real-time financial data (howto)

Michael Meeks michael.meeks at
Sat Nov 23 11:54:31 PST 2013

On Sat, 2013-11-23 at 15:15 +0100, Daniel Pocock wrote:
> > Would you be interested in working on integrating such a thing?
> Yes, that is why I'm looking at it

	Cool - so there is a lot we want to do here in calc. The initial work
on that is in master:

	Data->Streams - I attach a screenshot.

	Matus has a chunk of work to better manage data streams, and how
they're processed / visualised. I'd personally like to see a clear
separation between data source:

src:	http[s] | shell-script | spreadsheet-cells
format: csv, A1<value>

	And finally how those cells move over time as new data comes to get the
time series in.

> Would it be problematic for core to have an OpenMAMA dependency
> though?  OpenMAMA is not available on all platforms.

	In general with these dependencies we try to de-couple stuff.

> It would be possible in Java - after all, OpenMAMA provides a Java API
> and it is packaged too:

	And we try to avoid new Java dependencies in the core - as an extension
(fine) - but there are plenty of limits to extensions - and particularly
around performance you want to be C++ for bulk data transfers (cf. the
issues in base).

	In general we try to look for and dlopen system libraries that may not
be there. As an alternative we provide a clean internal abstraction and
distribute a dll that hard links to this system OpenMAMA thing - but (of
course) if it is not there then dlopening our own library will fail.

	Then again - how complex is this API going to be ? :-)

	Either way - you'd want to hack on the data streams code; Matus is
about to merge some biggish improvements there next week.

	But - from my perspective - I'd -love- to have OpenMAMA support - it's
great to hear about you guys, and I'd love to bundle it in the default
install if possible: big data is something Calc is about to get rather
good at in 4.2  =)



 michael.meeks at  <><, Pseudo Engineer, itinerant idiot
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