This project is designed to refine data collected by a windows service. Tasks Required: Windows 2012 Service Modification, Database View Construction, Dynamic Data Export and Append Existing Textfiles
Issue 1: The existing service captures data by the TICK. Multiple Ticks may occur in 1 minute. When the volume = 0 it indicates that no trades are taking place. These data are not required.
Task 1. Stop Windows Service recording TICKS to MSSQL DB where TICK current Volume = 0
Issue 2: The date is currently stored in UTC based on NY time. This needs to be in Australian AEST and adjust for daylight savings changes implemented by the server.
Task 2: Modify ONLY VIEW Date from Windows Services to reflect Australian Date (AEST) and include automatic change for Daylight savings when the server (set to AEST) changes.
Issue 3: The system is managed by a MASTER Database. When changes occure to the RDBMS they are migrated to Child Tables. An Instrument Table exists in the RDBMS. Pre Defined VIEWS need to dynamically generate from these table records.
Task 3: Modify the RDBMS to dynamically create the new Views (all views are the same in structure and function, with the only change beig the instrument)
Issue 4: The current data tables that exist for each instrument are sub-minute TICK records that need to be converted to the Minute Time frame
Task 4: Implement suitable algorithm based views to convert TICK data to OHLCV values at the Minute level for each instrument using a templated view.
Issue 5: Service alerts do not exist when the service stops. A fixed email alert is required to notify the DB manager.
Task 5: Create a resource that automatically emails the DBO when the Service stops
Issue 6: Date based text Log files and names are created based on the Stop/Start of the server, wheras daily logs are required to monitor both up and downtime
Task 6: Implement code to the service that creates daily date-based named log files.
Issue 7: The data is currently in the database but needs to efficiently be written to CSV text files.
Task 7: Modify Service/SQL to append text files for each instrument using a method that has least impact on server resources
Issue 8: It is currently not possible to identify gaps in data. Gaps are for the minutes that do not receive tick data.
Task 8: Create a log entry or view to list missing data, based on total records per day..eg Instrument, DATE and Total Minutes Lost in a 24 hour period