Auction Extraction [C#]

An easy step by step tutorial about how to extract an Auction Time Series in C# SDK.

Artesian gives you straightforward access to the data history to perform an analysis and produce a plan in the most compatible way.

Let’s see step-by-step how to proceed.

The goal

Extract the data of a Auction Time Series Market Data.

The reference data is fictitious, created exclusively for this case. With Artesian, it is possible to write any data attributable to a Time Series, making it suitable for saving your data production.

Let’s see how to proceed step by step.

Import of Artesian libraries and configuration

The first thing to do in order to use all the features of Artesian is to download the Artesian SDK from NuGet.

Once installed, and imported the necessary libraries (lines 1-3), we can configure Artesian by entering the essential link and API key (line 5).

To extract these two essential data, refer to the reference tutorial  “How to install Artesian C# SDK”.

We can optionally also set a custom Policy Configuration, it can be useful if you want to define a different behavior from the default one for retries or the number of parallel calls that the SDK makes.

The default configuration is, itself, the optimal one so it is recommended not to change it.

After configuring Artesian and an eventual Policy, we can configure the Query Service (line 15) and proceed with the writing of data.

					using Artesian.SDK.Dto;
using Artesian.SDK.Service;
using NodaTime;

ArtesianServiceConfig cfg = new ArtesianServiceConfig(
   new Uri("{tenantName}/"), "{api-key}");

ArtesianPolicyConfig policy = new ArtesianPolicyConfig();

#	    .RetryPolicyConfig(retryCount: 3, retryWaitTime: 200)
#	    .CircuitBreakerPolicyConfig(maxExceptions: 2, durationOfBreak: 3)
#	    .BulkheadPolicyConfig(maxParallelism: 10, maxQueuingActions: 15);

var qs = new QueryService(cfg, policy);

The creation of the Auction extraction

Once we have configured Artesian and the Query Service, we can start thinking about what data and how we want to extract it.
The basic information from Artesian is the ID or a list of IDs relating to the Market Data of interest obtained through the UI.

Fundamental parameters to decide:

Once we decide on the IDs we are interested in extracting; we can begin to evaluate how we want to extract them. The fundamental parameters to be determined are:

The Time Range of extraction: Artesian offers various possibilities; for each, you must consider that the time reference at the end of the extraction is always exclusive. For this specific example, let’s consider the AbsoluteDateRange(“2018-08-01”, “2018-08-10”).

The data extraction TimeZone: is selected according to your interest. Artesian will take care of converting the data if necessary.

With our chosen extraction parameters, it is ready to be launched, and the data obtained can be viewed.

					var auctionTimeSeries = await qs.CreateAuction()
     .ForMarketData(new int[] { 10000023 })
     .InAbsoluteDateRange(new LocalDate(2018,08,01),new LocalDate(2018,08,10))

Other options for data extraction

Regarding the selection of the extraction ranges, Artesian supports the following options:

AbsoluteDateRange“: an absolute fixed period of time (eg: from “2018-08-01” to “2018-08-13” will allow you to extract data from “2018-08-01” to “2018-08-12 “).

RelativePeriod“: represents a relative period of time, before or after today (e.g., Considering that today is “2021-03-31”, requesting the period “P-5D” will mean extracting the data from “2021-03-26 “To” 2021-03-30 “. Requesting the period” P5D “will mean extracting the data from” 2021-03-31 “to” 2021-04-04 “). For the syntax, it is possible to refer to the ISO8601 standard; in addition to the simple “RelativePeriod”, it is possible to use the “RelativePeriodRange” (e.g., from “P-5D” to “P5D” it will extract the data from “2021-03-26” to “2021-04-04”).

					.InAbsoluteDateRange(new LocalDate(2018,08,01),new LocalDate(2018,08,10)
.InRelativePeriodRange(Period.FromWeeks(2), Period.FromDays(20))

Alternative to the SDK extraction

As an alternative to the SDK extraction, we can extract data directly from the portal in Excel format.

It is sufficient to employ just once and then have it entirely reproducible and automated in our workflow.

Not only does it save you time, but it allows you to minimize human errors caused by repeated operations on substantial amounts of data or different Excel files.

An undeniable advantage that allows us to focus on data analysis instead of its management and optimization.