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Chapter 19. Reference Data

Amongst others reference Data consists of static data like Security, SecurityFamily, SecurityReference, Account Entities.

Reference Data can either be configured in the database directly through the corresponding tables, one can use the ReferenceDataService and corresponding ReferenceDataStarter or you can use the Reference Data Manager UI, see Section 10.3, “Reference Data Manager”.

Depending on the Reference Data Adapter in use the following download options are available for download:

For further details please see the JavaDoc of the ReferenceDataStarter class.

Example: To download missing Futures of a specified Security Families use the following command

ReferenceDataStarter futures securityFamilyId1,securityFamilyId2 ...

It is recommended to run this Service in the interval of Option / Future Expirations to make sure that the entire chain is available to strategies.

Depending on the Reference Data Adapter in use the corresponding referenceData profile has to be specified via VM argument.

Bloomberg:

-Dspring.profiles.active=<dataSource>,bBReferenceData

InteractiveBrokers:

-Dspring.profiles.active=<dataSource>,iBReferenceData

Trading Technologies:

-Dspring.profiles.active=<dataSource>,tTReferenceData

B2C2:

-Dspring.profiles.active=<dataSource>,b2C2ReferenceData

Binance:

-Dspring.profiles.active=<dataSource>,bNCReferenceData

Bitfinex:

-Dspring.profiles.active=<dataSource>,bFXReferenceData

Bitflyer:

-Dspring.profiles.active=<dataSource>,bFLReferenceData

BitMEX:

-Dspring.profiles.active=<dataSource>,bMXReferenceData

Bitstamp:

-Dspring.profiles.active=<dataSource>,bTSReferenceData

CoinAPI:

-Dspring.profiles.active=<dataSource>,cNPReferenceData

Coinbase Pro:

-Dspring.profiles.active=<dataSource>,cNBReferenceData

Coinigy:

-Dspring.profiles.active=<dataSource>,cNGReferenceData

CoinMarketCap:

-Dspring.profiles.active=<dataSource>,cMCReferenceData

Tilde:

-Dspring.profiles.active=<dataSource>,tLDReferenceData

Note

When running a strategy in distributed mode that requires reference data service, a special referenceData profile must be specified on the strategy side.. In addition an actual historical data profile (e.g. iBReferenceData) must be specified on the server side.

-Dspring.profiles.active=live,referenceData