Tick Data example

This is a simple example of using C* as a tick data store for financial market data.

Running the demo

You will need a java runtime (preferably 7) along with maven 3 to run this demo. Start DSE 4.X or a cassandra 2.X instance on your local machine. This demo just runs as a standalone process on the localhost.

This demo uses quite a lot of memory so it is worth setting the MAVEN_OPTS to run maven with more memory

export MAVEN_OPTS=-Xmx512M

Queries

The queries that we want to be able to run is

1. Get all the tick data for a symbol in an exchange (in a time range)

   select * from tick_data where symbol ='NASDAQ-NFLX-2014-01-31';

   select * from tick_data where symbol ='NASDAQ-NFLX-2014-01-31' and date > '2014-01-01 14:45:00' and date < '2014-01-01 15:00:00';

to see what data is there.

Data

The data is generated from a tick generator which uses a csv file to create random values from AMEX, NYSE and NASDAQ. The data will be down to the millisecond level.

Throughput

To increase the throughput, add nodes to the cluster. Cassandra will scale linearly with the amount of nodes in the cluster.

Schema Setup

Note : This will drop the keyspace "datastax_tickdata_demo" and create a new one. All existing data will be lost.

The schema can be found in src/main/resources/cql/

To specify contact points use the contactPoints command line parameter e.g. '-DcontactPoints=192.168.25.100,192.168.25.101' The contact points can take mulitple points in the IP,IP,IP (no spaces).

To create the a single node cluster with replication factor of 1 for standard localhost setup, run the following

mvn clean compile exec:java -Dexec.mainClass="com.datastax.demo.SchemaSetup"

To run the insert

mvn clean compile exec:java -Dexec.mainClass="com.datastax.tickdata.Main"

The default is to use 5 threads but this can be changed by using the noOfThreads property.

An example of running this with 3 threads, 10,000,000 ticks and some custom contact points would be

mvn clean compile exec:java -Dexec.mainClass="com.datastax.tickdata.Main" -DcontactPoints=cassandra1 -DnoOfThreads=3 -DnoOfTicks=10000000

To remove the tables and the schema, run the following.

mvn clean compile exec:java -Dexec.mainClass="com.datastax.demo.SchemaTeardown"