What is the SFTP Daily File Service?
This service provides an End-of-Day (EOD) dump of trades and quotes data from the Raw Feed Channels into daily files. These files are accessed via QuoteMedia's FTP server.
How does a Client access the SFTP End-of-Day Raw Feed files?
Clients need to provide QuoteMedia with an OpenSSH key for QuoteMedia to install on our server. OpenSSH Keys can be generated from Puttygen, information on how to generate an OpenSSH key can be found here https://www.ssh.com/academy/ssh/putty/windows/puttygen.
Make sure to send the OpenSSH key (circled in yellow below) to QuoteMedia and not the Public Key.
Once the key has been installed on QuoteMedia's server, the Implementations team will send you the necessary information on how to get started.
How does a client process the SFTP End-of-Day Raw Feed files?
This is similar to how the Streaming Raw Feed is processed, except the client will be processing the file instead of the stream.
What is included in the End-of-Day Raw Feed Trace Files?
This service would be attractive to Clients who want the raw channel data for Quotes (bid and ask) and Trades to be provided after the end of a market session. The SFTP Raw Feed Trace files are the only product where QuoteMedia can provide up to 7 days of historical NBBO or Regional "Quotes" tick data.
When are the SFTP Raw Feed Files Available on the SFTP?
Feed Dump files are provided on a per channel basis and according to the following schedule:
End of Day (EOD) files are available at 17:15 ET. They are also regenerated to capture adjustments at 19:15, 22:15, and 01:15 ET. Daily files are kept historically for up to 7 calendar days.
The raw feed product is intended to send a normalized copy of all upstream exchange feeds. Exchanges often send test data on weekends and Clients might want to use this test data or ignore it.
How much history is available for the SFTP End-of-Day Raw Feed files?
QuoteMedia currently stores 7 days of historical files per exchange.
Is there a sample file of this data?
Attached is a file of 1,000,000 messages - roughly lasting 45 seconds. for one of 16 OPRA channel groups. Also a few minutes of the UF.UTP channel.
What timezone is set on the SFTP End-of-Day Raw Feed file server?
The server timezone is set to pst.