Wednesday, 23 February 2011

Stock Exchange Stream Processing Simulator...

In this post i will demostrate how to write the world simplest tick data generator:

This command will write data to a file asx.txt:
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$ while [ 1 ]; do echo $RANDOM >> asx.txt; done;

This command will read asx.txt in almost real-time:
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$tail -f asx.txt -s 0.00001

you can write your strategies on this real-time data. This will just be like data coming from any data providing service/company.

Enjoy :-)

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