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Considerations When Submitting a Query

Before submitting your first CloudQuant Data Liberator query, there are several important factors to keep in mind regarding constraints, timestamps, and data volume.

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Constraints on a Query

The system imposes only two limitations: the time range selected and the symbols chosen for analysis.
All timestamps in CloudQuant Data Liberator use New York Time (US ET), regardless of the market’s geographic location. This standardization helps you understand when data becomes available to you.

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Notes on Timestamps

Datasets frequently contain multiple timestamps serving different purposes:
  • The primary timestamp indicates when you can access the data.
  • Secondary timestamps may represent exchange or execution times, which typically occur before or coincide with the main timestamp.
For calculated datasets like minute bars, there is often a bar_time distinct from the availability timestamp. In US equities markets, the first daily bar concludes at 9:30:59.999999, with a bar_time of 9:31:00.000000. Calculated datasets may show vendor timestamps differing from CloudQuant’s timestamp. CloudQuant’s timestamp is designed to give you the best possible idea of the actual available time of the data.

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Think Before You Query

Before submitting queries, assess the likely data volume.
A simple request for AAPL daily bars for April might return approximately 30 rows, while the same parameters applied to NBBO data (all bids and asks) could generate enormous datasets requiring extensive system processing.
Best practice involves querying unfamiliar datasets with limited date ranges initially, then progressively expanding timeframes as you become comfortable with the data scale. For guidance, contact customer_success@cloudquant.com.