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DeeDeeTwo
Registered: Dec 2007
Posts: 623 |
07-21-12 03:58 PM
Quote from WinstonTJ:
I write the daily tape file to a SSD for one client because they use it for realtime (or close to realtime) stuff...
That file would be many times larger than any SSD...
And real-time trading would seem to be the whole point of an expensive data feed...
So a user configurable, sophisticated cache would be compulsory...
One that would include a symbol table.
As a software engineer...
My whole problem with NxCore is the information blackout...
The word "tape" is not even mentioned on their web site...
And their technical documentation does not give a simple overview...
Their salesman would just tell me I can run it all on an iPhone.
Their fancy algo charts for Zero Hedge are clever propaganda...
But I'm convinced that very few people actually use NxCore...
I'd be surprised if they have 1,000 customers...
Because they just ignore basic issues every engineer would demand.
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PocketChange
Registered: Jul 2008
Posts: 2036 |
07-21-12 09:03 PM
I believe you subscribe to specific exchanges and receive the entire exchange multicast. Tapes are just Nanex's syntax for their historic data files.
If all you need is a few hundred symbols take a look at iqfeed... Same parent company.
QUOTE]Quote from Craig66:
There is a overview of the structures here http://www.nanex.net/API_Explain.html, the word 'tape' occurs multiple times. I had heard that one of the things that people found irritating was that a subscriber model was not supported, in so much as you have to consume the whole exchange/market. [/QUOTE]
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sma202
Registered: Jun 2010
Posts: 41 |
07-21-12 10:02 PM
Quote from DeeDeeTwo:
That file would be many times larger than any SSD...
And real-time trading would seem to be the whole point of an expensive data feed...
So a user configurable, sophisticated cache would be compulsory...
One that would include a symbol table.
As a software engineer...
My whole problem with NxCore is the information blackout...
The word "tape" is not even mentioned on their web site...
And their technical documentation does not give a simple overview...
Their salesman would just tell me I can run it all on an iPhone.
Their fancy algo charts for Zero Hedge are clever propaganda...
But I'm convinced that very few people actually use NxCore...
I'd be surprised if they have 1,000 customers...
Because they just ignore basic issues every engineer would demand.
You can get a trial with historical real data quickly and without any issues. There are over 10+ sample apps that you can use along with examples. Don't understand what is the "blackout" here.
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PocketChange
Registered: Jul 2008
Posts: 2036 |
07-22-12 01:00 AM
Are you seriously a Software Engineer?
They provide a well documented straight forward API with
sample code and programs in umteen languages...
Pretty responsive support forum and deliver 25ms precision data consistently.
You really need to roll your sleeves up and dig in. Real time is all in memory and you can do a symbol spin (In your terms read the cached symbol table) at any time.
http://nxcoreapi.com/doc/
Love em or hate em... These guys do data right and respond to any reported inconsistency. What they deliver requires a coder so you should be in heaven.
Quote from DeeDeeTwo:
That file would be many times larger than any SSD...
And real-time trading would seem to be the whole point of an expensive data feed...
So a user configurable, sophisticated cache would be compulsory...
One that would include a symbol table.
As a software engineer...
My whole problem with NxCore is the information blackout...
The word "tape" is not even mentioned on their web site...
And their technical documentation does not give a simple overview...
Their salesman would just tell me I can run it all on an iPhone.
Their fancy algo charts for Zero Hedge are clever propaganda...
But I'm convinced that very few people actually use NxCore...
I'd be surprised if they have 1,000 customers...
Because they just ignore basic issues every engineer would demand.
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WinstonTJ
Registered: Jan 2009
Posts: 1947 |
07-24-12 03:13 AM
Quote from DeeDeeTwo:That file would be many times larger than any SSD...
The NxCore data is compressed 20:1 so yes I agree that the raw data would be quite large. The equity feed that I was talking about with this scripting is only ~2gb per day so that's ~40gb uncompressed which still is well within the realm of a SSD.
I'm using a 64gb SSD for this data server's OS (Server 2008 R2 Enterprise, 64-bit) and primary tape drive. Haven't had an issue yet.
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