Futures Feed

Description

One of the Quantitiative trading teams portfolios required high speed trading. They wanted to get into the futures markets but the current data plans that we had were to slow to suport the high speed. A new data source was purchased In I was charged with importing that data into our system as fast as possible.

Challenges

The biggest challenge with this project was working with a software package that was written to use Java and not C++. There where numerous configuration files and variable and choosing the correct values was a big challenge. Once the data was streaming to the daemon, it had to be imported into the futures data table. This created new challenges as the symbols used by the data source where different from those used by the teams trading system so a mapping had to be implmeneted.

Results

Unfortunally the recession hit just as the project was comming into the final stretch. The team disbanded and there was no longer any use for the software. I left Start shortly thereafter.