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This is going to piss off a lot of people.
This server represents several million dollars
worth of man time and research.
----- Original Message -----
From: Frank Key <frank@xxxxxxxxxxx>
To: <dan@xxxxxxxxxxxxxxxxx>
Sent: Tuesday, March 07, 2000 5:00 PM
Subject: Open Source
> Request for Developers --- Financial Data Server/Database
>
> My company is considering releasing as open source some software we've
> been developing and using in-house. What we've got is C/C++ code for
> reading a real-time financial data feed (such as S&P Comstock, Reuters
> Selectfeed, etc), parsing the feed to extract the interesting data,
> making live data available to applications, and accumulating historical
> data in a tick/intraday-bar/daily-bar database.
>
> We've been using this stuff in a production setting for about five
> years; it is robust, well wrung out, and *fast*. (We routinely collect
> ticks for the entire NYSE and AMEX, plus a lot of domestic and overseas
> futures markets. During trading hours, the data parser uses under 1% of
> the CPU of a 75MHz HPPA RISC box. The available commercial equivalents
> we've heard of would be choking on this load on such a slow machine,
> even if they had it all to themselves...) We use the code ourselves on
> HPUX and Linux; it should be possible to port to most flavors of Unix.
>
> However, we are a small shop, and we've never had time to flesh out
> the code to do more than the bare minimum that we needed in-house.
> We are wondering if there is interest out there in extending the system
> to handle additional data feeds, connecting it to industry-standard
> application APIs like TIB, collecting fundamental data (earnings &etc)
> as well as current prices, writing better documentation, building nicer
> administration tools than we have, porting, etc etc.
>
> Thinking in blue-sky terms, it might be possible to adapt the code to
> collect non-financial time data series, such as manufacturing process
> control data, realtime experimental results, or what have you.
>
> I see from perusing SourceForge that there's already an open-source
> project (Real Time Data Server, http://www.paritech.com.au/rtds/) with
> goals similar to what this code does. But they appear to want to build
> something from scratch, and in any case we have different ideas about
> licensing --- I think a BSD-like license is preferable for this project,
> since the code will need to work with proprietary applications. The RTDS
> folk evidently want to use GPL and try to navigate around its "viral"
> properties.
>
> If you would be interested in working on this, please contact me.
> At this point we are just testing the waters to see if we could
> attract enough help to justify giving up proprietary control of the
> code.
>
>
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