diff --git a/utils/database_manager.py b/utils/database_manager.py
new file mode 100644
index 0000000..ccde4a0
--- /dev/null
+++ b/utils/database_manager.py
@@ -0,0 +1,112 @@
+import os
+
+import pandas as pd
+from sqlalchemy import create_engine
+from sqlalchemy.orm import sessionmaker
+
+from utils.data_manipulation import StrategyData
+
+
+class DatabaseManager:
+    def __init__(self, db_name):
+        self.db_name = db_name
+        # TODO: Create db path for all types of db
+        self.db_path = f'sqlite:///{os.path.join("data", db_name)}'
+        self.engine = create_engine(self.db_path, connect_args={'check_same_thread': False})
+        self.session_maker = sessionmaker(bind=self.engine)
+
+    def get_config_files(self):
+        with self.session_maker() as session:
+            query = 'SELECT DISTINCT config_file_path FROM TradeFill'
+            config_files = pd.read_sql_query(query, session.connection())
+        return config_files['config_file_path'].tolist()
+
+    def get_exchanges_trading_pairs_by_config_file(self, config_file_path):
+        with self.session_maker() as session:
+            query = f"SELECT DISTINCT market, symbol FROM TradeFill WHERE config_file_path = '{config_file_path}'"
+            exchanges_trading_pairs = pd.read_sql_query(query, session.connection())
+            exchanges_trading_pairs["market"] = exchanges_trading_pairs["market"].apply(
+                lambda x: x.lower().replace("_papertrade", ""))
+            exchanges_trading_pairs = exchanges_trading_pairs.groupby("market")["symbol"].apply(list).to_dict()
+        return exchanges_trading_pairs
+
+    @staticmethod
+    def _get_orders_query(config_file_path=None, start_date=None, end_date=None):
+        query = "SELECT * FROM 'Order'"
+        conditions = []
+        if config_file_path:
+            conditions.append(f"config_file_path = '{config_file_path}'")
+        if start_date:
+            conditions.append(f"created_at >= '{start_date}'")
+        if end_date:
+            conditions.append(f"created_at <= '{end_date}'")
+        if conditions:
+            query += f" WHERE {' AND '.join(conditions)}"
+        return query
+
+    @staticmethod
+    def _get_order_status_query(order_ids=None, start_date=None, end_date=None):
+        query = "SELECT * FROM OrderStatus"
+        conditions = []
+        if order_ids:
+            order_ids_string = ",".join(f"'{order_id}'" for order_id in order_ids)
+            conditions.append(f"order_id IN ({order_ids_string})")
+        if start_date:
+            conditions.append(f"created_at >= '{start_date}'")
+        if end_date:
+            conditions.append(f"created_at <= '{end_date}'")
+        if conditions:
+            query += f" WHERE {' AND '.join(conditions)}"
+        return query
+
+    @staticmethod
+    def _get_trade_fills_query(config_file_path=None, start_date=None, end_date=None):
+        query = "SELECT * FROM TradeFill"
+        conditions = []
+        if config_file_path:
+            conditions.append(f"config_file_path = '{config_file_path}'")
+        if start_date:
+            conditions.append(f"created_at >= '{start_date}'")
+        if end_date:
+            conditions.append(f"created_at <= '{end_date}'")
+        if conditions:
+            query += f" WHERE {' AND '.join(conditions)}"
+        return query
+
+    def get_orders(self, config_file_path=None, start_date=None, end_date=None):
+        with self.session_maker() as session:
+            query = self._get_orders_query(config_file_path, start_date, end_date)
+            orders = pd.read_sql_query(query, session.connection())
+            orders["market"] = orders["market"].apply(lambda x: x.lower().replace("_papertrade", ""))
+        return orders
+
+    def get_trade_fills(self, config_file_path=None, start_date=None, end_date=None):
+        with self.session_maker() as session:
+            query = self._get_trade_fills_query(config_file_path, start_date, end_date)
+            trade_fills = pd.read_sql_query(query, session.connection())
+            trade_fills.loc[:, "net_amount"] = trade_fills['amount'] * trade_fills['trade_type'].apply(
+                lambda x: 1 if x == 'BUY' else -1)
+            trade_fills.loc[:, "net_amount_quote"] = trade_fills['net_amount'] * trade_fills['price']
+            trade_fills.loc[:, "cum_net_amount"] = trade_fills["net_amount"].cumsum()
+            trade_fills.loc[:, "unrealized_trade_pnl"] = -1 * trade_fills["net_amount_quote"].cumsum()
+            trade_fills.loc[:, "inventory_cost"] = trade_fills["cum_net_amount"] * trade_fills["price"]
+            trade_fills.loc[:, "realized_trade_pnl"] = trade_fills["unrealized_trade_pnl"] + trade_fills["inventory_cost"]
+            trade_fills["market"] = trade_fills["market"].apply(lambda x: x.lower().replace("_papertrade", ""))
+
+        return trade_fills
+
+    def get_order_status(self, order_ids=None, start_date=None, end_date=None):
+        with self.session_maker() as session:
+            query = self._get_order_status_query(order_ids, start_date, end_date)
+            order_status = pd.read_sql_query(query, session.connection())
+        return order_status
+
+    def get_strategy_data(self, config_file_path=None, start_date=None, end_date=None):
+        orders = self.get_orders(config_file_path, start_date, end_date)
+        trade_fills = self.get_trade_fills(config_file_path, start_date, end_date)
+        order_status = self.get_order_status(orders['id'].tolist(), start_date, end_date)
+        orders['creation_timestamp'] = pd.to_datetime(orders['creation_timestamp'], unit="ms")
+        orders['last_update_timestamp'] = pd.to_datetime(orders['last_update_timestamp'], unit="ms")
+        trade_fills["timestamp"] = pd.to_datetime(trade_fills["timestamp"], unit="ms")
+        strategy_data = StrategyData(orders, order_status, trade_fills)
+        return strategy_data