Is SQL really too slow for real time market data with equity, forex, and options? Even complex event processing? From a Youtube visitor To:Bryan Downing SQL is too slow to handle options tick data if that’s the road you’re headed down. Something you might want to test out before you get too deeply involved. Options …
Some further open source complex event processing aka CEP like libraries for Microsoft Visual C++ I may go with Boost Signal 2 as that has most flexibility and appears to work There is not much choice: http://stackoverflow.com/questions/238738/events-in-c http://sigslot.sourceforge.net/ https://developers.google.com/talk/libjingle/important_concepts http://programmingexamples.net/wiki/CPP/Boost/Signals/Basic Boost Signals2 which is thread safe http://www.boost.org/doc/libs/1_52_0/doc/html/signals/tutorial.html#id3284837 C++ delegate http://www.codeproject.com/Articles/7150/Member-Function-Pointers-and-the-Fastest-Possible Simple one called sigslot http://sigslot.sourceforge.net/ http://sourceforge.net/projects/sigslot/?source=dlp …
Best HFT options for commercial open source options with Complex Event Processing aka CEP #hft #cep Find out how develop using these options UPDATE: I don’t recommend OpenFixFast or FIx8 until you can build these as per their instructions. It seems they are not ready for primetime at all. Bank of America’s low latency technical …
Complex Event Processing: DSL for High Frequency Trading Complex Event Processing: DSL for High Frequency Trading On Distributed Failures (and handling them with Doozer) Richard Tibbetts discusses Complex Event Processing in the context of High Frequency Trading and the advantages of using high level DSLs, followed by the case study of a system built …
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