ActiveQuant

ActiveQuant is a "state of the art" Free Software derivatives . Written entirely in java it provides the necessary portability and customization for all technology driven trading solutions. The application was founded by Ulrich Staudinger, a former Director of the Jabber Software Foundation and is issued under the GNU General Public License. The code base is supported by an exponentially growing community of highly motivated international software engineers and quantitative analysts. Project management and software development teams utilize various "bleeding edge" technologies to maximize efficiency, making the language barrier a problem of the past.

History
CCAPI
Written in early 2002 and is the base for all future developments.
Beside other main tasks, the CCAPI broadcasted stock quotes over an XMPP/Jabber protocol extension, which focused on use cases for financial applications. CCAPI shared its name with an ISDN API for telephone access.

CCAPI2
Rewriting of CCAPI with a stronger focus on finance and trading. The project was started beginning 2004 and has been listed on freshmeat.net since 1st of August 2004 and has been deprecated mid of 2007.

Actual version
ActiveQuant
ActiveQuant is a rewrite of the former CCAPI2. It's development is focused on providing a derivatives trading framework.
Feature set
Currently (RC2) it contains the following features:
* Basic and Enhanced charting
* OTSA compliant trade systems
* Asset basket trade systems
* InteractiveBroker support
* Basic charting
* Adoptable BIRT reporting
* InteractiveBroker/Yahoo support
* Hammer pattern support
* Enhanced AnalysisKit
* MySQL 5.0 and Derby support via Hibernate
* Enanced broker support
* support for open api extensions

Architecture
When browsing the source code of ActiveQuant it is clearly visible that the software is built in modules , these are:
* Data reception layer: functionality related to data fetching for example from yahoo or interactive broker, and functionality for receiving live quote feed from IB
* Broker layer: classes and functionality for developing, backtesting and running trade systems
* DAO layer: most elemental classes like kernel domain model. This includes base classes for candles, candle series, quotes, etc.
* Tradesystem layer: algorithmic classes, computational classes like indicator calculations or time series data rescaling methods

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