Granite & GMA Market Simulators
Granite (beta)
Granite is a database software package designed specifically to enable quantitative traders and software developers to efficiently capture and query large quantities of real time market data, including order data. Granite offers:
• Extremely efficient and scalable architecture, providing for the capture and management of large quantities of data on a single server. For instance, a single mid-level server running Granite can easily capture and serve data for every symbol traded on INET
• Functionality for managing market "meta-data" about exchanges, data providers, symbols and corporate actions.
• Several different network APIs, allowing clients to interact with the database programmatically in different ways, depending upon the developers' needs.
• Data is indexed by time-stamp as well as order received so that ticks received out-of-sequence from data providers may be returned correctly and efficiently by queries later on.
GMA is currently offering a freely-downloadable read-only trial version of the Granite database for developers to explore. The trial version includes market data for 100 symbols (including order-level data) from the INET exchange, but does not allow users to write their own data to storage. To download the Granite trial version, click here. Note that the trial includes copies of the GMA Replay Simulator and Paper-Trading Simulator produdcts described below.
Documentation. Granite does not have its own web-page or online documentation at this time. However, a basic User's Manual comes bundled with the trial download (look in the Docs/ directory). The User's Manual includes basic installation instructions and a short tutorial hilighting Granite's core functionality. In the near future we hope to supplement this with futher online documentation and a user forum.
If you have general questions about Granite, or for more information about obtaining a fully-functional, licensed version of Granite for use in your financial software application, please contact Andrew Dickson at dickson (at) gmanalytics (dot) com.
GMA Market Simulators (beta)
Replay Simulator
The GMA Replay Simulator allows software developers to replay historical data stored using a Granite database as a data feed, as though the data was being received from a data provider in real-time. This technology offers a complete license-fee-free simulated data source, with full depth-of-book data for every symbol, available 24/7 to software developers wishing to test trading software, or traders wishing to review a day's data after hours, or to educators wishing to re-create market conditions after market hours. If you are interested in using a Granite database and Replay Simulator to provide realistic simulated market data at your organization, please contact us.
Paper Trading Simulator
The GMA Replay Simulator allows software developers, algorithmic traders and students to test trading strategies by placing "artificial" or "simulated" orders into replayed historical market scenarios, to see in detail how those orders would have been filled. This simulator also provides related "paper trading" functionality, allowing clients to track their simulated equity and cash positions.
Both Simulators are soon to be compatible with the Black Diamond professional-grade front-end, allowing users to simulate trading in a historical environment for educational purposes or to explore diverse trading strategies without risk.
Complete trial versions of both the Replay and Paper Trading simulators are included with the downloadable Granite trial (see above).
If you have general questions about GMA Market Simulator products, or for more information about obtaining fully-functional, licensed versions of Granite and GMA Market Simulator products for use in your financial software application, please contact Andrew Dickson at dickson (at) gmanalytics (dot) com.