diff --git a/docs/concepts/data.md b/docs/concepts/data.md index 132982ab245..7a0a52fa003 100644 --- a/docs/concepts/data.md +++ b/docs/concepts/data.md @@ -1,28 +1,27 @@ # Data -The NautilusTrader platform defines a range of built-in data types crafted specifically to represent -a trading domain: +The NautilusTrader platform provides a set of built-in data types specifically designed to represent a trading domain. These data types include: -- `OrderBookDelta` (L1/L2/L3): Most granular order book updates -- `OrderBookDeltas` (L1/L2/L3): Batches multiple order book deltas -- `OrderBookDepth10`: Aggregated order book snapshot (10 levels per side) -- `QuoteTick`: Top-of-book best bid and ask prices and sizes -- `TradeTick`: A single trade/match event between counterparties -- `Bar`: OHLCV bar data, aggregated using a specific *aggregation method* -- `Instrument`: General base class for a tradable instrument -- `InstrumentStatus`: An instrument level status event -- `InstrumentClose`: An instrument closing price +- `OrderBookDelta` (L1/L2/L3): Represents the most granular order book updates. +- `OrderBookDeltas` (L1/L2/L3): Batches multiple order book deltas for more efficient processing. +- `OrderBookDepth10`: Aggregated order book snapshot (10 levels per bid and ask side). +- `QuoteTick`: Represents the best bid and ask prices along with their sizes at the top-of-book. +- `TradeTick`: A single trade/match event between counterparties. +- `Bar`: OHLCV (Open, High, Low, Close, Volume) bar data, aggregated using a specified *aggregation method*. +- `Instrument`: A common instrument definition. +- `InstrumentStatus`: An instrument level status event. +- `InstrumentClose`: An instrument closing price. -Each of these data types inherits from `Data`, which defines two fields: -- `ts_event`: UNIX timestamp (nanoseconds) when the data event occurred -- `ts_init`: UNIX timestamp (nanoseconds) when the object was initialized +Each of these data types defines two fields that are critical for accurate data handling: +- `ts_event`: UNIX timestamp (nanoseconds) representing when the data event occurred. +- `ts_init`: UNIX timestamp (nanoseconds) marking when the object was initialized. -This inheritance ensures chronological data ordering (vital for backtesting), while also enhancing analytics. +These timestamps ensure proper data ordering, which is crucial for backtesting and enhances analytics. -Consistency is key; data flows through the platform in exactly the same way for all system [environment contexts](/concepts/architecture.md#environment-contexts) (`backtest`, `sandbox`, `live`) -primarily through the `MessageBus` to the `DataEngine` and onto subscribed or registered handlers. +The platform ensures consistency by flowing data through the same pathways across all system [environment contexts](/concepts/architecture.md#environment-contexts) +(e.g., `backtest`, `sandbox`, `live`). Data is primarily transported via the `MessageBus` to the `DataEngine` and then distributed to subscribed or registered handlers. -For those seeking customization, the platform supports user-defined data types. Refer to the advanced [Custom data guide](advanced/custom_data.md) for further details. +For users who need more flexibility, the platform also supports the creation of custom data types. For details on how to implement user-defined data types, refer to the advanced [Custom data guide](advanced/custom_data.md). ## Loading data