Repository for Advanced KDB+ CMTP. Built on kdb tick repository.
Tickerplant: 5010
RDB 1: 5011
RDB 2: 5013
HDB: 5012
CEP: 5015
feedhandler: 5014
python start.py [start|stop|test][tickerplant|rdb1|rdb2|hdb|cep|feedhandler|all]
You can kick off all the processes with the following command:
C:\Users\jmckevitt\Documents\kdb-tick-master>python start.py start all
Enter project directory: C:\Users\jmckevitt\Documents\kdb-tick-master
Batching mode? **0 for non batching, >0 for batching**: 1000
For the first prompt enter the working directory, for the second, set the timer
And now testing the result:
C:\Users\jmckevitt\Documents\kdb-tick-master>python start.py test all
tickerplant : UP
rdb1 : UP
hdb : UP
rdb2 : UP
feedhandler : UP
cep : UP
Open a q session and connect to each of the processes to test the result, for example, taking both RDBs:
q)h:hopen 5011 /rdb 1, which subscribes to trade and quote
q)h"select from trade"
time sym size price exchange
----------------------------------------------------------
2020.04.23D20:40:25.866584000 BA.N 24 128.0466 LSE
2020.04.23D20:40:25.866584000 VOD.L 40 341.3296 CME
2020.04.23D20:40:26.866243000 VOD.L 40 341.319 LSE
2020.04.23D20:40:26.866243000 VOD.L 20 341.3377 TSE
2020.04.23D20:40:27.866827000 BA.N 12 128.0449 HKSE
..
q)h"select from quote"
time sym bid ask bidSize askSize exchange
-------------------------------------------------------------------------------
2020.04.23D20:40:24.966139000 GS.N 178.493 178.5151 3 21 NYSE
2020.04.23D20:40:24.966139000 VOD.L 341.2972 341.3133 45 0 LSE
2020.04.23D20:40:25.066842000 IBM.N 191.0963 191.1003 10 4 CME
2020.04.23D20:40:25.066842000 GS.N 178.4984 178.5128 12 12 TSE
2020.04.23D20:40:25.166716000 MSFT.O 45.14983 45.15049 3 1 TSE
..
q)hclose h
q)hopen 5013 / rdb 2, which subscribes to agg table
q)h"select from agg"
time sym maxTrade maxBid minAsk tradeVolume
---------------------------------------------------------------------------
2020.04.23D20:40:25.766505000 BA.N 128.0603 128.0549 127.8468 6292
2020.04.23D20:40:24.966139000 GS.N 178.538 178.5379 177.9855 5883
2020.04.23D20:40:25.066842000 IBM.N 191.1314 191.1258 190.7725 3046
2020.04.23D20:40:25.166716000 MSFT.O 45.16717 45.16484 45.09669 1944
2020.04.23D20:40:24.966139000 VOD.L 341.5426 341.5388 340.7407 10240
q)hclose h
E1 P9 (compressing the data and saving it to the HDB) does not run on my machine, as my q install doesn't seem to have zlib (The specified module could not be found.zlib is the error message I get), so I'm going to have to hope that it would work otherwise
To run E1 P7 and E1 P9 you'll have to load the script into the tickerplant session (port 5010), just loading the scripts asynchronously should suffice (tradeLog.q and eodHDB.q) , you should see the new trade log at journal/tradeIBMlog.
For E1 P5 (iv), the language isn't very clear, I've included an error log function that isn't used across the application, but could be used by the user (although that's not really useful).
For E1 P8:
It's probably best to stop the feedhandler process before testing this:
python start.py stop feedhandler
We do this so that we can see the result at the end of the table in RDB 1
The load can be performed with q csvLoad.q quote.csv
Also, despite the script being made to also use trade.csv, it will no longer work with it, as I modified trade.csv to work with the Python and Java scripts in exercise 3 (I removed the column names).
Exercise 2 is contained within the word document
Python script:
C:\Users\jmckevitt\Documents\kdb-tick-master>python csvLoad.py
:localhost:5010
IPC version: 3. Is connected: True
Check table in tickerplant
The Java script has already been compiled, so you can just call the class:
C:\Users\jmckevitt\Documents\kdb-tick-master>java csvLoad
Sent records to KDB server
2020.04.21D15:25:03.727042998
For the HTML script, I modified a script I found on code.kx.com to query the trade table in RDB 1 for a specific symbol (e.g. VOD.L), just enter a symbol in the text box and the press 'Go'.
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