Low Latency Fixed Income Quantitative Finance Trading Systems Derivatives Market Data Multithreading Software Development C++ Financial Modeling Electronic Trading Python Distributed Systems Java Financial Markets R Linux Equities Quantitative Analytics C Backtesting Financial Risk Windows Big Data Embedding and Extending Net Socket Programming Performance Tuning C/C++ Stl Boost C++ Template Metaprogramming Credit Risk Time Series Analysis Technical Analysis Portfolio Construction
Us Patents
System And Method For Unified Data Access Of Financial Data
Martin Hill - Hook Hampshire, GB John Merrick - Aurora IL Tong-Liang Zhang - Bloomingdale IL Vladimir Vints - Chicago IL
Assignee:
Reuters America, Inc. - New York NY
International Classification:
G06F 700
US Classification:
7071041
Abstract:
A system for accessing financial data that is suitable for data of different formats from disparate sources. Real-time financial information or data is stored and arranged in a data model with table and column schema in a standard suitable for use with an OLE DB provider programmed to access financial information. Accordingly, different types of financial information from disparate sources may be integrated and readily accessed. Specifically, the present invention is directed to a real-time OLE DB provider data model that is divided into different tables categorized into records, pages, time series and context information.