Excel Plug-In: Understanding Queries

Queries with Liberator allow you to retrieve point-in-time data or time series data.

Point-In-Time Data

Most people using point-in-time will query the data for the current time.

One can specify a point in time that you wish to see the data. For Liberator this is the “as of” date. When reading the dataset the data will be returned for this specified time. This allows the user to request data as it was known at a previous time.

It is easy to think of point-in-time data as one row for each given trading symbol.

Time Series Data

Time series data returns multiple rows for each given trading symbol from the specified dataset. For example, if one specified a time series request for Minute Bar stock prices for a ten minute period one would receive 10 rows of data for each symbol.