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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
SparkApiSDK_v1.2.0-noexe.zip
SampleData
Source
SparkAPI
Common
Design
Diagnostics
Events
File
Logging
Serialization
Data
Data.cd
Markets
Securities
Market
Market.cd
Properties
SparkAPI.UnitTests
Common
Logging
Data
TestData
Properties
SparkConsole
Commands
Properties
SparkWinFormsGUI
Properties
Settings.settings
Resources
Column-Chart.ico
Toolbox.ico
SampleFiles
SparkApiSDK_v1.2.0.zip
Assemblies
nunit.framework.dll
Spark
1.3.2
lib32
spark.dll
Spark.Net.dll
lib64
spark.dll
Spark.Net.dll
Data.cd
Market.cd
Settings.settings
Column-Chart.ico
Toolbox.ico
SparkApiExample
32-Bit
spark.dll
Spark.Net.dll
SparkAPI.dll
SparkConsole.exe
SparkWinFormsGUI.exe
64-Bit
spark.dll
Spark.Net.dll
SparkAPI.dll
SparkConsole.exe
SparkWinFormsGUI.exe

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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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