Data Model
GlowBack uses explicit, typed structures for market data and execution.
Bars
Bars represent OHLCV data with nanosecond timestamps in UTC.
Symbols
Symbols identify instruments across multiple asset classes. Each symbol carries
an AssetClass and exchange identifier.
Asset Classes
| Asset Class | 24/7 Trading | Fractional Qty | Default Exchange |
|---|---|---|---|
| Equity | No | No | NASDAQ |
| Crypto | Yes | Yes | BINANCE |
| Forex | No (weekdays) | Yes | FOREX |
| Commodity | No | No | CME |
| Bond | No | No | NYSE |
Crypto Symbols
Crypto symbols support both exchange conventions:
- Slash-separated:
BTC-USD,ETH-USD,SOL-USD - Concatenated:
BTCUSDT,ETHUSDT,SOLUSDT
Use Symbol::crypto("BTC-USD") to create a crypto symbol with sensible defaults.
Resolution
Resolution specifies the bar interval (Tick, Second, Minute, Hour, Day).
Storage
- Arrow/Parquet for columnar storage
- SQLite for metadata and queryable catalogs