Hello,
While I have some past experience with Market Data Platforms and their API's, I left that world 9 years ago, so I would appreciate any guidance with the new realities under LSEG leadership.
TL;DR
Is there any way to get access to real infrastructure like ADH/ADS for development purposes? Or is there a developer license (read massive discount) that would allow running such products for supporting 3rd party development efforts?
The Details
I am retired and in my free time I would like to develop tools that would have liked to have had in my Engineering roles when I was working in the financial industry. All open-source, free software of course.
The 1st suite I have in mind deals with forensics and capacity planing: collect stats (as granularly as possible), store them in time series database like Prometheus or VictoriaMetrics and query and display them using visualization tools like Grafana or programmatically via REST(-ish) API's.
I have completed the 1st member; it handles generic Linux stats and it is available in GitHub: LSVMI - An utility for importing granular Linux stats, such as those provided by procfs into VictoriaMetrics.
The 2nd member I have in mind deals with ADH/ADS stats that are customarily available via the ..mon commands (adhmon/adsmon, etc)
Whether the stats are pulled via RMC or through the newfangled REST API, they still need an infrastructure to run against. Hence the question: how can one get access to such, for non-commercial, non-profit purposes?
The 3rd member deals with latency through the platform: heartbeat generators publish into ADHs or POST to ADSs and recorders push the delta time(RX) - time(TX) into the time series database. That would allow nice visuals like heat maps that can travel back in time and which can be used to identify congestions along certain data path (e.g. ADH2 → ADH5). Again, a test infrastructure would be needed.
Short of having to get a contract with an existent LSEG customer that has the infrastructure on-site, is there any other way? I want to code for fun, not for money and/or OKRs no more.
TIA,
Emy