Pegasus TorQ Tick Tools

Stefan Hales data capture, TorQ Leave a Comment

Following our partnership with Pegasus, we have built TorQ adaptor which will provide TorQ’s segmented tickerplant with out-of-the-box access to leading data platforms and direct data solutions such as TP ICAP’s SURFIX data feed. Some of the key benefits Pegasus’ MarketsIO Tick Tools package provides are:

  • Data burst protection against tick loss.
  • Control over the distribution of streaming analytics.
  • Ability to consume and publish data dynamically.
  • Access to multi-platform support from one adaptor.
  • Binary data transfer reduces bandwidth requirements and parsing overhead.
  • Precisely defined decimal fields so there are no ambiguity or accuracy issues with price fields.

MarketsIO Tick Tools, which is the foundation of this code base, can easily and dynamically split up data feeds, so by integrating it with the TorQ Segmented TP, the system becomes easily scalable and more robust in the event of slow subscribers or TP failures. Below is a simple architecture diagram showing how the components of MarketsIO Tick Tools and TorQ combine.

TorQ Tick Tools architecture

Installation and usage of this adaptor can be found on the GitHub repo – an instruction video covering this is available here. The integration with Pegasus can be used as a standalone application available via a shared object. This setup provides several additional features, such as standardised monitoring, support documentation, and scalable persistence, as well as the use of the TorQ support Forums. Further updates will be available that are targeted to deal with messages coming directly from ICAP and other data sources.

Conclusion

Pegasus TorQ Tick Tools provides powerful out-of-the-box integration between TorQ and the Pegasus feed service. Analytics, both real time and historical, can be performed on the data as the user requires. Further blogs will discuss how to implement real-time streaming analytics such as transaction cost analysis and other complex calculations. For further information contact info@aquaq.co.uk.

Stefan HalesPegasus TorQ Tick Tools

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