Liberator Data Access, Query, and Rosetta Symbol Translation
Data Sets are difficult to work with for most Traders and Data Scientists.
The onboarding process - ETL (Extract, Transform, Load), symbol translation, data checking, data cleansing, recording 'time of receipt', etc. - are estimated to consume 90% of a dataset users' time.
At CloudQuant we aim to provide our users with a consistent and simplified approach to dataset sampling/testing and data onboarding.
We achieve this by utilizing our custom libraries Rosetta and Liberator.
Rosetta - symbol translation
The Rosetta library removes all the difficulties surrounding symbol translation.
"Does the dataset have a Ticker, Symbol, CUSIP, DXLID, ISIN, SEDOL, BB Ticker?"
Rosetta has already completed symbol translation for the datasets we provide, so most of the time you will not need to worry about symbol translation or interact with Rosetta.
However, you can also easily use Rosettas symbol remapping functions on your own imported data, to ensure smooth alignment with the other datasets we provide.
Liberator - data fetch
The Liberator library allows simplified access to alternative data sets of all different sizes and shapes.
As a user, you simply supply the symbol(s) and dataset you are interested in and the as_of/back_to dates.
Liberator then does all the heavy lifting in the background and presents you with the results.
Caution
Liberator and Rosetta can be used in both CQ Mariner Backtester and CQ AI.
There are no restrictions on the dates and times you can request.
When submitting a query in the CQ Mariner backtesting environment please be careful not to access future data.
ie in backtesting the 'as_of' time should be the current timestamp or earlier (ie less than the current timestamp).