Tag Archives: StreamBase

Can MATLAB Stateflow replace the functionality of Streambase real time market data analytics in an HFT system?

Can MATLAB Stateflow replace the functionality of Streambase real time market data analytics in an HFT system?

From another Premium Member regarding his query on Streambase:

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I haven’t looked at this yet, but it may have relevance to your (“our”) project.

Are you interested in implementing systems to analyze and act on real-time data? If so,  check out the StreamBase blog where we’ve posted the first 3 in a series of best practices for implementing real-time systems, including:

Build Apps So Quickly You Won’t Mind Throwing Some Away

Start Small, Succeed, Then Scale

Plan for Spikes, Not Aggregate Flow

 

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We’ll be posting more best practices in the coming weeks so be sure to enter your email address in the box below to be alerted of them, including “Balance Man and Machine” and “Tightly Integrate Business and IT”.

I’ll take a look at it, strictly from a “best practices” standpoint, and see if they offer any useful benchmarks and/or insights.  Of course, our taxes will have to come first………..

 

 

 

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Testing another alternative Microsoft Visual C++ open source alternative to Streambase CEP library

Testing another alternative Microsoft Visual C++ open source alternative to Streambase CEP library

Frig…more counterproductive stuff with  this configuration/set up with Linux components which  is driving me nuts. I am testing out another C++ open source Streambase alternative for Visual C++ on Windows. I will report back on my status. I am already seeing huge progress with it already versus being stuck in the seventies with Linux.

See how I proceed with all thus stuff.

 

 

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Youtube video on my PERL demo of using this Streambase open source C++ framework for a trading strategy or CEP model #perl #linux

Youtube video on my PERL demo of using this Streambase open source C++ framework for a trading strategy or CEP model

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Today is PERL testing for this Streambase C++ open source option with Fastflow being revisited for CUDA GPU in my HFT

Today is PERL testing for this Streambase C++ open source option with Fastflow being revisited for CUDA GPU in my HFT

Today is the day I learn the basics of Perl to get my trading engine framework tested with the rest of the components of this high frequency trading platform. I know most people ask why I am not choosing another language like Python or Ruby? It is simple. When you look at this Triceps open source package, the author (Sergey Babkin) has used Perl as the scripting language so that is what I use. It seems he has worked in the space of Sybase CEP and Streambase enough to know how to do it smartly. Also, he was a VP at Deutsche Bank so whom I am to argue how they would do it. He even gave an neat strategy idea for currency trading with this thing as an example in his development guide. For those that don’t know, this is a very solid solution to handle my REAL TIME data analytics where there really is no other C++ option.

Although Perl may be nice, I do see some challenges working with the other C++ HFT components like the FIX engine and acquiring the data. So it would might be necessary to implement these  within C++. The author of  Triceps did hint at caveats with this option so I am fully aware of it. Also, thanks to Matlab Code and  now that R the bottleneck has been removed, I will investigate the Fastflow library as well for clustering or CUDA GPU options. It may get exciting!!

 

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http://triceps.sourceforge.net/

http://babkin-cep.blogspot.com/

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What does this Streambase open source library has impact on my HFT platform? The return of Matlab for quant analytics? #matlab

More and more reasons are piling up why people should join the QuantLAbs.net Memberships as it will start getting to be kind of exclusive for peoiple. It is still affordable but I have some big plans for it!

After my discovering of this Streambase open source alternative, I am finding it is having a huge impact on the direction of my HFT development. I will announce that in coming days but go to my blog for the lastest developments. Here are latest videos I posted on how to build the large components for ths platform:
I am also finding constant bottlenecks with R, here is my alternative backup I plan to use.
I am quickly moving towards a proprietary mode with this platform, as a result you should strongly consider joining my QuantLabs.net Premuim Membership as I intend to release the C++ strategies which will be dropped into the future framework of this HFT platform.
Hope this helps you
Bryan

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Decent Open Source C++ Streambase CEP library for your real time market data analysis in HFT

Decent Open Source C++ Streambase CEP library for your real time market data analysis in HFT

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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!

Best CEP available in market please writes your exp. Apama ,, Coral8, Senactive, StreamBase

Best CEP available in market please writes your exp. (Recorded for reference ). Apama (now part of Progress Software) Aptsoft (now part of IBM), Coral8, Senactive, StreamBase Systems,

Vivekanand P • I did case study on verious product and their acrhitecture for CEP & SOR and ranking as below.
1. Apama (Progress Software)
2. StreamBase Systems
3. Aptsoft (IBM Stake)
4. Senactive
5. Coral8

But overall, its depend on strategy modeling and required features.
I also like Sybase RAP & CEP product for their BI, Data Analytics features..

S Yoon • RAP in our experience for algo was cRAP. Too slow to handle. Good for middle & back office work, but too much over head for front.

 

Alberto Araujo • My List:
1. StreamBase Systems
2. Sybase (Aleri/Coral8)
3. Senactive
4. Tibco
5. Apama
5.Microsoft StreamInsigh

 

André Maurice J. Bost • Your list lacks the Thomson Reuters Velocity Analytics. If you have not heard of this, you really are not akin to what complex event processing (CEP) is about, and the evolution of the technology. If you look at Thomson’s acquisition of Velocity from a small vendor, you will find IBM techs are behind the technology and married software with hardware. All, please do you dd. There is a distinction between flash CEP database stores and conventional Oracle/Sybase backed CEP systems and/or implementations. If you are operating on the later, your are sacrificing speed for convenience (cost savings.) Many build out on Sybase or Oracle because it is compatible with current infrastructure. Do so at your own peril in the markets.

 

Didik Rawandi • streambase is good one, their development studio is really mature, also their sample is really complete, but if you want open source version you can go to JBoss Drools, its performance is really great, cheers 🙂

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Terrence Kim • Ideal approach to evaluating different CEP vendor is by looking into what problem you are trying to solve using CEP. If you are in the capital market before you can harness the power of CEP you will need to also consider the following:
• Evaluate some type of tick database for data storage
• Integrate tick db to CEP
• Integrate market data feed
• Purchase historical tick data
• And finally have head counts to maintain / integrate / support / build and etc.

There are approximately 20 vendors out there selling and marketing some type of CEP based solutions. There are 4 that are quite well known in the capital markets. Comparing Apama to StreamBase is like comparing apples to oranges. Rule based engines operate differently from query based CEP engines and each has their own pros and cons.

Thomson Reuters Velocity Analytics is based on Vhayu . Reuters was one of Vhayu’s largest client and Reuters figured out it was cheaper to buy Vhayu then to pay all the license fees. Besides Vhayu was running out of money and needed someone to acquire them fast. Vhayu was known more for their Tick Database and not their CEP engine. However having a CEP+Tick DB in one is a good idea for those in capital markets and OneTick is another vendor that provides CEP+TickDB in one. Once again OneTick has it’s pros and cons as well just like any other CEP vendors.

 

 

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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!