 9515 sUpdate daemon ECps 9500 updateDaemon tcp 9500 sapdace NELCWOrk 192 404 1277 42007200299 0a updateNetwork 192 44 127 255 250 99 15 1 The ssirv cnt feed configuration file does not contain all of the necessary configuration settings please ensure that the following items are present SCEVIGELISt IDN RDF recordservices IDN RDF If the parameter useSeparateEntSession is set to true then all of the following options must additionally be present in the ssirv cnt feed configuration file the actual values will vary from system to system the important thing is that they are dupl
146. ven instrument is enabled 1 or disabled 0 newinstrument feed ric symbol Creates a new instrument and assigns a symbolic name to it normally this will just be the name of the RIC for example newinstrument REUTER EUR EUR recalccandlerange feed symbol fid period from_time to_time Recalculates all related instruments to the given instrument having longer period based on the data found in this instrument for example recalccandlerange REUTER GBP BID 1MIN 36225 1234 36225 678 reconnect ric Reconnects the given RIC that may have been dropped reloadallhistoricdata ric startdate For feed handler instruments like Trayport this will retrieve historic data via the backfill mechanism and refresh existing data making sure that user changed prices will not be overridden For Reuters instruments this is just an alias for the updatehistorical command refreshing TS1 data for daily weekly monthly price series When SHORTNAME is given as all instruments will be reloaded The start date argument is optional and defines the start date for data reloading in the format YYYY MM DD HH MM SS mmm where the mmm SS mmm HH MM SS mmm parts are optional Valid start dates would be for example 2009 10 24 2009 10 24 14 00 or 2009 10 24 14 00 06 reloadtemplates export Forces a reload of the session and time zone data from the data stream The export parameter advises the DataConnect to write the template pages as text files to
147. will establish a permanent connection to the DataConnect in order to propagate requests to DataConnect and to receive the results as well as asynchronous events traps from DataConnect The Windows SNMP Service is not installed by default The way to install this service differs slightly depending on which Windows operating system version is used 15 1 1 Installing Windows SNMP Service on Windows XP or Windows Server 2003 R2 Open Control Panel gt Add or Remove Programs gt Add Remove Windows Components select Management and Monitoring Tools press the button titled Details and check Simple Network Management Protocol then press OK 15 1 2 Installing Windows SNMP Service on Windows 7 or Vista Open Control Panel gt Programs gt Programs and Features gt Turn Windows features on or off then check Simple Network Management Protocol SNMP and press OK 15 1 3 Installing Windows SNMP Service on Windows Server 2008 R2 Open Server Manager gt Roles gt Features gt Add Features then check SNMP Service 8 7 aay Tradesignal DataConnect User Guide TOUO TO tradesigna 15 1 4 Configuring Windows SNMP Service The SNMP Service has to be configured in order to accept requests from remote SNMP Management Applications and in order to propagate traps to the hosts where the Management Applications reside The following configuration is identical for all operating systems mentioned above Open the Windows
148. with the GlobalVision API 8 9 2 Please contact Trayport support on more information regarding SmartMatch The DataConnect console allows enabling instrument switching on a per instrument ID basis directly using the GlobalVision API function SetAPIOptions Trayport also allows instrument 32 any Tradesignal DataConnect User Guide TOUO TO switching configuration via certain registry settings however in order to rule out misconfiguration or unexpected side effects it is recommended to use the DataConnect Console as the only place to configure Trayport instrument switching 23 Prefix Service Prefix and Service Click here to add a new datafeed TPT Trayport EIKON Feed Handler Service Host Port BB Bloomber x s localhost 27361 b 2 Refresh CSV CSVFeed x GV GlobalViewFeed x Trayport Settings Log File MOR MorningstarFeed x Remove a TPT Trayport x SmartMatch Instrument Switch API Support The Trayport API allows capturing single instruments that support multiple execution paths as E separate instruments This can be used to specify whether the API should switch instruments based where a trade dears For example if a trade is carried out on the NBP instrument and deared through EEX the API can be instructed to automatically switch it to the NBP EEX instrument Activate instrument switching on the following Instrument IDs enter one per line v 10002071 Smart Match Manninn The Smart Match configuration is
149. y Command Line Offline Mode Export Synchronize Mode When DataConnect is put into offline mode the connection button icon will be colored grey green the offline mode toggle button will change to reflect the current mode and the application title will indicate that DataConnect is running in offline mode 84 any Tradesignal DataConnect User Guide TOUO TO 14 1 Offline Mode Options The available settings may get changed via the options dialog reached by selecting Manage Settings in the ribbon bar Click on Offline Mode in the topics list to see available offline mode options localhost gt DataConnect Options Service Data Service General Data Collection Whitelist Cache J Create Offline Mode Cache Files Offline mode cache files path decreas abalone v Use Offline Mode Cache in Realtime Mode Client Connections 300 Cache valid for s Logging Administrator Notification aNMP DataConnect must be restarted for change to take effect Only available with an active connection Canel The Offline Mode can only work correctly if the DataConnect previously cached enough information while being fully online and connected This background information gathering may get switched off if not necessary by un checking the setting Create Offline Mode Cache Files When necessary the location for cache files can be changed The default location is the Cache subdirectory in the Dat

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