Skip to content

Latest commit

 

History

History
121 lines (77 loc) · 2.94 KB

README.md

File metadata and controls

121 lines (77 loc) · 2.94 KB
Raw

Parity Stock Ticker

Parity Stock Ticker is a simple console application that displays the best prices and latest trades in the trading system.

Download

Download the latest release from GitHub.

Usage

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.

Configuration

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.

License

Released under the Apache License, Version 2.0.