Archive for April, 2018

qStudio 1.45 Released

qStudio 1.45 Released, we have:

  • Bugfix: Ctrl+F Search in source fixed. (Thanks Alex)
  • Added Step-Plot Chart display option
  • Added Stacked Bar Chart display option
  • Added Dot graph render display option (Inspired by Noormo)
  • Bugfix: Hidden folders/files regex now works again in file tree and command bar. Target and hidden folders are ignored by default.
  • Bugfix: Mac was displaying startup error with java 9

Download

Some example charts:


qStudio adds Step Plots for displaying price Steps.

Our standard time-series graph interpolates between points. When the data you are displaying is price points, it’s not really valid to always interpolate. If the price was 0.40 at 2pm then 0.46 at 3pm, that does not mean it could be interpreted as 0.43 at 2.30pm. Amazingly till now, sqlDashboards had no sensible way to show taht data. Now we do:

For comparison here is the same data as a time-series graph:

The step-plot is usable for time-series and numerical XY data series. The format is detailed on the usual chart format pages.

qStudio now supports Stacked Bar Charts

qStudio has added support for stacked bar charts:

The chart format for this is: The first string columns are used as category labels. Whatever numeric columns appear next are a separate series in the chart. Each row in the data becomes one stacked bar. The table for the data shown above for example is:

dt LSE BTS NAS ASE NYQ SES TSE HKG
2018-03-30 1047 2120 592 25 3660 303 225 383
2018-03-29 1148 2118 528 10 3656 541 215 303
2018-03-28 1201 2085 555 17 3644 302 290 339
2018-03-27 1206 2182 535 21 3604 235 299 319
2018-03-26 1239 2041 515 16 3549 251 234 363
2018-03-25 0 0 0 0 0 0 0 0
2018-03-24 0 0 0 0 0 0 0 0
2018-03-23 1379 2115 595 29 3430 138 251 348
2018-03-22 1431 2179 517 25 3399 531 222 320
2018-03-21 1530 2032 558 29 3282 438 296 359
2018-03-20 1531 2134 520 23 3256 515 265 322

You may need to “kdb pivot” your original data to get it in the correct shape.

qStudio Dot Graph Rendering of FIX Order Status

“The Financial Information eXchange (FIX) protocol is an electronic communications protocol initiated in 1992 for international real-time exchange of information related to the securities transactions and markets.”. You can see an example of a FIX message being parsed here.

What we care about is that an order goes through a lifecycle. From newly created to filled or removed. Anything that involves state-transitions or a lifecycle can be visualized as a graph. A graph depicts transitions from one state to another. Often SQL tables record every transition of that state. This can then be summarised into a count of the last state, giving something like the following:

From To label cnt
PendingCancel Calculated Rejected 50
PendingReplace Calculated Rejected 10
PendingReplace Calculated Replaced 40
Calculated PendingReplace PendingReplace 50
Calculated Filled Trade 9400
Calculated Calculated Trade 5239
PendingCancel Removed Cancelled 150
Calculated PendingCancel PendingCancel 200
New Calculated Calculated 9660
New Removed Rejected 140
Created Removed Rejected 300
Created New New 9800

qStudio now automatically converts this result table to DOT format and if you have graphviz“>graphviz installed and on the PATH, will generate the following:

Note I did tweak the table a little to add styling like so:

update style:(`Filled`Removed!("color=green";"color=red")) To,label:(label,'" ",/:cnt) from currentFixStatus

The format is detailed again in our qStudio Chart Data Format page.

This is another even simpler example: