data server backend for ATS systems

[thebad]

Hi,

This is possibly off topic, but I was hoping you guys would have some
insight.

We have a ATS using Quantlib with a bespoke written data collection
server, basically java/MySQL. However it is becoming hard to maintain so
I am looking to move to a 3rd party tool with plugins to retrieve data
from the various data providers like IB, or Thompson - and run our quant
tools against this data server.

Basically I am looking for something that is a more active version of
tool like;
http://tree.sourceforge.net/node

something that can handle data collection, historical data, data
archiving - and the icing on the cake would be some sort of query
language to directly manipulate the data.

Also activeQuant has some of the stuff I am after, but it doesn't seem
to have a full release and is missing some documentation.

Any ideas?

many thanks,

Tom


------------------------------------------------------------------------------
Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, CA
-OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise
-Strategies to boost innovation and cut costs with open source participation
-Receive a $600 discount off the registration fee with the source code: SFAD
http://p.sf.net/sfu/XcvMzF8H
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[Ferdinando Ametrano-4]

On Wed, Mar 4, 2009 at 7:58 AM, Tom H <[hidden email]> wrote:
> We have a ATS using Quantlib [...]
> Also activeQuant has some of the stuff I am after

what is ATS? what is activeQuant?

I mean... I know Google is my friend, but a quick warm introduction
could help nonetheless

ciao -- Nando

------------------------------------------------------------------------------
Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, CA
-OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise
-Strategies to boost innovation and cut costs with open source participation
-Receive a $600 discount off the registration fee with the source code: SFAD
http://p.sf.net/sfu/XcvMzF8H
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

[thebad]

On Wed, 2009-03-04 at 11:12 +0100, Ferdinando Ametrano wrote:
> On Wed, Mar 4, 2009 at 7:58 AM, Tom H <[hidden email]> wrote:
> > We have a ATS using Quantlib [...]
> > Also activeQuant has some of the stuff I am after
>
> what is ATS? what is activeQuant?
>
> I mean... I know Google is my friend, but a quick warm introduction
> could help nonetheless

Ah sorry, ATS is "Automated trading system" - and activeQuant is a Java
framework for automated trading - http://activequant.org/

I think what I am after is a time-series data server that is extensible
to retrieve data from arbitrary sources via FIX, SQL, HTTP etc - though
I can implement the data retrieval myself, I think a robust tool
optimised for querying time-series data for periods, averages and other
statistical summaries is needed.

I found a bunch of stuff like;
http://kx.com/Products/
http://www.vhayu.com/

but they look like they are going to be horribly expensive for this very
limited prototype, and tools like rrdtool and activequant are probably
going to require too much bespoke work for what I have in mind.
Thanks,

T



------------------------------------------------------------------------------
Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, CA
-OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise
-Strategies to boost innovation and cut costs with open source participation
-Receive a $600 discount off the registration fee with the source code: SFAD
http://p.sf.net/sfu/XcvMzF8H
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users