Apache ActiveMQ is a fast open source JMS 1.1 Message Fabric which supports clustering, peer networks, discovery, TCP, SSL, multicast, persistence, XA and integrates seamlessly into J2EE 1.4 containers, light weight containers and any Java Virtual Machine together with having a host of Cross Language Clients. ActiveMQ is released under the Apache 2.0 License 

I have been playing on and off with Apache’s ActiveMQ open source message queue project. It was really easy to get the server configured and running. I am impressed by the cross language access – as a ‘real’ message queue  product should/ would support. So far – the java connections were easy as pie. I have been able to download and build the C#/ .net client implementation of their ‘open wire’ format. My 1st crack at getting the unit tests running were unsuccesful so far, but I believe this is because I am running the server instance on a linux machine and the C# stuff is running on a windows box. I have been unsuccesful in reconfiguring their test suite it would seem… so far We shall see how this progresses -  another hour or so and I bet it will work nicely. Hopefully I will be able to get a server instance up and running, send messages to and from using C++, C# and Java. Then I will have met my goal with this project.

You can see examples of connecting with C++ here

C# here

Java here

Theoretically in Ruby via Stomp , Python via stomp

I say that is not too bad – providing it works nicely

-Chris

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In the past – it has been very difficult to get good tick data for a breadth of products over long periods of time…. If tick data was hard – depth of market (level 2) data was IMPOSSIBLE!
Lo and behold..

Reuters launches tick history service

“Reuters DataScope Tick History covers global, intra-day time and sales, time and quotes, and market depth across asset classes, covering OTC and exchange-traded instruments. “

In the past – I had to build tools to record tick, level 2/ depth of market data. Then I could play it back and do trading system simulation./ optimization. There were some places to buy tick data from – but we COULD NOT EVEN BUY depth-of-market data.

I wish this was around a few years back! I am certain that some of my prior prop trader clients will jump at this service with all 4 paws, claws extended !

-Chris

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