Weekend Snapshot Availability
All snapshots are now available during the weekend and immediately after midnight the next trading day.
Datacenter Expansion
Above is a picture of our new 4-cabinet cage in the EWR2 data center. We decided to take this space a few months earlier than we might have needed so we can start building out phase 3 of our network infrastructure, which will include 100G capability and 10/40G ISP uplinks.
Most of our physical space is used by our storage servers, which have a combined capacity of 2 Petabytes. We also have anywhere between 4-8 servers constantly reprocessing our historic data so we can add new analytics or aggregated datapoints for our clients. This cage can support up to 10 cabinets, which gives us plenty of room scale quickly.
 Some of our services will be offline on Saturday October 5th between 11am and 1pm EST while we migrate to this cage. Actual downtime should be limited to 10-20 minutes. Luckily our cage is just 50 feet from our old set of cabinets, so this migration is just a matter of carting over 35 or so servers to the new cage. It will be a long day!
Cornell Trading Competition
Theta Data is a proud sponsor of the Cornell Trading Competition. We will be hosting a competition at the event this year and will be giving away some limited-edition Theta Data swag.
Faster Historical Requests
NVMe is now in production! Below is a quick speed comparison for bulk at time. Any quote-based data with an ivl (interval size in milliseconds) divisible 60,000 (1 minute) will see significant speed increases.Â
New NVMe MDDS
latency: 3738ms
Old HDD MDDS
latency: 75418ms
What’s next?: 3:45pm EOD Reports
We are 2 weeks away from unveiling full history and a new request for a 3:45pm EOD report that uses quotes and trades as well as backfilling our current EOD history to add quotes for the EOD pricing.