|
PureBytes Links
Trading Reference Links
|
yes i already know.
his interest is not in working with ts.
----- Original Message -----
From: M. Simms <prosys@xxxxxxxxxxxxxxxx>
To: Lawrence Price <lprice1023@xxxxxxxxxxxxx>; Dtrader
<dan@xxxxxxxxxxxxxxxxx>; Omegalist <omega-list@xxxxxxxxxx>
Sent: Tuesday, March 07, 2000 11:09 PM
Subject: RE: Fw: Open Source
> "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.
> > > >
> > > >
> >
>
>
|