Parity Stock Ticker is a simple console application that displays the best prices and latest trades in the trading system.
Download the latest release from GitHub.
Run Parity Stock Ticker with Java:
java -jar parity-ticker.jar [-t] <configuration-file> [<input-file>]
The application can either listen to a live market data feed or to read a historical market data file.
The command line options are as follows:
-t: Format the output as TAQ.
The command line arguments are as follows:
-
<configuration-file>: The configuration file. The configuration file specifies how to display instruments. When listening to live market data, it also specifies how to connect to the trading system. -
<input-file>: The input file. The application reads market events from the input file in the NASDAQ BinaryFILE format.
When listening to a live market data feed, the application first replays market events that have taken place so far. Then it proceeds to display market events in real time.
Parity Stock Ticker uses a configuration file to specify how to display instruments and connect to the trading system. The application supports two transport options: NASDAQ MoldUDP64 and NASDAQ SoupBinTCP.
The following configuration parameters are required when connecting to the trading system using the MoldUDP64 transport:
market-data {
# The IP address or name of the network interface for the MoldUDP64 session.
multicast-interface = 127.0.0.1
# The IP address of the multicast group for the MoldUDP64 session.
multicast-group = 224.0.0.1
# The UDP port for the MoldUDP64 session.
multicast-port = 5000
# The IP address of the MoldUDP64 request server.
request-address = 127.0.0.1
# The UDP port of the MoldUDP64 request server.
request-port = 5001
}
The following configuration parameters are required when connecting to the trading system using the SoupBinTCP transport:
market-data {
# The IP address of the SoupBinTCP server.
address = 127.0.0.1
# The TCP port of the SoupBinTCP server.
port = 5000
# The SoupBinTCP username.
username = parity
# The SoupBinTCP password.
password = parity
}
The following configuration parameters are required always:
instruments {
# The number of digits in the integer part of a price.
price-integer-digits = 4
# The number of digits in the integer part of a size.
size-integer-digits = 7
AAPL {
# The number of digits in the fractional part of a price.
price-fraction-digits = 2
# The number of digits in the fractional part of a size.
size-fraction-digits = 0
}
}
See the etc directory for example configuration files.
Released under the Apache License, Version 2.0.