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Service: Multi Feed

Robin Drew edited this page May 5, 2018 · 1 revision

The Multi Feed service is intended as a lightweight subscriber to all the instruments you are interested in from a variety of providers. You configure the various Indices, Currencies, Commodities and Shares you want to trade (or are intending to trade in the near future) and the service does the rest.

This feed provides access to the following providers:

  • IG Index
  • FXCM
  • OANDA

You will need an account with each to actually access their streaming prices, otherwise just disable them in the configuration file.

As well as being able to view live price ticks in the web user interface, it is also advised to use this as a proxy of streaming prices for your trading application. There is a high likelihood you will be regularly deploying and restarting your trading strategies etc. By having the prices handled by this service, which can be left on permanently, you can avoid losing any persisted price ticks due to service restarts.

  • Persistence. The service saves every price tick to files (one file per instrument). UTC timestamped, a new file is created every day.
  • Efficiency. The price ticks are consumed as they come in, to minimise any overhead in the underlying communication with the IG Index servers. File writing is done asynchronously in batches.
  • Separation. This service is dedicated to price ticks so that any other functionality you write is separate. It is likely you will want to frequently stop and restart any strategy you are developing, however this service can run continuously in the background, so you do not lose any price ticks.

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