Argos is a highly-configurable financial data monitoring tool that allows you to collect intra-day information on a financial market using stock feeds and (financial) news feeds. The all-seeing eyes of the mythological hundred-eyed giant Argos are represented by monitoring components that collect (stock) data on financial markets as well as related (financial) news messages.

Software

ArgosOur software can be downloaded here as a zip-file, which can be extracted to any desired location on your harddrive. The software is written entirely in Java and comes with an XML configuration file. Currently, pausing and resuming are not supported, and hence the software can best be run on a server where it is not interrupted during the scheduled run time.

To run Argos, execute the following command line in the Argos root folder:

java -jar Argos.jar config/config.xml

Here, config/config.xml points to the default configuration file, which can of course be changed to your own. Within the configuration file, you can specify the schedule (i.e., start and stop date and time, time zone, and a CRON pattern), market characteristics (opening times, holidays, etc.), stock rate collection properties (amongst which the abbreviations of companies that should be monitored, memory size, storage paths, etc.), news collection properties (e.g., memory size, storage paths, etc.), and the individual stock rates and news monitors (eyes) with their individual parameters (like URLs, names, etc.).

It should be noted that the default configuration contains eyes for all available implementations. By default, RSS news feed parsers for Yahoo, Reuters, Associated Press, New York Times, Business Week, and CNN are included, but of course the data collectors are easily extendible. In the current version, stock information on NASDAQ-100 companies is gathered using a Google API, but this can also be extended to other services. From the configuration file, eyes can be removed, and also values for settings can be changed. Please note that all settings are required in order for the tool to run correctly.

Non-commercial and private use of the software is allowed. When publishing work that is based on my software, please ensure that proper citations are included. In case of questions, comments, or suggestions, feel free to contact me. Also, please notify me when you have developed extensions, additional components, etc., so that I can add them to the next software release.

Contact

Frederik Hogenboom, Ph.D.

Affiliation:
Econometric Institute
Erasmus School of Economics
Erasmus University Rotterdam

Postal:
P.O. Box 1738
NL-3000 DR Rotterdam
The Netherlands

Visiting:
Burgemeester Oudlaan 50
NL-3062 PA Rotterdam
The Netherlands

Room: H11-02 (map)
Phone: +31 (0)10 408 1264
Fax: +31 (0)10 408 9162
E-mail: fhogenboom@ese.eur.nl