The real issue with getting a production analytics system is where the data is coming from. We have available commercial modules for Bloomberg, Activ Financial and Thomson Reuters as part of a holistic package for commercial customers and partners. One reason why these modules are commercial rather than open source components is because our 3rd part developer licenses for these services specifically prevent us from releasing code open source code that uses their proprietary APIs.
Additionally, all these modules require some kind of subscription to the relevant underlying data provider.
The pure open source release ‘OG-Examples’ package attempts to give users an idea of how the system operates when receiving real data by ‘simulating’ real-time data with random price movements on a fixed set of securities.
So does that mean you can’t use the system without a commercial contract? No. You are free to use these examples as a template to interface with your own data provider (the interfaces are quite straightforward) or to talk to us about using one of the commercial packages. But without knowing where your data is coming from it’s difficult to provide an out-of-the-box open source solution.
One thing that will help people such as academics and casual users with access to more disperate source of data (Excel files and so on), will be our forthcoming R integration. This lets you push data from any data sources you want into our engine and see results flowing out. We’re in the testing phase with the R integration now and it will be released in the next month or so as a full open source component.
I hope that helps.