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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TREE Data Server Ranking & Summary

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  • Rating:
  • License:
  • GPL
  • Price:
  • FREE
  • Publisher Name:
  • George Paul and Tom Lane
  • Publisher web site:

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TREE Data Server Description

TREE Data Server is a tool that captures real-time financial data from one or several datafeed services. 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 APIWhat'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 release.sh· 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/ib.map) Add next month contracts for some instruments.· Update: Comment out malloc debugging in scripts startup/ibparser.sh, startup/ibserver.sh, hold/updater, examples/dumpholdfile.sh, examples/dumptreefile.sh, examples/barsanity.sh, examples/loadholdfile.sh, examples/loadtreefile.sh. Default is to run $CMD in startup/ibparser.sh, startup/ibserver.sh and hold/updater.· Add: New item in doc/TODO of adding support for DOM data in the future.


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