TSE-FLEX-Converter converts Tokyo Stock Exchnage FLEX Historical message data to kdb+ or csv file.
See Tokyo Stock Exchnage page...
- English - http://www.jpx.co.jp/english/markets/paid-info-equities/historical/01.html
- Japanese - http://www.jpx.co.jp/markets/paid-info-equities/historical/01.html
This is for arrowhead 1. In order to change for arrowhead 2...
- Chanage timestamp field length
- Add StatusUpdate event
Since FullEquities file is one line big file, split lines using bash shell at first.
Prepare FullEquities_yyyymmdd.zip files in from dir.
edit_flex.sh [from dir] [to dir]
Separeted line files are created in to dir.
Start kdb port with func_flex.q file.
Set histporical path to "dbdir: xxxx" in func_flex.q.
q func_flex.q -p 5001
Build jar with maven. pom.xml create all in one jar package. Use TSE-FLEX-Converter-xxx-jar-with-dependencies.jar for execute.
$ mvn package
...
$ ls -l target
---------- 1 Naoki mkpasswd 4731449 Sep 19 19:03 TSE-FLEX-Converter-0.9.0-SNAPSHOT-jar-with-dependencies.jar
---------- 1 Naoki mkpasswd 94189 Sep 19 19:03 TSE-FLEX-Converter-0.9.0-SNAPSHOT.jar
...
"config.properties" is configuration file.
Change each parameters to fit your needs.
For csv output mode, change "output.dao.class" to CsvDao.
Start application with -file or -dir option.
$ java -cp "TSE-FLEX-Converter-xxx.jar;config.properties" ny2.flex.app.Launch -h
19:17:55.849 [main] INFO ny2.flex.app.Launch - START Application.
Usage:
Launch -f file
Launch -d dir
Launch -h
Options:
-d (--dir) VAL : directory path for loading all files
-f (--file) VAL : file path
-h (--help) : show usage message and exit