An example production ready market data capture system, using randomly generated financial data along with market data pulled from the IEX. The IEX feed was inspired by Himanshu Gupta.
Assuming that the free 32 bit version of kdb+ is already set up and available from the command prompt as q, then:
Download and install kdb+ from Kx Systems
Download the install script in the directory where you want the TorQ to be installed using:
Run the appropriate starts script: start_torq_demo.bat for Windows, start_torq_demo_mac.sh for macOS, and torq.sh in the bin directory with the command line argument start all for Linux.
For more information on how to configure and get started, go to this site. You will need to make some modifications if you wish to send emails from the system.
IEX API Information
The IEX API provides free data. It has recently changed and now requires an API Token to access the datafeed. To utilize the IEX feed provided by this Starter Pack, follow the instruction below.
Input your token to the IEX_PUBLIC_TOKEN variable in the file setenv.sh. Your token is now available to use as an enviroment variable.
Any changes to the API will be reflected in this TorQ pack.
Updating the Documentation with Mkdocs
To make changes to the documentation website you must simply use this command while in the branch you have made the changes on:
You will be prompted to enter a username and password, after this the site should have been updated. You can test the site locally if you want using mkdocs. First use the command:
mkdocs serve -a YourIp:Port
Head to the address it gives you to check if your changes have worked. More information about using mkdocs can be found here
The web request that goes to the API provided by IEX goes through HTTPS. If the relevant security certificates are not installed then the data requests will fail. The setup is similar for Windows and Linux systems. To install the SSL ceritificates:
- Install OpenSSL from SLProWeb. This should be installed as default on most Linux distributions.
- Download the certificate file.
- The environment path must then be set in command prompt via
setx SSL_CA_CERT_FILE C:\path\to\cacert.pemfor Windows, and using
export SSL_CA_CERT_FILE=path/to/cacert.pemfor Linux.
- 1.11.0, Mar 2021
- Make dummy feed more random
- Use waiting connections in subscribers
- Bug fixes
- 1.10.0, Dec 2020
- Updated documentation
- Segmented Tickerplant added
- 1.9.1, Oct 2020
- Updated documentation
- installlatest.sh script added
- 1.9.0, Sept 2020
- Inclusive language
- A Fix for CTP in start .stop script and other minor fixes
- Addition of the pcap decoder
- New setenv enviornment variables and code structure for install script
- 1.8.0, May 2020
- Add Data Quality System configuration files.
- Add DataDog configuration files.
- Minor fixes.
- 1.7.0, Dec 2018
- Added Basic configuration for integration of Monit for monitoring TorQ.
- TORQHOME variable changed from relative path to absolute path in setenv.sh.
- QCON flag added so that ./torq.sh qcon : will connect to the process without need for port to be entered manually.
- Default RDB Timeout changed to 180 seconds.
- 1.6.0, May 2018:
- Update process.csv for start stop script (torq.sh) in TorQ. All the process configuration is now at one place in $KDBAPPCONFIG/process.csv.
- Tested with kdb+ 3.6 and TorQ 3.3.0
- 1.5.0, January 2018:
- Added IEX feed
- Added usage file for IEX functions
- 1.4.0, December 2017:
- Rationalised connections
- Added metrics engine
- Added vwap subscriber process
- Added version dependency requirements
- 1.3.0, November 2016:
- REQUIRES TORQ 2.7.0
- Removed kdb+ tick code
- Moved KDBBASEPORT assignment to setenv.sh
- Feed process uses timer library
- 1.2.1, September 2016:
- REQUIRES TORQ 2.6.2
- added broadcast functionality to u.q
- added sortworker functionality
- 1.2.0, April 2016:
- REQUIRES TORQ 2.5.0
- Removed u.q
- Moved all config directory into appconfig
- 1.1.0, October 2015:
- REQUIRES TORQ 2.2.0
- Added compatibility with $KDBAPPCONFIG in TorQ 2.2.0 Release
- 1.0.1, July 2015:
- Added Chained Tickerplant process
Data provided for free by IEX