i26g Data Adapters

What They Are

Every strategy on the i26g Application depends on market data. The i26g Data Adapters bring it in: each one implements the same published interface for a particular data source, so the platform’s storage, research, and strategies receive data in one consistent form whichever source it came from — though sources can still differ in their values and coverage.

Like the application, the data adapters are in early development. The capabilities and rules below describe the intended design. Supported data sources will be listed with each release.

What the Interface Covers

• Historical data: fetching a range of bars or ticks for an instrument, to backfill or correct what is stored.
• Live data: subscribing to updates during a session.
• Reference data: instruments, trading calendars, and corporate actions.
• Timing and freshness: exposing event timestamps and receipt times, with source delays made explicit, so the platform can assess whether data is current enough for its intended use.

Each adapter declares whether it provides historical, live, and reference data. Timing and freshness information accompanies the data it provides.

Why Data Needs Care

Data sources differ in ways that quietly break strategies: gaps, late corrections, different time zones, and different conventions for timestamps and adjustments. Data adapters follow the same model as the i26g Infrastructure Adapters, and they are responsible for turning each source’s conventions into one consistent form:

• One time standard, with each source’s time zone and timestamp convention made explicit.
• Gaps and corrections reported, not silently filled or overwritten.
• Adjustment conventions made explicit: whether prices are raw or adjusted, and how corporate actions are represented.
• Freshness exposed, so the i26g Control Plane can pause a strategy rather than let it act on stale data.

Testing and Versioning

Every adapter must pass the same conformance tests before release. These use recorded sample data with known gaps, corrections, and edge cases. The adapters are released as a versioned set, tested against each platform release. You pin the adapter-set version you run, the platform verifies it at startup, and upgrades are your decision.

Your Data Source Is Not Listed

A data source outside the set needs an adapter that passes the same conformance tests. You can write one yourself, or i26g Custom Development can build it for the source you use.