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Market Data - Awesome stuff we need to do to make things better and…
Market Data - Awesome stuff we need to do to make things better and Innovate
Existing RoadMap to : April
VS 2015 migration
Latency Measurement suite 2/4
LDC Migration 50%
Consolidated MB Quote Headend -
L1 done
Mitigated Pending
Ticker plant II
Chicago
first needs to go live
Virtual Price DB with Millseconds
Nice to have
accuracy
prices - saved to the minutes - currently
busines s value - Tradedesk, Reg NMS
FEPS
CQS/CTS - binary
deadline - March/ Moving
Driver for Options Parsing
onHold
Reduce Tech Debt
Structured Exception Handling
some tech debt item
would be safer w/ newer developers
Message Processor Synchronization
#
or Design ReWrite
Move Indicies out of DB
duplicates
Integrate - symbols_all/ wizefeed
consolidate symbols fundamentals data
And existing - other data mbt has.. into single Fundamental DB
RIO
DONE IN transmitter
would need in line manager
LM2 Optimization
Massive
dig in and learm
Save time - Deploys/ Maintance
Auto push button deploy
QA - automated testing
GIT -more incorporation, move to git
regimeted branching (really detours)
could be useful - big projects/feature.. but bug comes in. BAM.. pull master can fix/test bug easily
Almost everything in GIT
some FEPS in Git but not used for build/release yet
Monitoring Tools
remote Management tools
For Future - Ally Security restrictions
determine what we need
MBT QA headend - existing
only on box
New Features
Last trade data
done
PUT Call Ratios
do It Right
right thing to do
2-3 weeks to complete (80-90%)
$putCall, $putCallW
can add on later - per symbol if we want
$putCall_apple
Options Fundamentals
APEX
full details .xml File
Occassionaly -bugs
#
parser could have to be rewritten - or totally change
MAJOR prolems if happens
could cause entire option chain not to display
More Reliable Fundamental Data
IPO data getting earlier
easiest thing supplement existing stuff
add bid ask data to Hist DB
hardware issue
cant' write fast enought
schemes to cache resullts
open project - on hold
remaining to do:
check hardware - new hardware
pull out test existing code
Evaluate business need
orig - from Trade desk
their solution - Keeping Reuters around ?
Greeks - Real time
interest from Beast
scalability in Pheonix
important for Ally Invest
Autocorrections
bar corrections later in the day
Streaming workflow seq, in fixing prior bar
additional things to do after , reprocessing
WebSockets
History Server - mbtHist
reWrite - to run in 64bit
History Databases
can be corrupted
Impact if it happens - MAJOR
Symbol at a time, corrupted data
sometimes stop Aging then hard drive fills up
bug that happens - unknown frequency
ReWriting - new design
noSQL databases
couch DB
SessionToken for MB Quote
security