QUSMA Data Management System – QDMS (on github)
The QUSMA Data Management System (QDMS) is a client/server system for acquiring, managing, and distributing low-frequency historical and real-time data, written in C#.
The server acts as a broker between clients and external data sources, as well as a local database of historical data. The server UI allows its use without the need for a client application. Here’s a rough view of how the systems are connected to each other.
A client library is provided which can access the server either locally or over a network, to request data, metadata, etc. A simple sample application showing usage of the client can be found here.
QDMS uses ZeroMQ and Protocol Buffers for client/server communications, MahApps.Metro for the interface, and ib-csharp to communicate with IB’s TWS.
If you wish to contribute, fork the repo and send a pull request with your changes.
For bug reports, feature requests, and general discussion please use the github issues.
- Manage metadata on stocks, options, futures, CFDs, etc.
- Download historical and real time data from external data sources.
- Local storage of historical data.
- Continuous futures data.
- Schedule automatic data updates.
- CSV import/export.
- MySQL, MariaDB, or SQL Server
Currently Supported Data Sources:
- Interactive Brokers
- FRED (Federal Reserve Economic Data)
- Google Finance
You can find the source code on GitHub: https://github.com/qusma/qdms.