Tag Archives: Sample code

DOTNET C# sample code on how to call SQL Server 2014 OLTP in-memory database or table for potential HFT

DOTNET C# sample code on how to call SQL Server 2014 OLTP in-memory database or table

As I dig further into this SQL Server 2014 OLTP (in memory database) functionality, I am starting to realize it removes the need of StreamInsight as well simplifies the queries to call large data tables with market data. This could get interesting as my brain is coming up with some interesting ideas.

The basic idea is to create your database and table with In Memory feature associated, create a new native store procedure which you call within your C#. I don’t think there would much performance difference if you called from Visual C++ but C# would be much easier.

Basically, SQL Server will translate the stored procedure into C files which then creates a DLL. I found some examples on how to access this through Interop resources which can be done through ADO.NET, ODBC, or OLE DB. You choose but which one is more efficient so let me know your thoughts there by commenting.

If this is the case on what I assume, it is quite possible it will remove the need of complex event processing (CEP) or at least simplify it.

Here are some articles on this.

C# Code samples:

http://msdn.microsoft.com/en-us/library/dn247642%28v=sql.120%29.aspx

http://www.qumio.com/Blog/Lists/Posts/Post.aspx?ID=20

Interop services:

http://msdn.microsoft.com/en-us/library/dn247642%28v=sql.120%29.aspx

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MATLAB Simulink C++ sample code tested for trading models…now is the time

HI there

I just sent this to my QuantLabs.net Premium Members:
I have posted the version of source generated from Matlab’s Simulink. This will generate C++ but I hope to generate C as well. These were generated from known Matlab Simulink models out there but were successfully code generated. This will give the first view of what kind of C++ source code is generate  by Simulink Coder.

 

>> JOIN NOW FOR THIS ACCESS <<

These can be viewed at either :
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Youtube video on C++ generated source code from Matlab Simulink for automated trading for HFT potential

https://quantlabs.net/blog/2013/04/youtube-video-on-c-generated-source-code-from-matlab-simulink-for-automated-trading-for-hft-potential/

Important caveat with all these which save you hours:
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Most of all I have created a video to walk you through this entire process:
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Now is the time to learn on this groundbreaking technology to enhance your trading capabilities!

>> JOIN NOW FOR THIS ACCESS <<

The dozens of Membership benefits are listed here!
Thanks Bryan

P.S. Let me know if you are interested in a live webinar on the latest topics posted.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!