uterus is a codec library for financial tick data with an emphasis on market data integrity and maintainability. It comes with a set of tools to convert (mux) and print (demux) data from some sources, and to perform standard tasks like selecting instruments, creating snapshots and candles from tick data, etc. Special care is taken to provide longevity and consistence. All timestamps are internally converted to coordinated time, and price and quantity quotes are converted to a monetary datatype which doesn't suffer from rounding errors. Most importantly, meta data is stored along with the payload data in an inseparable unit, to provide self-contained and self-documenting files or network streams.
The STX ExecPipe library provides a convenient C++ interface to execute child programs connected via pipes. It is a front-end to the system calls fork(), pipe(), select(), and execv() and hides all the complexity of these low-level functions. It allows a program to build a sequence of connected children programs with the input and output of the pipe sequence redirected to a file, string, or file descriptor. The library also allows custom asynchronous data processing classes to be inserted into the pipe or placed at the source or sink of the sequence.