Importing quotes from raw data

Discussion in 'Data Sets and Feeds' started by akif, Dec 29, 2006.

  1. akif


    I was wondering if programmers could guide me on this, though it may seem simple to most of the experienced ones.
    If I have access to the message formats for a particular exchange, and am able to get the raw data feed from the exchange, how can I capture that data and convert it into readable format?
    Are there any open/closed source applications out there that allow you to accomplish this with basic programming knowledge? Any help would be greatly appreciated. Thanks
  2. rosy2


    provide more info. is this realtime or static? what's the format? What do you want to convert it into?
  3. akif


    The data is real time, and is in pipe delimited format. Id like to possibly import it into Excel, or perhaps into a database, whichever would be quicker.

    What further information would I need from the exchange, and what steps do i need to run at my end in order to convert the data into a live spreadsheet, or database?

    Thanks for your help
  4. Bob111


    if you can recieve data in form of text message in excel-it should be easy.if you receive data into some sort of application and it just display it(for example) it might be impossible to capture\parse and export it somewhere else. in order to help you we need more details about how exactly you receiving the data.
  5. akif


    Thanks for your input Bob.

    The data I receive is in the form of a broadcast directly from the exchange. It is received as a pipe delimited broadcast. The port numbers are defined, as is the IP address. I know which port the data is coming to, and I know the source of the data as well. What I dont know (even though it may be a simple issue) is how to parse the data to make it readable.

    Since Im a newbie, i may not be making it very clear. But im hoping someone will understand and guide me appropriately.

    Thanks again
  6. Bob111


  7. rosy2


    you connect to the socket and read

    put the stream into a buffer/queue

    read from the queue and parse...usually split() in any language into a vector

    now you have your data