TREE Data Server

TREE Data Server is a tool that captures real-time financial data from one or several datafeed services.

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GPL (GNU General Public License) 
1.5/5 16
George Paul and Tom Lane
ROOT \ Office \ Finance
TREE Data Server is a tool that captures real-time financial data from one or several datafeed services, archives data in a historical database, and makes both live and archived data available to client applications.

The system can be used in real-time charting, an ATS, tick feed simulator, etc. or any situation in which multiple clients need real-time access to the tick stream or archived tick data. In addition, the archived tick stream and tick data are available for offline data analysis and backtesting.

In the current distribution a subset of the TREE Data Server collection of applications(C/C++) has been updated to support the following platforms and datafeed:

· Platforms(32-bit):

· Linux x86 (Ubuntu 7.10)
· MacOSX PPC (10.4.11)
· Windows XPSP2 x86 (MINGW port see tree/doc/ib.notes)

· Datafeed: Real-time tick(snapshot) data from Interactive Brokers TWS API

What's New in This Release:

· Update: Update version number in src/tools/treedata.h i.e. VERS_SUBRELEASE=2 to Beta status. Clarify possible values for VERS_SUBRELEASE in src/tools/treedata.h and src/tools/verutils.h.
· Fixed: Handle MinMove calculations resulting in values > 32bits in src/tools/barbuilder.c.
· Fixed: Only deal with positive trade sizes in src/tools/barbuilder.c.
· Fixed: Correct Name value in data/exchs/ECBOT
· Fixed: Correct Name value in data/exchs/NYMEX
· Fixed: dist-clean target for 'release local src' in
· Fixed: Better handling of capturing TREE directory in dos batch scripts startup/ibparser.bat, hold/updater.bat, examples/dumpholdfile.bat and examples/dumptreefile.bat
· Update: Default is not to handle previous trades using UseSizePrice or UseVolumePrice parameters
· Update: (doc/ib-notes) update comments about handling previous trades and reported volumes.
· Update: (hold/ Add next month contracts for some instruments.
· Update: Comment out malloc debugging in scripts startup/, startup/, hold/updater, examples/, examples/, examples/, examples/, examples/ Default is to run $CMD in startup/, startup/ and hold/updater.
· Add: New item in doc/TODO of adding support for DOM data in the future.

Last updated on May 6th, 2008

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