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Migration notes 1.3

This page explains the changes required to migrate to the stated version of the Atoti Market Data.

Migrate to 1.3.3

Upgrading from Atoti Market Data 1.3.2 - See Atoti Market Data 1.3.2 Release Notes.

This release removes the prototype DirectQuery cache released in Atoti Market Data 1.3.0 and replaces it with the DirectQuery Local Cache. This change should not require any migration as the cache was previously intended only for use in Atoti Market Risk. The new cache is available for general use, and we provide details on how to integrate it into your project.

warning

When applying a date shift for a market data retrieval, the TableDateRetriever queries the market data store to get all distinct AsOfDates. This query cannot be handled by the DirectQuery Local Cache and so, when using DirectQuery, it will be sent to the database. This introduces an overhead to market data retrievals with DirectQuery. We will address this in a future release of Atoti Market Data.

Migrate to 1.3.2

Upgrading from Atoti Market Data 1.3.1 - See Atoti Market Data 1.3.2 Release Notes.

No migration is required for this version.

note

If you are using the prototype DirectQuery cache that was released in Atoti Market Data 1.3.0, this version of Atoti Market Data requires you to use Atoti Server 6.1.9. However, please note that the cache remains an internal feature intended only for beta testing with Atoti Market Risk.

Atoti Server 6.1.9 contains a full, production-ready version of this cache. However, Atoti Market Data 1.3.2 has not been updated to work with the Atoti Server cache. Atoti Market Data will be migrated to use this new cache in a future release.

Migrate to 1.3.1

Upgrading from Atoti Market Data 1.3.0 - See Atoti Market Data 1.3.1 Release Notes.

No migration is required for this bugfix version.

Migrate to 1.3.0

Upgrading from Atoti Market Data 1.2.0 - See Atoti Market Data 1.3.0 Release Notes.

Summary

  • Upgrade to Atoti Server 6.1.4: Atoti Market Data has been upgraded to Atoti Server 6.1.4.
  • DirectQuery cache: This release adds support for a DirectQuery cache that is being beta-tested in Atoti Market Risk.

Breaking changes

  • The IDefaultMarketDataRetriever interface extends the new ISingleTable interface which has a single method to return the name of the table that the retriever reads from. You will need to implement this method if you implement this interface unless you are extending the SingleTableMarketDataRetriever class that provides a default implementation.
  • AMarketDataPostProcessor now extends ACachePrefillPostProcessor instead of ABasicPostProcessor. This has one abstract method getCacheSlice that is used for the new DirectQuery cache. It is implemented in ADirectQueryCachingMarketDataPostProcessor but if you do not extend from this class you can just return null.

DirectQuery Cache

This release contains code to support a new caching mechanism designed to optimize the retrieval of market data in a DirectQuery application. This is a beta feature of Atoti Market Risk and is only expected to be used in this context. These changes have minimal impact on projects that are not using the cache or not using DirectQuery. Breaking changes are detailed above.

To support this change new classes have been added in the package com.activeviam.marketdata.lib.internal. It is recommended not to use these classes directly as they are subject to change and removal with later releases.