BY USING THIS SOFTWARE, YOU EXPRESSLY ACCEPT AND AGREE TO THE TERMS OF THE AGREEMENT CONTAINED IN THIS GITHUB REPOSITORY. See the file EULA.md for details.
An Example Application for Processing Stock Market Trade Data on the MapR Converged Data Platform
This project provides a processing engine for ingesting real time streams of trades, bids and asks into MapR Streams at a high rate. The application consists of the following components:
- A Producer microservice that streams trades, bids and asks using the NYSE TAQ format. The data source is the Daily Trades dataset described here. The schema for our data is detailed in Table 6, "Daily Trades File Data Fields", on page 26 of Daily TAQ Client Specification (from December 1st, 2013).
- A multi-threaded Consumer microservice that indexes the trades by receiver and sender.
- Example Spark code for querying the indexed streams at interactive speeds, enabling Spark SQL