Tick Logger

Tick Logger captures and stores financial ticks (quotes).

This application is very plug-in oriented. You can simply use or implement an adapter for either receiving quotes (feeder plug-in) or storing them (store plug-in).

The web interface supplies 3 major features:

• Historical ticks graph - query an instrument for its past ticks.
• Live ticks graph - TBD.
• Statistics - TBD.

Installation

1. Install NodeJS latest version from http://nodejs.org/
2. Download the application to a new 'tick-logger' directory
3. Open a terminal (command prompt) in the above directory
4. Run: npm install
5. Run: node app.js
6. Open Google Chrome and browse to http://locahost:8080/

Configuration

You can find Tick Logger's configuration at the 'config.js' file.

Web interface

• httpPort - web interface port.
• sessionSecret - web session secret (default value must be changed).

Scalability

This application is scalable via multiple instances and or servers. Each worker (node instance) receives a unique ID, which allows it to process a different set of instruments, thus insuring collision free parallel processing.

• localWorkerStartIndex - The starting ID number for this server node instances.
• localNumberOfWorkers - The number of node instances on this server.
• totalNumberOfWorkers - The sum of configured node instances across the servers.

Please note, the recommended amount of workers is the same as the number of the server's CPUs.

For example, when running the application on 3 servers, each with 8 workers, will create the following configurations:

Server No.	localWorkerStartIndex	localNumberOfWorkers	totalNumberOfWorkers
1	0	8	24
2	8	8	24
3	16	8	24

Ticks feeder / store

• queryStoreName - the name of the store to receive ticks data from.
• feeders - determines the sources for the ticks data.
• stores - determines where the ticks data will be stored.

Live demo

The demo server is generating ticks for instrument names called Test_0 to Test_9 - please use these when inquiring for ticks.

URL: http://tick-logger.herokuapp.com/

Credits

• Stock Charts by HighCharts - http://www.highcharts.com/
• Stock Charts Directive by Barry Fitzgerald - https://github.com/pablojim/highcharts-ng
• The Allmighty Autocomplete Directive by justgoscha - https://github.com/JustGoscha/allmighty-autocomplete

Future features

• Statistics
• Live tick graph
• TCP/Text feeder
• FIX feeder
• Redis store
• Clustering
• Server scalability
• Performance tests
• Performance tuning
• Authentication
• Support Firefox and maybe IE :)

Requests, feedbacks and Suggestions are very welcome :)

Enjoy!