OPRA

Revision as of 12:21, 19 December 2017

The OPRA project researches high frequency trading with options. It's a joint project of the universities of Vienna and Lancaster, headed by Prof. Hautsch and Prof. Nolte.

The project server opra.vdc.ac has been set up as part of the Vienna Data Center (vdc) Academic (ac).

1 Structure

1.1 OPRA

/home is the directory in which all project members got their home-directory (e.g /home/some_user). Use this directory only for some word or excel documents, but not for data. If you need storage capacity you have to request it from the administrator.

/home/OPRA contains all data.

/home/OPRA/raw contains the raw data.

/home/OPRA/sql contains the sql data.

/home/OPRA/docs contains docs.

all project members are local users belonging to the opra group and-or the sql group. Everybody can read all OPRA data, only members of the sql group may also populate the sql directory. All members can read and write docs.

1.2 Daily Returns Lobster

/home/DAILYRET contains all data of daily returns LOBSTER

2 Access

Access the data via ssh (sftp, scp, or tunnel rsync through it), and ftpes (i.e. explicit ftp), either from the command line (shell-script) or from a GUI like FileZilla.

filling in e.g. FileZilla

1. sftp (ssh) protocol -> | Server: sftp://opra.vdc.ac | User: ivana | Password: top_secret
2. ftpes protocol -> | Server: ftpes://opra.vdc.ac | User: hans | Password: i_wont_tell

2.1 Security

A man in the middle attack is rather unlikely, you may ignore that. Otherwise check at your first ssh-connection, or when importing the self-signed certificate into e.g. FileZilla.

2.1.1 ssh fingerprint

# opra.vdc.ac SSH-2.0-OpenSSH_6.6.1
opra.vdc.ac ssh-rsa AAAAB3NzaC1yc2EAAAADAQABAAABAQCvRUW70rtKUigFd5pUsOwgdmSpdOiQvkdwm7LOjmXu6RwkDiqnC/KLYlQzqrwgdSiil50nvF3/+CusBv8GLcgpDdU32nTdBZF8fxbJOKxVqcFcwFPB3iKCD4cKnKGTxEF9dzrPl5M+QYBztqqZ+mPjuGdSrOHAXWbMNJEhc6TN78pOTPc669XxuNxROeanO1vGk+aztRraOWbcHgf8uce9ubI7L481Sjv3peyIKteTIc/n3GvHWUaO+c28vd/hfWcoX2oxqWxlNnhBVGEFSouoV/l7/W4SWXTVqhBKWyZoyfqUSD2fY3DFCoeO8+22fOKlIwNJs8dM/FDqpWVnOd6t

# opra.vdc.ac SSH-2.0-OpenSSH_6.6.1
opra.vdc.ac ecdsa-sha2-nistp256 AAAAE2VjZHNhLXNoYTItbmlzdHAyNTYAAAAIbmlzdHAyNTYAAABBBAFTiNcofHY82VDIaRkafxitytBf5h7YnUfHvHeTLKj0eP+wDiOa+66vwXwLe+soxbKE0HG3SeRfyd6Ai/b2tUw=

2.1.2 ftpes / SSL-TLS certificate

MD5 Fingerprint=67:12:E9:ED:E4:F3:9A:AC:C5:FA:02:E2:0B:9F:F9:1B
SHA256 Fingerprint=34:03:F6:77:B9:80:A1:F6:E1:F6:54:8D:63:FB:43:A8:35:AF:87:95:8E:8D:C9:E5:11:36:3A:53:90:5E:CF:C2
SHA1 Fingerprint=B7:19:72:F7:D8:BC:C7:F9:6C:B6:BD:05:FF:0D:C4:36:A0:F7:03:B3

-----BEGIN CERTIFICATE-----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-----END CERTIFICATE-----