A client/server system for acquiring, managing, and distributing financial data.
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readme.md

QUSMA Data Management System (QDMS)

Join the chat at https://gitter.im/qdms/Lobby Build status

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:

Layer Overview.

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 MySQL or SQL Server for storage, ZeroMQ and Protocol Buffers for client/server communications and MahApps.Metro for the interface.

Features

  • Manage metadata on stocks, options, futures, CFDs, etc.
  • Download historical and real time data from external data sources.
  • Download divident data from external data sources.
  • Local storage of historical data.
  • Continuous futures data.
  • Schedule automatic data updates.
  • CSV import/export.

Supported Data Sources

Data Source Historical Data supported Real Time Data supported Divedent Data supported
Interactive Brokers
Bloomberg
Quandl
FRED (Federal Reserve Economic Data)
Yahoo
BarChart
OpenECry
ForexFeed (not implemented)
EOD Data (not implemented)
Nasdaq

When you miss a data service, feel free to ask...

Requirements:

  • MySQL/MariaDB or SQL Server (2008+)
  • Windows Client
  • .NET 4.5 (.NET Core support planned)

Screenshots

Contributing

If you wish to contribute, you can easily fork the repo and send a pull request with your changes. Try to send pull requests that are dealing just with one topic - that makes reviewing easier. Or just create create an issue and we can discuss your great ideas!

Roadmap

Take a look at Roadmap, the github issues and the milestones.

License

This product is licensed under the 3-Clause BSD License.