The Athelon Trading System (ATS) is in prototype form. It’s been placed on GitHub for those who need a reference for real-time data access using ActiveTick as a data provider. The intention of this system was to provide level II real-time data collection and analytic processing for securities trading. It was not meant to be placed directly on datacenter ECNs. Only two of seven modules were coded and tested in a debug capacity. Subsystems include the Data collection and analytics services. Development has currently stopped on this project. I hope that the code might be useful for anyone needing a real-time data acquisition example using the ActiveTick provider.
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The Athelon Trading System (ATS) is in prototype form. It’s been placed on GitHub for those who need a reference for real-time data access using ActiveTick as a data provider.
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