This page provides information on the configuration items for caching and filtering intraday data.
Maximum amount of time (in days) to keep caching a user-requested symbol after it was last discarded.
Default value: 10
Directory to be used to store the cached charting data files. '
0' (zero) is representative of the root directory of the Transformer core application.
Default value: [current directory]
Defines how a Transformer handles a set of instruments and which fields should be cached for that type. See here for examples showing
add-fieldset in use.
There are two ways of matching a fieldset to an instrument: using a set of regular expressions that match the subject of the instrument (using include-pattern and exclude-pattern), or using the contents of the "RECORDTYPE" field.
The RECORDTYPE field is a field available on RICs (Reuters Instrument Code) requested from Reuters that identifies the asset class and type of instrument, see here for the available values of RECORDTYPE.
The entry must use the following format:
add-fieldset exclude-pattern include-pattern recordtype [value] add-field [value] [value] cache-field [value] rules [value] end-fieldset
The options in this entry are:
|recordtype||int||[no default]||The code identifying the record type. See here for a list of codes.|
|add-field||string array||[no default]||
Space separated list of fields that should be requested and cached. Takes 5 parameters:
|cache-field||string array||[no default]||Space separated list of fields holding details such as the instrument's full name and permissioning information.|
|rules||string array||[no default]||List of rules for validating incoming values. The rules should give a result ZERO or NON-ZERO. If
NON-ZERO then the update is rejected—see here for using RPN rules.
|exclude-pattern||--||--||Regex, first match|
|include-pattern||--||--||Regex, first match|
Incoming updates can be checked before being cached in order to ascertain whether they are needed for charting purposes or not.
For example, you can check a last trade update is within a certain percentage of the previous value (those that are not are taken as erroneous trades), or reject a last trade price that has a value of 0 (which indicates start-of-day initialisation). All fields that are to be requested by the Charting blade must be specified.
The specific instruments required are identified using the configuration parameter
charts-prefix' (see here).
In terms of the periods, this is configured using the
The options for the add-interval configuration item are:
|cache-interval||int||-||Interval, in seconds, between data-points. Specify an interval of 0 to cache every change in value.|
|historic-routing||[from subject] [to subject]||-||-|
In this example, all requests for 1m (one minute) will be satisfied by the intraday cache within the Charting blade. The cache will contain 1000 data points and will be updated every 60 seconds.
add-interval name 1m cache-interval 60 cache-size 1000 historic-routing %1 file end-interval
Here, any requests to chart an instrument under the /I directory for 1d (one day) will be forwarded onto a datasource request. So for example, when requesting /I/VOD.L with a 1d period from the charting blade, a request will be made for /TS1/dVOD.Ld to obtain the charting data.
add-interval name 1d historic-routing /I/%1 /TS1/d end-interval