Historical Tick Store
TraderX's own live ticks and a normalized NYSE TAQ quotes sample, captured into one partitioned Parquet schema queryable through DuckDB.
- Inherits architectural baseline from:
YU06-eod-price-production - Generated from:
system/architecture.model.json - Canonical flows:
../001-baseline-uncontainerized-parity/system/end-to-end-flows.md
Architecture Diagram
Node Catalog
| Node | Kind | Label | Notes |
|---|---|---|---|
price_publisher | service | Price Publisher | Existing last-price feed (pricing.*) that tick-store captures from, unchanged. |
trade_processor | service | Trade Processor | Existing trade-fill broadcaster (/accounts/*/trades) that tick-store captures from, unchanged. |
nats | service | NATS | Existing broker; tick-store adds a subscriber, publishes nothing. |
tick_store_capture | service | tick-store: capture.py | Long-running subscriber on pricing.* and /accounts/*/trades; batched writes to partitioned Parquet. |
taq_source | actor | TAQ CSV (zip) | NYSE Daily TAQ Consolidated Quotes CSV, streamed via unzip -p, never extracted to disk. |
tick_store_ingest | service | tick-store: ingest_taq_quotes.py | One-shot CLI normalizing a TAQ CQ CSV (via stdin) into the same partitioned schema. |
parquet_store | service | Parquet Store (PVC) | source=<live |
duckdb_query | actor | DuckDB Query Layer | Symbol/date-range queries and aggregations over the unified store, no server. |