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Re: Real-time datafeeds in Python



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Interesting! This bypasses the API and uses the Python socket libraries to
implement a direct socket connection. I didn't know IB allowed this, but
when possible it is the best way.

Best regards,

Michael

----- Original Message ----- 
From: "sgr" <sgr1@xxxxxxxxx>
To: "Joel Reymont" <joelr@xxxxxxxx>; "Omega List" <omega-list@xxxxxxxxxx>
Sent: Tuesday, May 04, 2004 22:05
Subject: Re: Real-time datafeeds in Python


> Has anybody mentioned IbPy? it appears to be the IB API implemented in
> python. Never used it myself, but it might help out...
>
> The project page is at:  http://ibpy.sourceforge.net/
>
> Steve
>
> ----- Original Message ----- 
> From: "Joel Reymont" <joelr@xxxxxxxx>
> To: "MichaelSuesserott" <MikeSuesserott@xxxxxxxxxxx>; "Omega List"
> <omega-list@xxxxxxxxxx>
> Sent: Tuesday, May 04, 2004 9:03 AM
> Subject: Re: Real-time datafeeds in Python
>
>
> > Hi Michael!
> >
> > >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.
> >
> > The part I have not been able to figure out is how to call Java from
> > within Python. I think this would require embedding the Java VM among
> > other things. It does not seem this approach would be very effective in
> > interfacing with MyTrack or IB for example (Java SDKs).
> >
> > Another approach could be to make sub-servers/adapters for each data
> > provider. These could be written in any language and send quotes to the
> > market data server written in Python. The MDS could then store the
quotes
> > and notify subscribers over the network.
> >
> > An more straightforward approach would be to write the market server
> > (data + execution) in Java and the rest of the system in Python. But
then
> > why not just write the whole thing in Java and use Jython to enable
> > Python as the trading systems development language? Following this
> > approach all the libraries, etc. would be written in Java but this would
> > be transparent to you as you would code your systems in Python.
> >
> > I'm not sure what the best approach is and would appreciate as many
> > opinions as possible.
> >
> >     Thanks, Joel
> >
> >
> >
> >
> > ---
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> >
>
>