diff --git a/di/mockDataGen/init.q b/di/mockDataGen/init.q
new file mode 100644
index 0000000..4cdb055
--- /dev/null
+++ b/di/mockDataGen/init.q
@@ -0,0 +1,3 @@
+\l ::mockDataGen.q
+
+export:([initschema;mockDataOne;mockData;mockHdb;mockDataR;clearTables])
diff --git a/di/mockDataGen/mockDataGen.q b/di/mockDataGen/mockDataGen.q
new file mode 100644
index 0000000..2967dd1
--- /dev/null
+++ b/di/mockDataGen/mockDataGen.q
@@ -0,0 +1,86 @@
+initschema:{[]
+  .z.m.trades:([] time:`timestamp$(); sym:`g#`$(); src:`g#`$(); price:`float$(); size:`int$());
+  .z.m.quotes:([] time:`timestamp$(); sym:`g#`$(); src:`g#`$(); bid:`float$(); ask:`float$(); bsize:`int$(); asize:`int$());
+  .z.m.depth:([] time:`timestamp$(); sym:`g#`$(); bid1:`float$(); bsize1:`int$(); bid2:`float$(); bsize2:`int$(); bid3:`float$(); bsize3:`int$(); bid4:`float$(); bsize4:`int$(); bid5:`float$(); bsize5:`int$(); ask1:`float$(); asize1:`int$(); ask2:`float$(); asize2:`int$(); ask3:`float$(); asize3:`int$(); ask4:`float$(); asize4:`int$(); ask5:`float$(); asize5:`int$());
+  };
+
+// Utility Functions
+rnd:{0.01*floor 100*x};
+
+clearTables:{[]
+   initschema[];
+ };
+
+// funtion to generate mock data for a single symbol/instrument
+mockDataOne:{[sym;date;startTime;endTime;tradeCnts;startPxs;level]
+  tradeCnt:$[99h=type tradeCnts; tradeCnts[sym]; tradeCnts];
+  startPx:$[99h=type startPxs; startPxs[sym]; startPxs];
+  quoteCnt:5*tradeCnt;
+  depthCnt:25*tradeCnt;
+  hoursinday:endTime-startTime;
+  t0:date+startTime;
+  t1:date+endTime;
+  ttimes:date+ `#asc startTime+tradeCnt?hoursinday;
+  qtimes:date+ `#asc startTime+quoteCnt?hoursinday;
+  dtimes:date+ `#asc startTime+depthCnt?hoursinday;
+  mids:startPx* exp sums 0.0005*-1+quoteCnt?2f;
+  mids:0.01*floor 100*mids;
+  spread:0.02+0.01*quoteCnt?1f;
+  half:spread%2;
+  bid:rnd mids-quoteCnt?0.03;
+  ask:rnd mids+quoteCnt?0.03;
+  bsize:`int$(600*1+quoteCnt?20);
+  asize:`int$(600*1+quoteCnt?20);
+  tradeIdx:til tradeCnt;
+  quoteIdx:5*tradeIdx;
+  side:tradeCnt?`buy`sell;
+  price:0.01*floor 100*?[side=`buy; ask[quoteIdx]; bid[quoteIdx]];
+  tsize:`int$((tradeCnt?1f)*?[side=`buy; asize[quoteIdx]; bsize[quoteIdx]]);
+  .z.m.trades,:flip `time`sym`src`price`size!(ttimes;tradeCnt#sym;tradeCnt?`N`O`L;price;tsize);
+  .z.m.quotes,:flip `time`sym`src`bid`ask`bsize`asize!(qtimes;quoteCnt#sym;quoteCnt?`N`O`L;bid;ask;bsize;asize);
+  if[level=2;
+  dIdx:(til depthCnt) mod quoteCnt;
+  dBid:bid[dIdx];dAsk:ask[dIdx];
+  b1:`int$(600*1+depthCnt?20);b2:b1+`int$(600*1+depthCnt?5);b3:b1+`int$(600*1+depthCnt?10);b4:b1+`int$(600*1+depthCnt?15);b5:b1+`int$(600*1+depthCnt?20);
+  a1:`int$(600*1+depthCnt?20);a2:a1+`int$(600*1+depthCnt?5);a3:a1+`int$(600*1+depthCnt?5);a4:a1+`int$(600*1+depthCnt?5);a5:a1+`int$(600*1+depthCnt?5);
+  .z.m.depth,:flip `time`sym`bid1`bsize1`bid2`bsize2`bid3`bsize3`bid4`bsize4`bid5`bsize5`ask1`asize1`ask2`asize2`ask3`asize3`ask4`asize4`ask5`asize5!(dtimes;depthCnt#sym;dBid;b1;dBid-0.01;b2;dBid-0.02;b3;dBid-0.03;b4;dBid-0.04;b5;dAsk;a1;dAsk+0.01;a2;dAsk+0.02;a3;dAsk+0.03;a4;dAsk+0.04;a5);
+  ];
+  };
+
+// function to generate the mock data for multiple syms on a given date
+mockData:{[syms;date;startTime;endTime;rowCnts;startPxs;level]
+  syms:$[11h=type syms; syms; enlist syms];
+  rc:$[99h=type rowCnts; rowCnts; (enlist syms)!enlist rowCnts];
+  spx:$[99h=type startPxs; startPxs; (enlist syms)!enlist startPxs];
+  {[s;rc;spx;date;startTime;endTime;level] 
+   sp:$[`sp in key .z.m; $[null .z.m.sp[s]; spx[s]; .z.m.sp[s]]; spx[s]];
+   mockDataOne[s;date;startTime;endTime;rc[s];sp;level]}[;rc;spx;date;startTime;endTime;level] each syms;
+   };
+
+clearTables:{[]
+   initschema[];
+ };
+
+// function to generate mock data for multiple syms for the given date list
+mockDataR:{[syms;datelist;startTime;endTime;rowCnts;startPxs;level]
+  mockData[syms;datelist[0];startTime;endTime;rowCnts;startPxs;level];
+  .z.m.sp::exec last price by sym from .z.m.trades;
+  {[syms;x;startTime;endTime;rowCnts;sp;level]
+  .z.m.sp::exec last price by sym from .z.m.trades;
+  mockData[syms;x;startTime;endTime;rowCnts;sp;2]}[syms;;startTime;endTime;rowCnts;sp;2]each 1_datelist;
+  };
+
+// function to write the data down to HDB for the given date list
+mockHdb:{[dir;syms;dates;startTime;endTime;rowCnts;startPxs;level] 
+  .z.m.sp:syms!(count syms)#0nf;
+  {[dir;syms;d;startTime;endTime;rowCnts;startPxs;level]
+   mockData[syms;d;startTime;endTime;rowCnts;startPxs;level]; 
+   .z.m.sp:syms!{last exec price from .z.m.trades where sym = x} each syms;
+   `trades set .z.m.trades;
+   `quotes set .z.m.quotes;
+   `depth set .z.m.depth;
+   .Q.hdpf[`:;dir;d;`sym]; clearTables[] }[dir;syms;;startTime;endTime;rowCnts;startPxs;level] each dates;
+  };
+
+
+-1"USAGE: mockDataOne[sym;date;startTime;endTime;tradeCnts;startPxs;level] eg mockDataOne[`AAPL;2025.01.10;09:30;16:00;300;22.35;2] / tradeCnts is equal to rowCounts\n\nmockData[syms;date;startTime;endTime;rowCnts;startPxs;level] eg mockData[`AAPL`MSFT`META;2025.01.10;09:30:00;16:00:00;`AAPL`MSFT`META!300 500 200;`AAPL`MSFT`META!22.33 38.34 29.43;2];\n\nmakeDataR[syms;datelist;startTime;endTime;rowCnts;startPxs;level] eg mockDataR[`AAPL`MSFT`META;2025.01.10 2025.01.11 2025.01.12;09:30:00;16:00:00;`AAPL`MSFT`META!7000 5000 9000;`AAPL`MSFT`META!27.33 38.34 29.43;2];\n\nmockHdb[dir;syms;dates;startTime;endTime;rowCnts;startPxs;level] eg mockHdb[`:hdb;`AAPL`MSFT;2014.12.15 2014.12.16 2014.12.17 2014.12.18 2025.12.19; 09:30:00;17:30:00;`AAPL`MSFT!20000 300000;`AAPL`MSFT!23.45 45.89;2]\n";