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Release Notes

Latest Release - Mar24​

Azure blob subscription target​

Add support for sending subscribed data to an Azure Blob, this will allow for greater integration with Azure middleware services.

Amongst others, Azure Data Factory pipelines can be triggered from Azure Blob updates.

Documentation service​

Added a new service documentation - this will be used for both:

  • Product documentation in multiple languages - added by us in public
  • Operational support documentation - added by the client in private

Support Documentation can be created using the VSCode extension in Markdown (file extension .md) and uploaded using the context menu item (Upload this document)

Support Documentation can be added to the following entities:

  • Process - will display in the Process and Execution dashboards
  • Curve - will display in the curve dashboard

Metric improvements​

We have added some extra fields on the metrics that are recorded.

  • httpstatus
  • duration (ms)
  • action
  • responseSize (bytes)

Feb24​

Custom period codes​

Added support for custom period codes, allowing you to set specific expiry and delivery dates. Custom period codes start with 'C', e.g.

CFEB24_MAR24

Email subscription target update​

Added support for adding subscribed data as email attachments.

CurveSeries performance improvements​

Improved the read/write performance for Curve Series.

A Curve Series is used for forward curves with a few thousand tenors, e.g. hourly curves with 5 years of tenors.

Severe quality status for curves​

Added a quality status severe indicating that the curve has been built, but it is incomplete or insufficient quality and needs to be rebuilt before using for exports etc.

Jan24​

Timeseries auto-scaling​

When retrieving timeseries with a large amount of observations, we now auto-scale the timeseries according to the following rules:

  • Intradaily -> Daily
  • Daily -> Monthly
  • Monthly -> Yearly

The auto-scale thresholds are:

  • Portal = 5000 observations
  • Excel = 25000 observations
  • api = 25000 observations

Curve Management Dashboard​

We have introduced a curve management dashboard to monitor the lifecycle of curves managed in the system.

It has the following features:

  • Configuration of build, quality, approval and export groups
  • Build cut-off times with missing curve substitution rules
  • Automated curve quality checks
  • Manual approvals
  • Export scripts to manage the export and feedback from the export system

Python SDK​

Added a python SDK in PyPI

The python SDK for OpenDataDSL has the following features:

  • Find any data in OpenDataDSL using the list command
  • Retrieve any data using the get command
  • Update any data (if you have permission) using the update command

Release History​

2023

New data type - Events​

Events are data that happened at a point in time for an amount of time, such as power station outages. We allow capturing these events and creating dynamic timeseries and curves from them.

New data type - Matrix​

Added support for storing matrices for various statistical uses, e.g. correlation and covariance matrices. Added support for converting timeseries and curves into matrices

New service - Reports​

New custom report functionality using custom ODSL code to generate any shape data to be presented in a report. Reports can be formatted using Mustache which is a popular HTML templating syntax.

Granular Security Policies​

Support for more granular security policies which can filter down to an individual document.

Correlation and covariance matrix functions​

Add function to calculate correlation and covariance matrices.

Improvements to searching​

Added more ways to perform searching for data

ODSL language improvements​

  • Added publish command to publish data to other tenants
  • Added sendmail command to send data as an email
  • Added set credentials command to store custom source user credentials
  • Added element-wise multiply and divide operators for matrices
  • Added single line if statements and conditional expressions
  • Improved type creation, adding support for bespoke error messages
  • Extended run command to support running reports
2022

Smart Data on Types​

We add the ability to define smart timeseries and curves on a type. All objects that directly implement the type will have those smart data objects dynamically added.

User Tasks​

User tasks are manual tasks assigned to users either by other users or by processes such as data quality. Tasks can be:

  • Emailed
  • Pushed to JIRA

More Statistics Functions​

We will be adding for statistical functions for Timeseries and Curves.

More Statistics Functions​

We have added a few more functions that can be used in your ODSL scripts:

  • csum - Cumulative Sum
  • cmax - Cumulative Maximum
  • cmin - Cumulative Minimum
  • cave - Cumulative Average

Calendar improvements​

Improvements to the Intraday calendars:

  • Add timezone
  • Add a flag to indicate that it is an intraday calendar

Bulk updates and deletes​

Add support for performing bulk updates and deletes

Added community version​

Added FREE community version of the ODSL VSCode editor.

Quality Checks on Objects​

Added support for defining constraints (checks) on an object type, and also defaults for null values

Aggregation Framework in the ODSL Language​

Added language support for defining aggregations and aggregation stages.

Custom MongoDB Collections​

We have added support for clients to connect to your own MongoDB clusters and use the tools directly on the collections holding your own data.

Data Packages​

Data packages are pre-defined processes that users can deploy to their own environment to load data from providers into their private database. These data providers do not provide data that we can freely distribute, therefore the client has to load the data into their own private environment.

Events​

Events are a thing that has happened at a point in time, similar to an observation in a TimeSeries only with a lot more information. Example events are:

  • An order placed with a broker, exchange etc.
  • A trade made with a broker, exchange etc.
  • A planned or unplanned outage (REMIT Urgent Market Message)

Curve Change Values​

Added a 'change' value to show the absolute change of all tenors in a curve from the previous built curve

Region support in ODSL code​

Allow users to create regions in ODSL code to break a script up into smaller sections. These regions can be folded and run/debugged independently

Date Rule Grammar​

Added support for using dynamic dates such as T-1W (go back 1 week)

Support for unit conversion custom factors​

You can now add properties on TimeSeries or Curves to provide absolute conversion factors to a specified unit

Smart Curve Caching Improvements​

Added support for caching options, you can now choose from:

  • Never cache
  • Cache on demand
  • Cache when any dependencies are updated
  • Cache based on a cron schedule

Curve Calendar Enhancements​

Various minor improvements

  • Use of holiday calendars for absolute movement of expiry calendars
  • Add support for timezone offsets when using hourly period codes

Add support for TOP in FIND command​

Allows you to return a small sample of items when using the find command in ODSL

Smart TimeSeries​

The exciting introduction of Smart TimeSeries allowing you to create on-demand TimeSeries using a formula/expression.

Portal Smart Curves and TimeSeries​

A new Smart Data section in the portal to 'play around' with Smart Curves and TimeSeries and save them to the Database.

Excel Add-in​

Initial release of the Excel Add-in which will allow you to:

Gas Days​

A new calendar supporting Gas Day hourly data aggregation and reporting.

Smart Curves​

The exciting introduction of Smart Curves allowing you to create on-demand curves without using a Curve Builder.

Custom Period Codes​

Support for custom, one-off and special period codes for use on contracts on Curves. See documentation

2021

Command Line Interface​

Initial release of the CLI which will allow you to run scripts locally and initiate interactive sessions

New account management option in the Portal​

This is the place to go to manage your OpenDataDSL account:

  • Edit your personal details and upload an image
  • Edit your company details and configuration settings
  • Accounting information such as cost analysis, invoices and payments
  • Support - raise a support ticket, data or enhancement request

TimeSeries Scaling​

Added support for rescaling TimeSeries for both aggregation to a lower frequency and distribution to a higher frequency. See the documentation here

Improvement to calendar holiday rules​

Added support for options on the following rule types:

New pause command​

Add added a new command pause allowing you to pause execution of a script.

Syntax:

pause number ('second'|'seconds'|'minute'|'minutes'|'hour'|'hours')

Added support for using XSLTs in the XML Service​

You can now use an XSLT transformer when reading XML data, e.g.

xdata = ${xml:xml,"xslt="+xslt}

Added new email target for queues​

You can now emails using a subscription - see here for more information

A few minor enhancements

  • Added daylightSavings function to test if the passed in date is a DST changeover day

Getting ready for the soft launch!​

We are putting the finishing touches on the Web Portal that will allow us to start welcoming prospective clients to start using it. Designing the screens that will get you started

Added support for real-time events​

We completed the first stage of the real-time API allowing for a more responsive experience in the GUI and the more collaboration opportunities in other applications

Curve configurations in the web portal​

We have added the capability of creating and editing curve configurations in the web portal:

Added unit REST API​

Added support for getting a list of units of measure symbols and details

ODSL grammar updates​

Added support for manually triggering configured subscriptions

trigger subscriptionname for date

Added logout command to log your user account out and clear the user cache

logout

Added support for referencing tenors in a curve

tenor = curve["M01"]

Improvements to CRON configuration for processes​

We have added support for the following special characters in cron expressions for processes:

  • '-' for a range of values in all fields

    • 22 13-15 ? * MON-FRI *

  • '/' for increments in the MINUTE, HOUR, DOM and MONTH fields

    • 0/15 13 ? * FRI-SUN *
    • 0 0/4 ? * FRI-SUN *
    • 0 0 1/5 * FRI-SUN *
    • 0 0 5 1/3 FRI-SUN *

  • 'W' for nearest weekday - this will fire on a Friday if the DOM falls on a Saturday or a Monday if the DOM falls on a Sunday

    • 0 0 15W 1 ? *

  • '#' for week of month as DOW#week number

    • 0 0 ? 1 6#3 *
    • 0 0 ? 1 6#1,6#3 *

  • 'L' for last DOM or DOW

    • 0 0 L 1 ? *
    • 0 0 * 1 L *

REST API improvements​

We added a _search query parameter to allow for text searching of objects. Simply pass in a search expression to get results based on values in the fields: _id, name, description and classification.

Base Object Type​

We defined a base object type that all types derive from which contain the following fields:

  • name
  • description
  • classification
  • geolocation

Objects and Data in the web portal​

Charts in the web portal​

Links allow you to view related data and information

Curve Building Support​

We added support for creating your own forward curves using logic created in OpenDataDSL scripts. You can create an object of type #CurveConfig with 1 or more inputs and 1 or more outputs and save to the new CURVE service, example configuration:

MY_CURVE = object as #CurveConfig
    name = "My Curve"
    expiryCalendar = "REOMHENG"
    buildScript = "simplecurve"
    inputs\[0\] = object as #CurveConfigInput
        key = "PRIMARY"
        id = "#MATBAROFEX.ROS.SOJA.FUT:CLOSE"
        required = true
    end
    outputs\[0\] = object as #CurveConfigOutput
        name = "CURVE"
        code = "multiplyByFactor(PRIMARY, factor)"
        factor = 1.5
        currency = "EUR"
        units = "MWH"
        expiryCalendar = "REOMHENG"
    end
end
save ${curve:MY_CURVE}

Data aggregation support​

Added the ability to filter, group and aggregate any data using ODSL and the REST services, e.g.

summary = aggregate ${exec}
    match service="ETL"
    group _id="$status", qty=count()
    sort qty desc
end

Add range support for time-series​

Add _range query option to specify a date range for time-series retrieval. Add 3 methods:

  • last(n) - last n observations
  • from(d) - from date d to the latest
  • between(d1, d2) - between 2 dates, d1 and d2

Object and data storage​

Improvements to the way objects and data is stored to allow greater query flexibility. Users can now query across all types of objects.

Custom save and delete reasons​

Added the ability to define a ‘reason’ on all save and delete methods. This reason is placed in the audit log and the saved object (if versioned)

Search object properties and return data​

Added the ability to query object properties, but return data entities using the profile command, e.g.

// Fetch all data for all ECB_FX currencies data = find profile SPOT from ${currency:public} where source == "ECB_FX"

Process Executions in the web portal​

Added the ability to view process executions in the web portal:

Indexes​

Add ability for users to create custom database indexes to improve query performance.

Queues​

Add ability for users to create and manage their own queues. Each queue can either be consumed by the loader process or can be left open to be consumed on-premises - see more here

2020

Geospatial queries​

Add ability to add geometric shapes as a data property on objects and support geospatial queries on data, such as finding all objects within a radius of a point or within a polygon - see more here

Versioning​

Add consistent versioning of data in the following services:

  • Types
  • Objects - definable by object type
  • Transformers
  • Extractors
  • Calendars
  • Actions
  • Workflows
  • Scripts
  • Processes

Auditing​

Add audit records for all create, update and delete actions on all services

Queue Management​

Allow users to add new queues and configure automatic data loading into proprietary ODSL database

Maths Functions​

  • Simple regression
  • Basic descriptive statistics (min, max, mean etc)