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Re: Real-time datafeeds in Python



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Hi Joel,

interfacing with other languages is a forte with Python. To access a given
API from Python, you can write simple Python wrappers around C++ or Java
classes and functions that can then be called or instantiated from within
Python. There are also automatic interface compilers that can do this task
for you, for instance,
http://www.swig.org/exec.html

If your programs are deeply involved with the more intricate layers of Java,
then you might also consider using Jython (http://www.jython.org/), an
implementation of Python over the Java Virtual Machine (instead of the
Python one).

Of course the usual COM interfaces are also available in Python.

Best regards,

Michael Suesserott


----- Original Message ----- 
From: "Joel Reymont" <joelr@xxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Tuesday, May 04, 2004 08:38
Subject: Real-time datafeeds in Python


> Folks,
>
> Apologies if this question should be posted to a different forum!
>
> I'm convinced now that Uptick should be implemented in Python. One last
> bit of design that's left to resolve is real-time datafeeds.
>
> How would I integrate the Java SDKs for IB or MyTrack with Python?
>
> Should this be done on the Windows platform using the platform-dependent
> vendor APIs instead?
>
> What about Bloomberg, IQFeed and others?
>
> I think the goal is to make as many real-time datafeed and execution
> adapters available in a cross-platform fashion.
>
>     Thanks, Joel
>
>
>