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"SOUNDS GREAT" but....
Let's keep in mind, this is only great for NON-Omega software users.
Omega has "locked-up" the Global Server API and thrown out the key.
NO TS USERS CAN INTERFACE WITH ANY FOREIGN DATA FEED UNLESS THEY
REVERSE-ENGINEER THE GS API !
I know...I've tried.
> -----Original Message-----
> From: Lawrence Price [mailto:lprice1023@xxxxxxxxxxxxx]
> Sent: Tuesday, March 07, 2000 5:50 PM
> To: Dtrader; Omegalist
> Subject: Re: Fw: Open Source
>
>
> But a great thing for all of us out there trading.
> Lawrence Price
>
> Dtrader wrote:
>
> > This is going to piss off a lot of people.
> >
> > This server represents several million dollars
> > worth of man time and research.
> >
> > ----- Original Message -----
> > From: Frank Key <frank@xxxxxxxxxxx>
> > To: <dan@xxxxxxxxxxxxxxxxx>
> > Sent: Tuesday, March 07, 2000 5:00 PM
> > Subject: Open Source
> >
> > > Request for Developers --- Financial Data Server/Database
> > >
> > > My company is considering releasing as open source some software we've
> > > been developing and using in-house. What we've got is C/C++ code for
> > > reading a real-time financial data feed (such as S&P Comstock, Reuters
> > > Selectfeed, etc), parsing the feed to extract the interesting data,
> > > making live data available to applications, and accumulating
> historical
> > > data in a tick/intraday-bar/daily-bar database.
> > >
> > > We've been using this stuff in a production setting for about five
> > > years; it is robust, well wrung out, and *fast*. (We
> routinely collect
> > > ticks for the entire NYSE and AMEX, plus a lot of domestic
> and overseas
> > > futures markets. During trading hours, the data parser uses
> under 1% of
> > > the CPU of a 75MHz HPPA RISC box. The available commercial
> equivalents
> > > we've heard of would be choking on this load on such a slow machine,
> > > even if they had it all to themselves...) We use the code
> ourselves on
> > > HPUX and Linux; it should be possible to port to most flavors of Unix.
> > >
> > > However, we are a small shop, and we've never had time to flesh out
> > > the code to do more than the bare minimum that we needed in-house.
> > > We are wondering if there is interest out there in extending
> the system
> > > to handle additional data feeds, connecting it to industry-standard
> > > application APIs like TIB, collecting fundamental data (earnings &etc)
> > > as well as current prices, writing better documentation,
> building nicer
> > > administration tools than we have, porting, etc etc.
> > >
> > > Thinking in blue-sky terms, it might be possible to adapt the code to
> > > collect non-financial time data series, such as manufacturing process
> > > control data, realtime experimental results, or what have you.
> > >
> > > I see from perusing SourceForge that there's already an open-source
> > > project (Real Time Data Server, http://www.paritech.com.au/rtds/) with
> > > goals similar to what this code does. But they appear to
> want to build
> > > something from scratch, and in any case we have different ideas about
> > > licensing --- I think a BSD-like license is preferable for
> this project,
> > > since the code will need to work with proprietary
> applications. The RTDS
> > > folk evidently want to use GPL and try to navigate around its "viral"
> > > properties.
> > >
> > > If you would be interested in working on this, please contact me.
> > > At this point we are just testing the waters to see if we could
> > > attract enough help to justify giving up proprietary control of the
> > > code.
> > >
> > >
>
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