Morningstar puts multiple sources for multiple markets in multiple frequencies at your fingertips. The Commodity DataServer consumes and stores feeds, and serves up historical data down to milliseconds while providing the convenience of a single interface for algorithms and models.

High Performance

Commodity DataServer includes:

• Historical databases of petabyte size
• Live feed recording rates > 200,000/sec per server
• Lossless compaction
• An optimized schema that provides efficient I/O and analytics

Tools include:

• Query front-ends
• Robust API's (C#, Java)
• Connections to popular statistical packages like Matlab, SPlus, and R.

Comprehensive Historical Data Set

In addition to Morningstar Core data, we can handle:

• Reuters Datascope Tick History and NYSE (TAQ) - Equities, Options, Foreign Exchange, Futures
• ISE/Options Price Reporting Authority - Trades and Quotes, NBBO records for US Equity Options
• CQG - Futures millisecond data with depth, Cash FX minute bars

All sets are complemented by:

• A deep data catalog of fundamental and lower frequency data
• Historical total return calculations in ticks, Event-driven high frequency strategies
• Any form of macro overlay to a high-frequency strategy

Choice in Live Feeds

Our live feed options include:

• ActivFinancial
• Reuters • DDFPlus
• NxCore/DTN
• ...and others.