Here at AquaQ we’ve been coming up with ways to keep everyone engaged over lockdown, and what better way to do so than through the power of food! The first week was Italian week, so we sent out some ‘Dough it Yourself’ kits provided by Love Pizza Belfast, and challenged our team to make their best pizza. Our second week …
TorQ Segmented Tickerplant
Our most recent project here at AquaQ Analytics has been an extension of the TorQ production framework. In particular, a new segmented tickerplant process (STP) has been incorporated into TorQ which will provide greater flexibility to the user whilst also preserving the functionality of the original tickerplant process. This blog post will revisit the role of the tickerplant in TorQ, show the new features that a segmented tickerplant provides and highlight the advantages …
New York to Hong Kong Challenge…COMPLETED!
WE DID IT!! Our challenge to cover the 8061 miles between New York and Hong Kong was a tough one…but we achieved it in style! It was quite satisfying to total up the numbers and see that we actually walked, ran and cycled 9001.93 miles as a company. But who’s counting…? Our legs are sore, our feet are weary, and …
Halloween 2020!
We weren’t going to let a global pandemic stop us from dressing up for Halloween. We had everything from Spiderman, a horse, a phishing email, Crewmates (or Imposters?), Hermione Grainger…and a couple of clowns dressed as clowns! It certainly brightened our Stand Up on Friday 30th October. Thanks to everyone who took part, and well done to the lucky folks …
Comparing columnar data formats: Arrow, Vaex and kdb+
Here at AquaQ we have years of experience using kdb+ in the financial sector, helping our clients capture, analyse and derive value from their data. We always take a keen interest in technologies that will help us solve new problems, or provide better solutions for existing problems. To this end Apache Arrow is very interesting. Arrow describes itself as a …
New York to Hong Kong Challenge!
I can only speak for myself, but it’s really difficult to stay in a routine for exercise when we are going in and out of lockdowns, and working remotely means the fridge is just a few steps away…! With this in mind, AquaQ are taking on our biggest challenge yet. From Monday 12th October 2020 to Monday 26th October 2020, …
TorQ Installation Script
Background Historically, TorQ and its corresponding packages have had a method of installation that meant unzipping the packages and copying them on top of each other. That was an easy method, and is still fine for test or trial applications. For production applications we have tended to separate TorQ, the application that sits on top of it and the data …
TorQ TAQ – a NYSE TAQ Loader
The TorQ-TAQ Loader architecture is an extension to TorQ, which efficiently downloads TAQ files directly from the NYSE website. This blog explains the following: What is NYSE TAQ? The types of files which TorQ-TAQ supports A brief overview of each file type Goals which we hope to achieve with TorQ-TAQ TorQ-TAQ Architecture description TorQ-TAQ message flow Support and Custom Configuration …
Decoding PCAP Files using kdb+
As part of a client investigation into system latency issues, AquaQ Analytics has been exploring and working on incorporating packet sniffing into kdb+ to better identify problems over a network. This blog is a case study that looks at two FIX engines interacting and how PCAP files can be used to identify possible problems. The parser deconstructs PCAP files, which …
The Corona Diaries – Sequel
Week no. “Who Is Still Counting (Stars)”:Days and weeks are starting to blend together. Are we running out of ideas to keep everyone busy? Ha, you wish! Mental Health Awareness Week seems to have given us new inspiration. Here are some of the winning contributions for our Mental Health-“Take a Walk – Take a Picture” challenge: Week no. “Let It …