Which monitoring system do you use?

Q

quatron

I need a monitoring system for my algo. There are a lot of data to monitor like the the number of orders in the market, current margin, net liquidation value, and heaps of internal indicators of how the algo is performing. I'd like the monitoring system to store the data as time series and draw charts. I currently use Munin for some system monitoring but it's not good for realtime data monitoring because it's very slow.
My algo is written in Java so it'd be nice if the system had some integration with it.
I'm looking at collectd+jcollectd now, can you recommend something else?

How do you guys gather and analyze the data?

Regards
Q
 
you mean an OMS? you could write one yourself but softwaer like TT or tws provides all that for you.

how did you write an algo?
 
Quote from rosy2:

you mean an OMS? you could write one yourself but softwaer like TT or tws provides all that for you.

how did you write an algo?
More...

Not sure what you mean by OMS. If its about order management then it's not what I'm looking for. I need to analyse my algo activity in the past and be able to see immediately what it's doing now. It's like OSS (operations support system) I'd say.
I use IB API. My algo is about options trading and although we have OptionsTrader in TWS its functionality is very limited for serious use. So I can't rely on it, I need my own data.
 
Quote from quatron:

I need a monitoring system for my algo. There are a lot of data to monitor like the the number of orders in the market, current margin, net liquidation value, and heaps of internal indicators of how the algo is performing. I'd like the monitoring system to store the data as time series and draw charts. I currently use Munin for some system monitoring but it's not good for realtime data monitoring because it's very slow.
My algo is written in Java so it'd be nice if the system had some integration with it.
I'm looking at collectd+jcollectd now, can you recommend something else?

How do you guys gather and analyze the data?

Regards
Q
More...

I use 'screen' and 'tail -f', and just have 2-3 monitors dumping info into terminal windows. I've been meaning to write a real monitoring system, but I haven't been able to find the time to write something that looks beautiful and meaningful. For analysis, I just use python scripts on the output files, usually EOD.

Let me know what you settle on; I'd be curious to hear your thought process on your final decision.
 
Quote from quatron:

I need a monitoring system for my algo. There are a lot of data to monitor like the the number of orders in the market, current margin, net liquidation value, and heaps of internal indicators of how the algo is performing. I'd like the monitoring system to store the data as time series and draw charts. I currently use Munin for some system monitoring but it's not good for realtime data monitoring because it's very slow.
My algo is written in Java so it'd be nice if the system had some integration with it.
I'm looking at collectd+jcollectd now, can you recommend something else?

How do you guys gather and analyze the data?

Regards
Q
More...

Would something like this work for your use case?

Http://developer.com/java/data/article.php/3087741
 
This is something I have been spending a lot of time on myself. Until recently, I have been back-testing using the R statistical package, and minute data saved as flat files. However, the data manipulation, updating, and maintenance has become a nightmare. In the last 2 months, I decided to bite the bullet and install mysql on my machine, and I created tables for historical minutedata, daydata, as well as performance and account data from my trading. In addition, for monitoring remotely, I have set up a webserver on my machine and just started to put together a portal using google web toolkit + python + matplotlib. So far, the server lets me chart the P&L and the instruments I am trading real time. It takes the PL and prices from my log file. In addition, I created a daily historical chart page within my portal that grabs historical data from my sql database and annotates candle charts with my entry and exits as well as other information. So I have been spending a lot of time building these monitors, when I really would like to spend most of my time optimizing my trading algorithm. But then again, all of these pieces are absolutely necessary for me to get a consistent trading system going, so I hope it will prove to be a good time investment.
 
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