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How Index Management Evolved: Mental Math to Integrated Data Streams

An index is like a combination between a bill of health and a bellwether for the market, it needs to operate efficiently, so that investors feel confident they are making the right moves. Perhaps the most well known index is the S&P 500, which is widely regarded by the financial world as the most precise representation of the stock market…

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dxFeed API Tutorial. Part 2: Quotes and Trades

This tutorial explains Quote, Trade, and TimeAndSale events. QUOTES A quote in dxFeed represents snapshot of the best (top of book) bid and ask prices, and other fields that change with each quote. It is encapsulated in dxFeed API Quote object. Two most important properties of the quote are bid and ask prices that can be retrieved with the corresponding getBidPrice … More

dxFeed API Tutorial. Part 1: Basics

This tutorial covers the basics of dxFeed Java API: how to create a connection to a data source, how to create a subscription to market data events and how to receive them. PREREQUISITES dxFeed API works under Java SE 1.5 or later version. The latest version of Java SE is recommended for the best performance. … More

QDS transport and networking

In the previous blog entry titled “Introduction into QDS architecture” I gave a short overview of the overall QDS design. Today I’ll explain the basics of QDS transport and networking architecture. QDS transport layer uses quite non-standard design. In a typical enterprise application that is built in layers, the presentation layer is built on top … More

Introduction into QDS architecture

dxFeed Market Data services are built on top of QDS core — the open source, high-performance messaging solution that was designed from the ground up to deliver millions of quotes on hundreds of thousands financial instruments to virtually unlimited number of destinations in a scalable way, while supporting fully individual subscription for each recipient. The … More