real time data system on linux

Discussion in 'Data Sets and Feeds' started by quantparis, Aug 1, 2009.

  1. Hello

    I am moving from windows to linux;

    I would like to know if there are some real time data systems on linux?

    thanks a lot in advance

    pascal
     
  2. Occam

    Occam

    If you are looking for a wide data feed in the low-to-mid $1000's-ish pricing, NxCore is a nice system that runs great under Wine, which is a Windows API emulator.

    Other Windows data feeds also may run under Wine, or at the least VMWare.

    There are some higher-priced full feeds, such as Activ and QuantHouse, that run natively on Linux.
     
  3. 314

    314

    Chances are you can also find data providers who can give you real-time data via FIX. The QuickFix and QuickFix/J libraries can be used on Linux to interface with anyone providing FIX connectivity.
     
  4. Occam

    Occam

    314,

    I like QuickFix, but does anyone disseminate quotes via regular FIX (which is pretty inefficient for large volumes of data)? Or are you speaking of FAST FIX?

    I think Spryware will disseminate quotes via FAST FIX, but as far as I know that's the only one, and I think that's quite an expensive/high-end solution as my understanding is that they sell just software, and you need to buy the data, separately, from the source(s).
     
  5. If you are looking for something a little less expensive, I can report that DTN IQFeed runs on Linux using wine. I've only had it running for a few days, but it has been flawless during that time. OS is Ubuntu 9.04 64 bit. 32 bit IQFeed.
     
  6. thank you very much for all the information;
    I am going to see all the advice
    pascal
     
  7. 314

    314

    You're right--I don't know of anyone who disseminates quotes in bulk via FIX; I guess I must have not read quantparis's question very closely, or it was really late. :p
     
  8. Pretty easy ;) Not for stocks, but futures and forex.

    * Open account with someone allowing you access via Rithmic'c API
    * Use Rithmic's API - they also provide market data.

    RIthmic is developing on Linux so comes out there, first ;)