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Create continuous back-adjusted streams from CQG historical Data Factory Data
Portara Charts was built by traders for traders. Written in C# for the windows platform, it allows the professional hedge fund, financial institution and commercial trading entity to create continuous back-adjusted streams from CQG historical datafactory intraday and daily data. Up until now, that has not been possible as no extraction facility was formerly available from CQG to allow for this type of solution. It was ultimately left to the programming skills of the Datafactory purchaser to jump through the myriad of hoops to make that possible. Portara Charts is a culmination of a 28 month development project to satisfy every CQG Datafactory purchaser's data needs.
Professional fund managers now have a valid method to extract continuous back-adjusted streams from CQG raw datafactory data into any format using any desired roll method from as far back as the end of the 1960's to today. Portara and CQG provide you with modularised databases to suit your portfolio requirements.
Portara Charts encapsulates both GQG's global intraday and daily databases. As a fund manager, trader or analyst, you can now be certain of quality decision making processes based upon data derived from a world class global market data supplier.
Portara Charts can be setup to deliver 2 data products:
Portara Regular Trading Hours (RTH) Daily
Portara RTH Daily is the only product in the world to offer daily bars with price points based on valid intraday timestamps. Finally, a solution exists whereby the user can opt to have the open high, low and closes of their daily bars be based on valid data points such as the session begin and end timestamps of their choice instead of, in many cases the open of the prior day's evening session and meaningless high low and closes. Old style '4 point' daily bars often includes a spurious open price point (from the start of the prior day night session) that in most cases is meaningless to the volatility action off the real open up to 14 hours later.
Portara RTH Daily also comes equipped with the standard CQG daily database for legacy daily continuous back-adjusted bar building. There are professional daily and interim updates so you can make your trading decisions before the next trading session. Interim updates are available a few minutes after markets close in the US to make next trade decision making a breeze.
Portara Charts RTH creates daily data using both CQG's daily database and CQG's intraday database. In order to create daily back-adjusted streams that are based upon regular trading hours (RTH) you must derive the price points from a timestamped intraday database, there is no other way. You can use fully flexible customisable session markers that can be set as not to interfere with legacy pit session opens and closes further back in the compressed streams, if applicable and can apply those session markers to formulate you own custom daily price points based upon the newer 24h electronically traded instruments.
Portara Intraday
Portara Intraday is the flagship product of Portara and interacts with data from a 1 minute resolution and higher. It couples seamlessly CQG's intraday database. This is a leading world class product for commercial hedge funds looking at intraday trading systems and algorithmic behaviour utilising historical CQG databases. This is without doubt the most scientific and intelligent approach to data and trading solution modeling that there is.
What are the CQG main products and why hasn't this product been available until now?
Below is the main schematic overlay of how Portara Charts operates
