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MtiQS - Functions

Internal date base
MtiQS uses an internal, relational data base to store all quotes. The user has no effort or trouble to install an external data base system, these is already implemented into the software. This solution grants a high performance and secure in interaction between the MtiQS kernel and the storage system. The data base offers a very high capacity, for example it can be growth up to 32 terrabyte memory size and 2.1 mrd. tables.
Priority controlled
MtiQS can receive quotes from all data feeds simultaneusly. When quotes from different data feeds are related to the same instrument, MtiQS routes this quotes by a priority control mechanism. That means, you have a self-regulating system that can realize a continouos data supply for your analysis software. The following example will show these priority control mechanism:
Instrument: Euro/US-Dollar
Data feeds: 4
Priorities: DF1 := 2; DF2 := 1; DF3 := 4; DF4 := 3;
max. down time per feed: DF1 := 60 sec.; DF2 := 60 sec.; DF3 := 30 sec.; DF4 := 30 sec.;
After you have set all priorities, the table for Euro/US-Dollar quotes get the highest priority, in our example the value "4".
Now we activate all four data feeds and quotes are coming in from all feeds. Data feed3 with the highest priority is forwarding the quotes to the data base and the output interface. All quotes from the other active data feeds will be ignored. Now we assume that data feed3 has lost the connection. The internal counter for down time growth up to the maximum limit of 30 seconds (see above). When the maximum limit is reached the priority mechanism becomes active and sets the priority value of our table for Euro/US-Dollar to the priority value of these data feed with the next lower priority. In our case it is the data feed4 (priority "3"). From now the data feed4 is forwarding the quotes to the data base and the output interface.
When the broken data feed3 is back the priority of our table for Euro/US-Dollar will be reset directly to 4 and all other data feeds stay in waiting position.
This mechanism repeats whenever a data feed goes down and comes back.
Date and time format & internationalization
Some data feeds comes with time stamp, some other without time stamp. MtiQS uses a uniform time stamp to store quotes internally. All quotes are stored in UTC time. Outgoing quotes time stamp will be recalculated to the users time zone or any other time zone the user will use. Thereby it is guaranteed that all time stamps the same, independent of the location of the MtiQS user.
Also integrated is a automatic time correction, based on a public time server from the internet. On every start of MtiQS the local PC time stamp will be compared with the time stamp from the internet. So it is possible to use MtiQS also on a PC with wrong time settings.
Data compression
Internally all quotes are stored in 1 minute intervall, that mens for every minute we have one open-, high-, low-, close- and volume value. MtiQS offers a function to compress these values for export through the output interface. The Compression level is specified in minutes and is possible from 2 to n minutes. For example a compression level of 1440 (24h *60 min.) means that all quotes will be compressed to a daily quote.
The calculation base is start of 01 January of 1970 12:00:00 AM. From that point all periods will be calculated. So it is possible to use odd values (f.e. 7 min. or 13 min.) they have a fractional result related to a complete day. Also historical quotes from the data base may exported in compressed format.
Spread function
With MtiQS you have the possibility to calculate a performance spread of two instruments. This spread will also stored in the data base and forwarded to the output interface. This is possible also during the regular usage with data feeds.
All spreads are completely flexible. You can edit, change, recalculate or delete a sprad.
Export and output interface
MtiQS comes either with a DDE, a TCP/IP or a COM interface. With that interface types it is possible to supply external software with real time and historical quotes. A export to file of historical quotes from data base is also provided, compression in zip format is supported.
The output interface can send quotes either tick by tick or on the end of the compression period. Thats very helpful when the external software needs a lot of resouces to calculate. In such cases a tick by tick mode will maybe cause some performance trouble.
A detailed description of the interface you will find under the installation directory in the "Help" folder.
Data base management und administration
To guarantee a reliable function of MtiQS the software provides you with some helpful tools. You can create backups from the data base or restore the data base from a backup. When the data base was crashed you have the possibility to proceed a repair function to rebuild the data base.
To speed up the performance of the data base you can use the function to reorganize data base tables. With it the intenal arrangement and the compression will be enhanced.