A World of financial data at your fingertips, functional, strongly tooled and strongly typed

Modern financial programming and modelling is highly information rich, but our programming tools are often information sparse, especially our strongly typed ones. This leads to an impasse where improvements in programming to aid accuracy and clarity of financial software implementation such as units-of-measure analysis or typed functional programming can\´t be rolled out to industry. The F# programming language is increasingly used in implementing financial software and models [1]. It includes a feature called “Type Providers” to support the integration of large-scale information sources into a strongly typed functional-first programming environment. In this tutorial, we show that through the use of this simple, intuitive, scalable and on-demand mechanism called "type providers", we can bridge modern strongly-typed languages to the myriad of heterogeneous data services found in the modern financial programming context - for example entity graphs, databases, web services, spreadsheets and even other programming languages. We demonstrate applications using the F# language and the Xenomorph TimeScape time-series database system.