Configure Equity Analytics to Use Query Window Adjustment Factor

This page provides a brief explanation of how to configure equity analytics to use the Query Window Adjustment Factor.

When an order is filled instantaneously, the interval between strikeTime and orderCompletedTime can be so brief that no market data is recorded within that period.

For these orders, any Equity Execution Analytic that uses the util functions .eqea.util.tickData.getDataAndAggregate or .eqea.util.tickData.getDataAndAggFromCfg can return null results.

To counteract this, a configurable variable .eqea.queryWindowAdjustmentFactor has been added.

If the value of the .eqea.queryWindowAdjustmentFactor is greater than zero and the useQueryWindowAdjustmentFactor argument is true in .eqea.util.tickData.getDataAndAggregate or .eqea.util.tickData.getDataAndAggFromCfg, then the query window changes from within (startTime ; endTime) to within (startTime ; endTime + .eqea.queryWindowAdjustmentFactor).