Risk Analytics includes test scripts that allow you to run queries against the sample data. You can run the scripts against the sample data to test historical market data and real-time TAQ data retrieval performance.
The historical market data sets are built using end of day trading data files from market data vendors and represent several months/years of data. The real time TAQ data is the tick-by-tick bid/ask quoted and trade prices for each trading day. The historical time series queries analyze securities trades over long time periods to identify trends. Real time queries analyze the intra-day dynamics of securities trading and seek to identify arbitrage opportunities and optimal trading strategies.
Note
For more information about the sample queries included with
Sybase Risk Analytics Platform, see Chapter 3, “Sample Queries”.
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