Java CME DataMine FIX 5.0SP2 feel handler

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Bids
12
Avg Bid (GBP)
£22 / hr
Project Budget (GBP)
£18 - £36 / hr

Project Description:
Project Summary:

I have a large amount of historical financial market data in FIX5.0SP2 format, stored in ZIP files that I need displayed as an order book IE
a) Date Time & sequence number;
b) 10 layers of sellers (volume @ price);
c) Sales if any (volume @ price);
d) 10 layers of buyers (volume @ price).

Similar to: https://www.mirusfutures.com/sites/default/files/images/rtrader_order_book_full.png
Though without the graphics, just the 20 layers of raw data.

The technical format of the source data is well defined in a well written technical spec document (SDKFFCore.pdf - attached).
Technical assistance is available from the financial exchange themselves and a sample of source data can be sent via email (50 Mb).


Technical delivery:

Language: Java
OS: EC2 Linux & Mac OS X (EC2 images can be made available for testing / Dev).
Code will be incorporated into other products, so a technical manual / description of code operation is a must
Source code must be supplied & must compile on EC2 images.


Commercials:

Must be willing to enter a UK agreement on intellectual property & confidentiality (by Email).

Significant opportunity for future work.

Hours of work: Unspecified Project Duration: 1 - 4 weeks Skills required:
Financial Markets, Java, Linux, Mac OS, Software Architecture
About the employer:
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