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SPARK API SDK
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The SDK contains three sections:
Source
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This contains a versioned copy of the full source code including projects,
solution and sample data files. Download this, build it in Visual Studio 2010
or 2012. That's it. You can run it off-line using the replay from file feature
so you do not require a connection to the Spark servers.
The code is heavily commented explaining the architectural and technical
implementation. You can use this code as the basis for your own projects.
SparkApiExample
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Sample 32 and 64-bit GUI and console applications that demonstrate how the
Spark API can be used to code advanced market data processing and trading
systems. Not pretty, but shows what the API can do.
SampleData
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Contains a sample event data file exported via the Spark API that can be used
to replay in off-line mode without a connection to the Spark servers.
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Paul Francis currently works as a senior engineer at The Trade Desk.
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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