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But a great thing for all of us out there trading.
Lawrence Price
Dtrader wrote:
> 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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