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Apr
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Jan
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accepted Real-time market data from the exchanges: what should we be aware of?
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revised Real-time market data from the exchanges: what should we be aware of?
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comment Real-time market data from the exchanges: what should we be aware of?
After further research it seems to me that your point (3) is not our main worry, because we will only connect to 2 exchanges and therefore may at worst have to code up 2 parsers. The main issue does instead seem to be your point (4) and your comment on guarantees of data auditing: we would not be co-locating and I think we would need to have a decent amount of network expertise in our team in order to handle the technology that supports a guaranteed-secure connect to the exchange with proper auditing of data usage. Anyone know if this something that the Open Source world has already solved?
Jan
21
comment Real-time market data from the exchanges: what should we be aware of?
Here is an overview post I found: codeproject.com/Articles/553206/…. It also discusses an API that the author has developed. Here is an article from someone at TIBCO on solutions for handling streaming data : infoq.com/articles/stream-processing-hadoop
Jan
21
comment Real-time market data from the exchanges: what should we be aware of?
Thank you for your comments.
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revised What are some useful approximations to the Black-Scholes formula?
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revised What are some useful approximations to the Black-Scholes formula?
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revised What are some useful approximations to the Black-Scholes formula?
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revised What are some useful approximations to the Black-Scholes formula?
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answered What are some useful approximations to the Black-Scholes formula?