History

Activequant

Getting Started Somehow

  1. Create a folder on your disc
  2. in that folder, create folder aqt-examples and go into that one
  3. check out aqt-examples trunk from subversion: svn co svn://activequant.org/opt/repositories/sandbox/activequant-examples/trunk
  4. Browse the example sources ...
  5. Build them with maven2.

Handy SQL queries for hibernate DAO


mysql> SELECT B.symbol, B.exchange, B.vendor, A.*, (askPrice-bidPrice) spread, 
       from_unixtime(timeStamp/1000000000) humanTime FROM Quote A, InstrumentSpecification B  
       where A.instrumentSpecification=B.id and B.symbol like "%ESM9" limit 10;

+-------------------+----------+--------+------+---------------------+-------------------------+----------+-------------+----------+-------------+--------+---------------------+
| symbol            | exchange | vendor | id   | timeStamp           | instrumentSpecification | bidPrice | bidQuantity | askPrice | askQuantity | spread | humanTime           |
+-------------------+----------+--------+------+---------------------+-------------------------+----------+-------------+----------+-------------+--------+---------------------+
| CME_20090600_ESM9 | CME_Eq   | CTS    | 4187 | 1239227972000000009 |                       9 |    82475 |          59 |    82475 |          30 |      0 | 2009-04-08 17:59:32 | 
| CME_20090600_ESM9 | CME_Eq   | CTS    | 4198 | 1239228002004000015 |                       9 |    82475 |          26 |    82500 |          37 |     25 | 2009-04-08 18:00:02 | 
| CME_20090600_ESM9 | CME_Eq   | CTS    | 4208 | 1239228112003000003 |                       9 |    82475 |          12 |    82550 |          16 |     75 | 2009-04-08 18:01:52 | 
| CME_20090600_ESM9 | CME_Eq   | CTS    | 4210 | 1239228114005000009 |                       9 |    82500 |           2 |    82525 |           2 |     25 | 2009-04-08 18:01:54 | 
| CME_20090600_ESM9 | CME_Eq   | CTS    | 4213 | 1239228133002000001 |                       9 |    82475 |          45 |    82500 |          10 |     25 | 2009-04-08 18:02:13 | 
| CME_20090600_ESM9 | CME_Eq   | CTS    | 4215 | 1239228142005000007 |                       9 |    82500 |           3 |    82525 |          20 |     25 | 2009-04-08 18:02:22 | 
| CME_20090600_ESM9 | CME_Eq   | CTS    | 4217 | 1239228171007000003 |                       9 |    82475 |          28 |    82500 |           4 |     25 | 2009-04-08 18:02:51 | 
| CME_20090600_ESM9 | CME_Eq   | CTS    | 4218 | 1239228181002000001 |                       9 |    82450 |          75 |    82475 |           6 |     25 | 2009-04-08 18:03:01 | 
| CME_20090600_ESM9 | CME_Eq   | CTS    | 4221 | 1239228185007000003 |                       9 |    82475 |           5 |    82500 |          13 |     25 | 2009-04-08 18:03:05 | 
| CME_20090600_ESM9 | CME_Eq   | CTS    | 4223 | 1239228254007000002 |                       9 |    82450 |          59 |    82475 |           2 |     25 | 2009-04-08 18:04:14 | 
+-------------------+----------+--------+------+---------------------+-------------------------+----------+-------------+----------+-------------+--------+---------------------+
10 rows in set (0.01 sec)

mysql>

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