Millistream Database Application (MDA) version 0.9.50 released

The Millistream MDA project team is pleased to announce the release of version 0.9.50 of our open source application for updating SQL servers with data from the Millistream Data Feed.

  • If transactions are used then the number of queue items are now decreased first after COMMIT have been processed by the SQL server to guarantee that all items are updated in the SQL-server when the queue reads zero.
  • The numbers displayed by “mda –status” (or the Performance Monitor on Windows) are now updated in realtime and not just every 2 seconds as it was before.
  • Allow the end user to set the name used for the memory mapped file used to store the “mda –status” numbers so that if you run more than one instance of MDA on the same logical server then you no longer have to see the various MDA instances overwrite the numbers.
  • Added support for the MBO messages (Market By Order).
  • Added support for the QuoteBBO message (not sent yet in the feed).
  • Added support for the Greeks message.
  • Log if MDA detects a number of stale instruments that are above the configured safety limit.
  • Allow the user to set the safety limit for stale instruments (default 10k).
  • Fixed a problem where COMMIT could be executed on the sql-server while the queue lock was held which could lead to massive performance loss and loss of connectivity under some circumstances.
  • Fixed a problem in the MySQL/MariaDB connector where MDA would crash if “database” was not set in the config.
  • Set thread names on Linux for easier debugging in e.g top to see the cpu time used per queue.
  • MDA now drops privileges before connecting to the sql-server which allows ident authentication to the sql-server, setting exists in mda.config to revert back to the old behaviour if your particular setup depends on MDA connecting as root.
  • Implemented a fourth queue which now handles the Orderbooks and MBO messages/tables. Some of our users have been running multiple instances of MDA to have Orderbooks being handled by a separate instance so as to not be weighted down by the Quotes messages and with this change, such setups are no longer needed.

As earlier announced, as of v0.9.33 the database schema is developed independently of the MDA and the latest schema including upgrade scripts is available on our http server under the documents section  (MDA_schemas_[version].zip). As of this writing the latest database schema is v114 and is available from https://packages.millistream.com/documents/MDA_schema_114.zip

Do note however that the latest schemas are only needed if you need the new columns/tables, they are not mandatory to operate the MDA!

We consider MDA 0.9.50 to be the best version of MDA available and we recommend that users of older versions upgrade as soon as possible.

MDA 0.9.50 is available for download from the following locations:

Windows users upgrade by running the installer for the new version.

Linux users who have added our apt or yum repositories can upgrade by simply issuing:

  • Debian/Ubuntu: “apt update && apt upgrade
  • Red Hat/CentOS/Amazon Linux AMI: “yum upgrade

Information on how to add these repositories are available at ftp://millistream.com/binaries/linux/

And as usual, if you have any questions what so ever regarding this release or other things, don’t hesitate to contact us at tech@millistream.com