Thomson Reuters Velocity Analytics

The Velocity Analytics connector allows connection to Thomson Reuters Velocity Analytics tick history databases. The connector supports either:

To use the Velocity Analytics connector, the FireBird ODBC driver must be first installed.  This is available from:

More information on the use of FireBird is available from the Thomson Reuters Velocity Analytics documentation.

Additionally one or more FireBird  32-bit ODBC Data Source Names (DSNs) must be created.

The ODBC DSN should specify the properties listed above, including:

Using Thomson Reuters Velocity Analytics

  1. When creating a new data table, select Velocity Analytics from the Connect to data dialog. The Velocity Analytics Connection dialog displays.

  2. Enter the correct Data Source Name (DSN), and click the Load button.

This populates the list of available Pipelines.

Note: This will initially be empty.  One defined, the entered DSN, along with the returned pipelines will be saved for future usage.

A pipeline can be specified for execution, or a custom SQL query can be executed, through selection of the appropriate tab.

The list of available pipelines is grouped into categories.

If a pipeline is selected, the list of input parameters that the pipeline expects is retrieved from the Velocity Analytics server and exposed.

Additionally the basic SQL query is generated allowing the pipeline to be executed.

Additionally the description of the pipeline is displayed below any input parameters.

For each input parameter the following is retrieved:

    • Parameter Name

    • Parameter Value (to be entered)

    • Parameter Data Type

The Infer time type for parameters checkbox, will ensure that all input parameters, and output data columns of type BigInt are converted to DateTime if the parameter/column name includes TIME.

The time zone selection by default is empty.  If changed to a valid time zone, any input DateTime parameters will be specified as being from that time zone.

Similarly results returned from the query are converted to the selected time zone.

The result of the dialog is a fully generated Velocity Analytics SQL query which is listed at the bottom of the dialog.  This can be edited as required.

The source table is returned in Data Prep,  with the title corresponding to the selected pipeline and all fields displayed in the Data Preview.

All fields are mapped to one of the following data types:

    • Text

    • Numeric (double)

    • DateTime

  1. Click OK. The source data is returned in the Data Prep, with the fields displayed in the Data Source Preview.