This project demonstrates a comprehensive end-to-end data engineering pipeline for real-time stock market data processing. The system seamlessly integrates Apache Kafka with AWS cloud services to provide scalable, real-time analytics capabilities for financial data streams.
The pipeline consists of the following key components:
- Data Source: Stock market data generator with realistic trading information
- Apache Kafka: High-throughput message streaming platform
- EC2 Instance: Hosts Kafka broker and ZooKeeper services
- Python Applications: Producer and consumer services for data ingestion
- AWS S3: Scalable object storage for data lake architecture
- AWS Glue: Automated schema discovery and data cataloging
- AWS Athena: Serverless SQL analytics engine
The pipeline continuously streams stock market data into AWS S3 with the following characteristics:
s3://stock-market-realtime-kafka/
├── stock_market_20250629_143616_a1b2c3d4.json
├── stock_market_20250629_143617_e5f6g7h8.json
├── stock_market_20250629_143618_i9j0k1l2.json
└── ...
Each JSON file contains real-time stock information:
{
"symbol": "AAPL",
"price": 150.25,
"volume": 1000000,
"timestamp": "2025-06-29T14:36:16.123456",
"market_cap": 2500000000,
"pe_ratio": 28.5
}
- Frequency: 1 record per second per stock symbol
- File Size: ~195-200 bytes per JSON file
- Storage Class: Standard (with lifecycle policies recommended)
- Retention: Configurable based on business requirements
- ⚡ Real-Time Processing: Sub-second latency data streaming
- 🔄 Fault Tolerance: Kafka's built-in replication and durability
- 📊 Scalable Storage: AWS S3 for unlimited data retention
- 🔍 SQL Analytics: Query data using familiar SQL syntax
- 🛡️ Security: IAM-based access control and encryption
- 📈 Monitoring: CloudWatch integration for system health
Component | Technology | Purpose |
---|---|---|
Message Streaming | Apache Kafka 3.3.1 | Real-time data ingestion |
Compute | AWS EC2 | Infrastructure hosting |
Storage | AWS S3 | Data lake storage |
Processing | Python 3.8+ | Data transformation |
Analytics | AWS Athena | SQL-based querying |
Cataloging | AWS Glue | Schema management |
- AWS Account with appropriate permissions
- EC2 instance (t2.micro or larger)
- Python 3.8+ environment
- Basic knowledge of Kafka and AWS services
-
Clone and Setup
git clone <repository-url> cd stock-market-pipeline pip install -r requirements.txt
-
Configure AWS Credentials
aws configure # Enter your access key, secret key, and region
-
Start Kafka Services
# Terminal 1: Start ZooKeeper bin/zookeeper-server-start.sh config/zookeeper.properties # Terminal 2: Start Kafka Broker bin/kafka-server-start.sh config/server.properties
-
Run Data Pipeline
# Terminal 3: Start Producer python producer.py # Terminal 4: Start Consumer python consumer.py
Once data is flowing into S3 and cataloged by Glue, you can run analytics queries:
-- Top performing stocks by average price
SELECT
symbol,
AVG(price) as avg_price,
COUNT(*) as total_records
FROM stock_database.stock_market_realtime_kafka
GROUP BY symbol
ORDER BY avg_price DESC
LIMIT 10;
-- Real-time volume analysis
SELECT
symbol,
SUM(volume) as total_volume,
MAX(timestamp) as latest_update
FROM stock_database.stock_market_realtime_kafka
WHERE DATE(timestamp) = CURRENT_DATE
GROUP BY symbol
ORDER BY total_volume DESC;
- Batch Size: 16384 bytes for optimal throughput
- Linger Time: 10ms for low-latency delivery
- Retries: 3 attempts for fault tolerance
- Bucket:
stock-market-realtime-kafka
- File Format: JSON (easily readable and queryable)
- Naming Convention:
stock_market_{timestamp}_{uuid}.json
The pipeline provides several monitoring capabilities:
- Kafka Metrics: Producer/consumer lag, throughput rates
- S3 Metrics: Object count, storage utilization
- System Metrics: EC2 CPU, memory, and network usage
- Custom Metrics: Data quality and processing latencies
- Use IAM roles instead of hardcoded credentials
- Enable S3 bucket encryption at rest
- Configure VPC security groups for EC2 access
- Implement least-privilege access policies
- Enable CloudTrail for audit logging
- Stream Processing: Add Apache Spark for complex analytics
- Machine Learning: Integrate SageMaker for predictive modeling
- Visualization: Connect to QuickSight for dashboards
- Alerting: Implement SNS notifications for anomalies
- Multi-Region: Deploy across multiple AWS regions
Contributions are welcome! Please feel free to submit pull requests, report bugs, or suggest new features.
This project is licensed under the MIT License - see the LICENSE file for details.
Thank you for exploring this Real-Time Stock Market Data Pipeline project! This implementation demonstrates modern data engineering practices using industry-standard tools and cloud services.
The project showcases how to build scalable, fault-tolerant data pipelines that can handle high-volume financial data streams while providing real-time analytics capabilities.
I'd love to connect and discuss data engineering, cloud architecture, and real-time analytics!
Built with ❤️ for the data engineering community