Getting Started with DirectQuery

This section explains how to get started using DirectQuery to connect to an external Database. For an overview of DirectQuery, please see the DirectQuery Overview section in the User Guide.

Overall Sequence

To connect to a remote Database using DirectQuery you need to complete these steps:

1. Configure your remote Database in Atoti FRTB's expected Database format
2. Set the Atoti FRTB configuration properties
3. Deploy Atoti FRTB in Horizontal Distribution

Database Schema

Required DirectQuery Properties

Maven Profile

application.yaml

For connecting to a specific Database, see our Supported Databases page.

Supported directquery.database.type

• “snowflake” for a Snowflake Database. Maps to the property FRTBConditionConstants.TYPE_SNOWFLAKE.

DirectQuery Bean Config

By default, Atoti FRTB will exclude all dates defined in initial-load.business-dates from being loaded from the remote database. If this propery is not defined, then it will default to all dates found in the csvSource.dataset directory. If the directory or initial-load.business-dates contains any dates that you want to load into DirectQuery, then you must customize the Dates to Include configuration.

For simplicity, you can create an Include All from DirectQuery Bean as follows:

	@Bean
	@Primary
	@Qualifier("directQueryDatesToIncludeFilter")
	public ICondition customFilterCondition(){
	    retun null;
	}

Deployment Options

We provide two main options to run with DirectQuery:

Limitations

Given that the data nodes are distributed by AsOfDate, no two data nodes can contain the same Partition - meaning that one AsOfDate cannot be present in another node. So to prevent any issues the directQueryDatesToIncludeFilter bean is used to set which dates to include in the DirectQuery data node.

Horizontal Distribution

In Horizontal Distribution you have access to the in-memory tools such as What-If, data updates and Sign-Off for the data loaded in-memory as well as access to a large number of historical dates.

When running in Horizontal Distribution you need to run three Nodes:

• Query node
• In-memory data node
• DirectQuery data node

JVM With Query Node

This JVM will consist of the StandardisedApproachCube query node and the CombinedCube query node.

Start the JVM with the following Spring and Atoti Server properties, either in a property file or as command-line arguments:

JVM With In-Memory Data Node

This JVM will contain the in-memory StandardisedApproachCube data node.

Start the JVM with the following Spring and Atoti Server properties, either in a property file or as command-line arguments:

JVM With DirectQuery Data Node

This JVM will contain the DirectQuery StandardisedApproachCube data node.

When starting the DirectQuery data node, you must also ensure that the Dates to Include configuration is defined and does not include any dates that exist in the InMemory data node.

Start the DirectQuery data node with the following Spring and Atoti Server properties, either in a property file or as command-line arguments in addition to the required DirectQuery properties.

Single JVM

FRTB can be run purely on DirectQuery data in a single JVM.

By running in a single JVM the StandardisedApproachCube will only contain DirectQuery data.

The configuration properties are as follows:

Single JVM Limitations

Running with a single JVM means running purely on DirectQuery. This will come at the compromise of query performance of Trade-level queries, while also not having access to tools available exclusively in-memory, such as What-If and Sign-Off.