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 … Continued
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. … Continued
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 … Continued
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 … Continued
