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Esper and its .NET port NEsper are components that enable Complex Event Processing (CEP) and Event Stream Processing (ESP) engines. They are especially suitable for trading applications. They can, among other things, make it easier to deal with data-bursts and threading and they use a query language tailored for event processing.

I'm am interested in:

  • drawbacks of (N)Esper in a trading environment, when compared to alternatives (eg. competing ESP/CEP, Database or custom)
  • the type of problems one may encounter when building a trading application around (N)Esper.
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    $\begingroup$ It would be helpful to know what your own experience is with Esper or other CEP platforms. $\endgroup$
    – chrisaycock
    Commented Feb 18, 2011 at 17:41
  • $\begingroup$ What exactly do you hope to gain from NEsper that Rx doesn't give you? $\endgroup$
    – Dmitri Nesteruk
    Commented Jan 10, 2012 at 20:37

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See Marco's list of CEP vendors.

I'm currently using StreamInsight, Microsoft's new CEP engine.

I'd rate it as slightly better than NEsper, for the following reasons:

  • Supports LINQ natively within Visual Studio.
  • Better documentation (in my opinion).
  • Good samples.
  • Complete training course (see the StreamInsight blog).
  • The LINQ is compiled into IL code for speed.
  • The engine behind StreamInsight was developed by the same people on the SQL server team, they have applied a lot of the SQL algebra optimizations to make StreamInsight faster.
  • Faster - it has its own built in memory management to meet minimum latency requirements.

See:

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My vote is on StreamInsight too. We have used Esper but have dropped it in favor of StreamInsight as we find is much easier to work with. Less strange problems as we always had with Esper. StreamInsight seems to go the last mile with the implementation, everything just feels much more polished.

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