In the back-end data feed processing area Stachanov has developed the following products:
- Telekurs FimsXpress market data feed splitter
Telekurs FimsXpress is a single connexion feed server. The client API is only available for Sun Solaris. Only one client can connect to the server and the client must run on an expensive Sun 280 machine in order to get a satisfactory performance. Upon request of our client, we developed an application called MUX. The MUX allows connexion of 8 clients. At the same time we rewrote the client API on a Linux machine. This new client API saves the client 75% of the hardware costs.
- Telekurs FimsXpress market data feed processor
The data feed processor receives market data through the data feed splitter, it registers instruments in the database, and it provides streaming and snapshot services to other software components in our client’s platform. It is a high performance and reliable application that is running 24/7 and is able to deal with high peak loading. The application output module is intentionally designed to be adapted to various output protocols such as the latest FIX protocol or our client’s proprietary protocol.
- Euronext MMTP market data feed processor
Architecture-wise the Euronext MMTP is similar to the Telekurs data feed processor. The difference is the feed and data parsing.
- Instrument cross matching between various data feed
Instrument cross-matching is always a big headache once the client starts to deal with multiple data vendors. We have developed a matching engine for our client that can map a Valoren code/Bourse Code pair to a Comstock Symbol/Market Code.
- Market data snapshot file generator
Banks and various FIs require snapshot prices at specific moments during the day. Every end user has different data requirements. In order to deal with this type of request, we have developed a Web based application for our client that allows the client to configure user requirements using the Internet Browser.
- Comstock integration via Markit
Upon request from Euronext we have integrated the Markit Comsotck feed for several products:
- Market Summaries
- The Cote Official for Paris
Euronext Teletekst feeder and EOD snapshot generator
Upon request of Euronext we developed an application that feeds Euronext Teletekst and EOD snapshot services to Dutch national television at http://teletekst.nos.nl/
This service has been running since 2003, and Stachanov has been responsible for the chain partners since 2010. The market data has been from Markit until July 2012 when we switched to NYSE Euronext SuperFeed market data.
Market Summaries for Euronext (MS)
Stachanov has been producing the Market Summaries for NYSE Euronext since 2011, based upon the Comstock market data from Markit.
Stachanov controls the entire process from source to the Web page below.
Cote Official for Euronext (CO)
Stachanov has produced the Cote Officielle for Paris since 2011, in a fully automated and monitored process.
- JCF consensus data feed processor
JCF Group is a consensus/recommendation data provider. It provides consensus data through an FTP server to its customers. We have developed a data processor that receives data from a JCF FTP server, processes the data, and stores this data in our client’s database.
- Comstock Calendar feed processor
The Comstock Calendar feed is an FTP based data feed in XML format. The feed provides various kinds of events. We have developed a data processor that receives data from an FTP server, parses the data, transforms the data, and stores this data in our client’s database.
- Financial Times Interactive Dividend feed processor
FTI dividend feed is an FTP based data feed. It provides history, current and forecasted dividend information of a large number of companies. We have developed a data processor that receives data from an FTP server, parses the data, transforms the data, and stores this date in our client’s database.
- Drawing up specifications for NASDAQ UTP feeds processor
The NASDAQP UTP (Unlisted Trading Privilege) feed is a market data feed, based on the multicast protocol.
- Euronext EMDS feed processor
Euronext 2005/6 generation of market data distribution was called EMDS. Our MMTP protocol based client Markit Group wished to upgrade to EMDS.
- SuperFeed Integration
In the first half of 2012 Stachanov has integrated SuperFeed from NYSE Euronext. The request for this project came because Euronext wanted us to switch the source for Teletekst: it had been Comstock via Markit, but of course proprietary data was the preferred source.
We in fact were the first to integrate SuperFeed via VPN, so we had to figure out a lot of things ourselves. Within time and budget we delivered the end product and it has successfully sourced Teletekst in the 2nd half of 2012.
Superfeed is used to supply the information to Teletekst. This is done through a piece of software called the Capture Engine which integrated the SuperFeed API and stores the appropriate information in a database. In order to start receiving information from Superfeed the Capture Engine must first subscribe to a financial symbol.
There are two types of subscriptions stock and derivative, both type of subscriptions are stored in the database table Subscriptions which indicates which symbols need to be subscribed when the Capture Engine connects to SuperFeed. These subscriptions are obtained on a daily basis by running an initialization script in Python.
All data received by the Capture Engine from SuperFeed is obtained through a VPN connection. The VPN connexion is run on a separate Windows 7 machine which is hosted under a Kernel-based Virtual Machine (KVM). Other machines which are part of this project and the KVM are the SUSE Machine which runs the Capture Engine, the Ubuntu machine which runs the XML generation and the MYSQL database and the SUSE development machine which allows work on the Capture Engine while production is running.
The Capture Engine’s database is read by a piece of software called the XML Generator which makes use of the custom views CurrentView, FutureView and OptionsView to output XML files which are transferred to the NOS. These files include all the necessary values which should display on Teletekst.
The Teletekst pages themselves are defined in a management application called the Teletekst Definer which allows the creation of new Teletekst pages and has the ability to style and manually fill in the data on Teletekst. Additionally the Teletekst Definer was used as a tool to test the XML.
- Middleware Agnostic Messaging API (MAMA)
- Middleware Agnostic Market Data API (MAMDA)
- Linux Servers (Ubuntu / Redhat / Suse)
- Windows 7
- VPN NCP-E
- Kernel Based Virtual Machine (KVM)
- Extensible Mark-up Language (XML)
- Secure Copy (SCP) & File Transfer Protocol (FTP)
Officiële Prijscourant for Euronext (OPC)
At the end of 2012 NYSE Euronext asked us to produce a low cost alternative to the current Officiële Prijscourant. The first phase of the solution will be powered by the Euronext proprietary TAQ product. The second phase may entail we leverage the SuperFeed powered Capture Engine. This is under discussion for 2013.
NOS Teletekst for Euronext
When developing the SuperFeed component suite to power Teletekst for Euronext, we wanted to show at the earliest possible stage to our clients from NOS and Euronext, the progress we were making. To that end we developed the tool below, based on our implementation of the open source i-Reports Business Intelligence-suite from Jaspersoft.
The tool would be ideally suitable to power Market Summaries for Euronext or any other snapshot service for its customers. Data can be delivered in all formats at any time and to any location. Stachanov can scale up quickly so as to serve multiple customers.