Adding Symbols and Contracts to the Database

In [very] brief, there are three primary source tables that are loaded, and these are then used to populate the table Underlying. Then the table Symbol is loaded, first from Underlying, and second from ProductMap. Finally Symbol is filtered by LocalMap into Contract to give the set of contracts.

The contracts are the entities that can be subscribed to for current market data, queried for history data, and in some cases bought and sold.



Subsections

Bill Pippin 2010-01-14