Product
 
 

Market data

Adaptive Modeler supports quote intervals ranging from 1 millisecond to multiple days[1]. Variable intervals for constant range bars or tick data are also supported. Data fields such as open, high, low, close, bid, ask and volume are supported. Also additional custom input variables can be included in the data.

Adaptive Modeler currently only reads market data from ASCII (CSV) files. No built-in support for online data feeds is provided. Most data vendors and quote downloaders support exporting quotes to ASCII files and several third party conversion tools exist as well. For example, the following data feeds can be exported to ASCII files in real-time with an additional tool:

Adaptive Modeler contains a flexible and intelligent data file reader that automatically reads ASCII (CSV) files in a wide range of formats such as those used by most charting and technical analysis software packages. Most files will be read without adjustments or require only minimal conversion. See the User's Guide for more information on how to import market data.

 

[1] Actual usable minimum interval depends on situation specific factors such as CPU speed, model parameters and data retrieval latency. Usually, processing time per quote is only a fraction of a second.