Alexandria Market Data Connector
Alexandria Data Connector based on ASR API. It provides Economic, Commodity, and Equity news feeds.
Features
alexandriaConnector KeyMessage Types
✗
Level 1
✗
Level 2
✗
Level 3
✗
Trades
✗
Funding Rates
Custom Message Types
✓
Alexandria Commodity News Message
✓
Alexandria Economic News Message
✓
Alexandria Equity News Message
Configuration
The connector supports two modes:
- When Enable Advanced Mode is not selected, the connector receives live news and publishes it through the Aggregator output model.
- When Enable Advanced Mode is selected, the connector first uploads all files from the selected directory for each enabled news type into the configured TimeBase stream, and then receives live news into that stream.
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| Host | es02.alexability.com | Host name of Alexandria streaming server. |
| Port | 9675 | Port number of Alexandria streaming server. |
| User Name | N/A | User name for connecting to Alexandria streaming server. |
| Password | N/A | Password for connecting to Alexandria streaming server. |
| Enable Advanced Mode | false | When not selected, the connector receives live Economic, Commodity, and Equity news and publishes them through the Aggregator output model. When selected, for each enabled news type the connector first uploads historical files from the selected directory into the configured TimeBase stream, then continues receiving live news into that same stream. Advanced Mode fields are shown only when this option is enabled. At least one of Process Economic / Commodity / Equity News must be enabled. Default value for this option is false. |
| Process Economic News | false | Enable processing of Economic news in Advanced Mode (historical file upload and live updates into the Economic news stream). Default value for this option is false. |
| Economic News Stream Name | N/A | Name of the target TimeBase stream for Economic news (historical and live) when Advanced Mode is enabled. |
| Economic News Files Directory | N/A | Directory with Economic news historical data files. In Advanced Mode the connector uploads files from this directory before receiving live Economic news. |
| Process Commodity News | false | Enable processing of Commodity news in Advanced Mode (historical file upload and live updates into the Commodity news stream). Default value for this option is false. |
| Commodity News Stream Name | N/A | Name of the target TimeBase stream for Commodity news (historical and live) when Advanced Mode is enabled. |
| Commodity News Files Directory | N/A | Directory with Commodity news historical data files. In Advanced Mode the connector uploads files from this directory before receiving live Commodity news. |
| Process Equity News | false | Enable processing of Equity news in Advanced Mode (historical file upload and live updates into the Equity news stream). Default value for this option is false. |
| Equity News Stream Name | N/A | Name of the target TimeBase stream for Equity news (historical and live) when Advanced Mode is enabled. |
| Equity News Files Directory | N/A | Directory with Equity news historical data files. In Advanced Mode the connector uploads files from this directory before receiving live Equity news. |
| DC Instance Label | N/A | Label of a specific instance of the data connector. |
Message Types
The connector defines custom news message types (package deltix.qsrv.hf.plugins.data.alexandria.types). All three extend a shared base type.
Alexandria Base News Message
Shared fields for Economic, Commodity, and Equity news messages.
| Field | Type | Description |
|---|---|---|
| Historical Message | boolean | Identifies whether this data message was recorded in real-time mode or loaded from a historical data file. |
| Story ID | CharSequence | Unique ID assigned to every news item. |
| Sentiment | byte | Overall sentiment in a trinary score drawn from the highest probability (dominant sentiment): 1 = positive, 0 = neutral, -1 = negative. |
| Confidence | Decimal64 | Normalization of the Probability fields showing possible conflict between sentiments. The higher the confidence, the lower the conflict. |
| Novelty | int | Identifies updates to stories: 1 = new story; 2 or greater means the item is an update to a previous story published within the last 24 hours. |
| Headline Only | boolean | true if the item is headline only; false if there is a body as well. |
| Auto Message | boolean | For Economic and Commodity news: true if the story was auto-generated/scheduled, false if journalist-written. For Equity news: true if generated as part of a scheduled delivery, false if unscheduled. |
| Events | CharSequence | Event/topic tags for the news. Economic/Commodity default includes @ALEX; Equity uses prefix AA@ (e.g. AA@ERN), with AA@ALEX assigned by default. |
| Source | CharSequence | Publication name or source type tag (e.g. DJN). |
| Probability Positive | Decimal64 | Raw probability that article sentiment is positive (all three probabilities sum to 1). |
| Probability Neutral | Decimal64 | Raw probability that article sentiment is neutral. |
| Probability Negative | Decimal64 | Raw probability that article sentiment is negative. |
Alexandria Economic News Message
Extends Alexandria Base News Message.
| Field | Type | Description |
|---|---|---|
| Economy | CharSequence | ID tag for the economy (market/country) found relevant to the news. |
Alexandria Commodity News Message
Extends Alexandria Base News Message.
| Field | Type | Description |
|---|---|---|
| Commodity | CharSequence | ID tag for the commodity type found relevant to the news. |
Alexandria Equity News Message
Extends Alexandria Base News Message.
| Field | Type | Description |
|---|---|---|
| Ticker | CharSequence | Exchange ticker of the company identified in the news item, point-in-time sensitive (e.g. IBM). |
| Country | CharSequence | 3-letter ISO-3166 country code based on the location of the exchange where the stock is listed (e.g. USA). |
| ISIN | CharSequence | International Securities ID Number of the company identified in the news item, point-in-time sensitive (e.g. US4592001014). |
| Relevance | Decimal64 | Relevance of the company to the sentiment. 1.00 = primary relevance; lower values indicate lesser relevance. |
| Market Impact Score | Decimal64 | Estimated risk-adjusted 1-minute forward return for a given article (stock return minus stock beta × market return). Range roughly -5 (most negative) to +5 (most positive). |
Symbology
News messages are published under fixed TimeBase symbols (InstrumentType.CUSTOM). The connector does not subscribe to per-instrument symbols.
Logging
To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:
<logger name="deltix.qsrv.hf.plugins.data.alexandria" level="TRACE">
<appender-ref ref="safeAppender"/>
</logger>