SIX Information Store
SIX Information Store, SIS, is a feed-to-database solution that enables a convenient and standardized access to SIX’ information. The solution consists of a software that converts the data feed and inserts information into a database. The feed software is managed and installed at SIX data center and the database is located in the customer’s own environment. Supported databases are Microsoft SQL Server and PostgreSQL.
Available information
SIS can catch and store all data available in the SIX Protocol Server (SIXP) feed, such as quotes, trades, order books and news. The data is structured into different tables depending on information type. Quote data, i.e. order books, are sampled on a one minute basis whilst data like news and trades are continuously added to the database in real time. See the SIXP data specification for available information: http://sixtrader.vinga.se/sixp/infostruct/fieldset.htm
SIS stores historical quote data, which is inserted in the database on a batch basis every day. Adjustments in time series for corporate actions and error corrections are made continuously. Data entitlements are configured by SIX and information can be a mix of realtime and delay data.
Technical description and setup
A high capacity cluster of feed servers are located in SIX data center and a connection over a leased line is established to the customer‘s database server. The connection is part of the SIXNet network, which is monitored by SIX Operations. This guarantees high availability and a secure environment.
Hardware requirements
Leased line between SIX and the customer, at least 2 Mbps capacity. In each case, SIX will recommend a server configuration, although the database server must always have the following miniumum requirements:
- 2 Quad Core processors 2.5 GHz
- 2 GB memory
- 3 HDD in a RAID configuration
NB! Recommended hardware and network capacity may be unsufficient if the information load is changed.
Installation and restrictions
The customer is responsible for the database installation and management. The server must not be exposed to heavy external load, i.e. be used in a web environment as central database. In that case a data replication service to another database server must be set up.
The customer is not allowed to make any changes to the data structure. No stored procedures or triggers may be used in the database.