Atoti Market Data

Atoti Market Data is a separate module that contains a simplified data model, split by the number of axes of the market data, as well as retrieval and interpolation interfaces and implementations.

Data loading configuration for the Atoti Market Data stores remains in the Atoti Market Risk project. Input files can match the schema of the stores. Or there is a backwards compatible configuration that allows you to load input files used for the deprecated Market Data API. Further information on data loading can be found here.

Atoti Market Data interfaces and implementations

This module provides a number of interfaces and implementations for retrieval and interpolation services. These can be used as a base for custom implementations of the interfaces, or as-is.

The available interfaces and implementations are described in the Atoti Market Data documentation.

Atoti Market Data configuration

Atoti Market Data is enabled in Atoti Market Risk by default by importing the Spring Boot Starter module as a dependency:

<dependency>
    <groupId>com.activeviam.apps.market-data</groupId>
    <artifactId>market-data-spring-boot-starter</artifactId>
    <version>${market-data.version}</version>
</dependency>

The Spring Boot Starter will autoconfigure the default Spring beans. You can disable autoconfiguration of beans that are not required or, if you only require parts of Atoti Market Data, you can instead use the library dependency:

<dependency>
    <groupId>com.activeviam.apps.market-data</groupId>
    <artifactId>market-data-lib</artifactId>
    <version>${market-data.version}</version>
</dependency>

Configuration classes can be imported for:

• Stores (and specific retrievers)
• Sources (for backwards compatible and new data formats)
• Services (retrievers and interpolators)