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An Introduction to Real-Time Stock Market Data Processing

, 20 May 2013 CPOL
Discusses how stock market trading works, the different types of market data available, and provides a code example with sample data that processes a market data feed

Revisions


  

Compare Revision Minor Date Status Editor
10 - publicly available No 20-May-13 7:41 Available Smitha Nishant
Updates in content.
9 No 20-May-13 6:45 Pending Paul A Francis
Added some instructions to help readers swap between 32 and 64 bit versions of the project.
7 No 4-Mar-13 5:02 Pending Paul A Francis
Updates in content.
6 No 4-Mar-13 4:56 Pending Paul A Francis
Updates in content.
4 No 27-Feb-13 0:05 Pending Paul A Francis
Corrected typo in description
2 No 26-Feb-13 21:10 Pending Paul A Francis
Removed lines that were somehow added to HTML
1 No 26-Feb-13 20:31 Pending Paul A Francis
Initial creation

License

This article, along with any associated source code and files, is licensed under The Code Project Open License (CPOL)

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About the Author

Paul A Francis
Australia Australia
Paul Francis currently works as a developer and quantitative analyst in the Equities section of an investment bank.

He holds an undergraduate Honours degree in Finance, and is near completion of a Ph.D. in Market Microstructure, specialising in order flow modelling, and market data processing, reconstruction and analytics.

He is also the creator of Sharp Spark (Spark API SDK), an open source component designed to facilitate the processing of real-time market data from the Spark API: http://sourceforge.net/projects/sparkapi

Paul lives in Sydney, Australia.

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