This is a simple example of using C* as a tick data store for financial market data. It uses 2 methods for storing the data. It is helpful to see the differences between holding data as columns and as blobs. For this demo
If you always want to retrieve an entire row - with very little scanning the blob method is better.
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=-Xmx1024M
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.
To increase the throughput, add nodes to the cluster. Cassandra will scale linearly with the amount of nodes in the cluster.
Note : This will drop the keyspace "datastax_tickdata_binary_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 for binary run the following
mvn clean compile exec:java -Dexec.mainClass="com.datastax.tickdata.Main" (-DcontactPoints=<node0>)
To run the insert for clusterd tick data run the following
mvn clean compile exec:java -Dexec.mainClass="com.datastax.tickdata.Main" -Dtype=tick (-DcontactPoints=<node0>)
The default no of days of data is 20 but this can be changed by the adding the following -DnoOfDays=
To read a ticker
mvn clean compile exec:java -Dexec.mainClass="com.datastax.tickdata.Read" (-Dsymbol=NASDAQ-AAPL-2015-09-16)
To remove the tables and the schema, run the following.
mvn clean compile exec:java -Dexec.mainClass="com.datastax.demo.SchemaTeardown"