real-time financial data

Thorsten Behrens thb at
Sat Nov 23 11:20:13 PST 2013

Daniel Pocock wrote:
> Would it be problematic for core to have an OpenMAMA dependency
> though?  OpenMAMA is not available on all platforms.
Not in general, nope. For some platforms (e.g. Windows), we tend to
ship builtin versions for a number of platform libraries, so that
would work with openmama, too. I see the website claims windows
support. There is a slight catch though with the license, it is
possible that the odd AppStore ToS here or there would prevent
shipping of LGPL-licensed code.

> My only concern would be performance - if somebody uses this to get a
> single currency and they manually refresh the quote, it is not an
> issue.  If somebody builds a more elaborate spreadsheet with dozens of
> currencies and they want live refreshes and recalculation of their
> entire spreadsheet then a C or C++ solution may be better for them.
For highspeed traders, clearly an in-core C++ implementation would be
best. Dunno what you're targetting here. Everybody else would prolly
be fine with an extension (in whatever language), I'm relatively
certain network latencies will dominate in this game. ;)


-- Thorsten
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