Reference Data

The term “reference data” in Strata refers to information that tends to change slowly, such as holiday calendars and information about securities. By contrast, market data, such as quotes, tend change quickly.


Strata provides a single container for reference data - ReferenceData

The API is map-like, providing the ability to access each piece of reference data using an identifier:

public interface ReferenceData {

  boolean containsValue(ReferenceDataId<?> id) {
  <T> T getValue(ReferenceDataId<T> id);
  <T> Optional<T> findValue(ReferenceDataId<T> id);

The identifier ReferenceDataId is an interface with implementations such as HolidayCalendarId and SecurityId. Applications can write their own identifiers and use them to add additional reference data.

For example, to obtain a Security from ReferenceData:

ReferenceData refData = loadReferenceData();
Security security = refData.getValue(SecurityId.of("OG-Ticker", "IBM"));

Standard reference data

Strata provides a standard set of reference data, including data for common holiday calendars. This can be accessed using ReferenceData.standard() and is ideal for getting the system up and running.