Example data capture system, based on random financial data
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README.md

TorQ-Finance-Starter-Pack

An example production ready market data capture system, using randomly generated financial data along with market data pulled from the IEX. This is installed on top of the base TorQ package, and includes a version of kdb+tick. This work was inspired by Himanshu Gupta.

Set Up

Assuming that the free 32 bit version of kdb+ is already set up and available from the command prompt as q, then:

  1. Download a zip of the latest version of TorQ
  2. Download a zip of this starter pack
  3. Unzip TorQ
  4. Unzip the starter pack over the top (this will replace some files)
  5. Run the appropriate starts script: start_torq_demo.bat for Windows, start_torq_demo.sh for Linux and start_torq_demo_osx.sh for Mac OS X.

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.

Further Information

The IEX API provides free data that currently does not require authentication to access. Any changes to the API will be reflected in this TorQ pack. IEX Terms of Service

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:

mkdocs gh-deploy

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 build

Then:

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

SSL Certificate

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:

  1. Install OpenSSL from SLProWeb. This should be installed as default on most Linux distributions.
  2. Download the certificate file.
  3. The environment path must then be set in command prompt via setx SSL_CA_CERT_FILE C:\path\to\cacert.pem for Windows, and using export SSL_CA_CERT_FILE=path/to/cacert.pem for Linux.

Release Notes

  • 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 sortslave 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

License Info

Data provided for free by IEX