anyone have experience with Esper, a java event processing API. It looks great for my purposes, stream data through SQL-like syntax. http://esper.codehaus.org/
Yes, I played around with it a few months ago for detecting tick stream fall off etc. as per one of their case studies, but the potential to do a lot more is there e.g. book analysis. I'm building native support for it in my framework so that "strategies" can take advantage of it. I think we discussed ESP, CEP and Esper briefly in my thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=81666 And also in: http://www.elitetrader.com/vb/showthread.php?s=&threadid=81345 It is actively under development: I see the website has been redesigned and there are releases almost every month. Despite some vocal Codehaus-bashing by certain members of the Java community, I think they produce a lot of high quality components. I'm a big fan of Mule.
Yes, Esper is fantastic. Hard to believe that it's free. The performance is phenomenal... I'm running 500+ continuous queries at 1-2% CPU load. Coral8 crashed around 50. EQL has far more functionality than all of the commercial event stream processors I've used (Apama and Coral8). The ability to group events into separate (i.e., no fixed-length), different length windows WITH aggregation is next to impossible in Apama or Coral8. The only downside is limited XML support and no native scalability or high availability features.
yes, EQL makes everything so easy. berfore i was grouping data into hashmaps but now a simple query can be done. has anyone got the playback or csv adapter to work?