Hello, my experience programming in J is very limited, so Inee your help...
I´m using J64-602 to connect to a financial data source using their REST
API, so I can get static data:
To get the information about EUR USD in the last 5 days
(instrument=EUR_USD&granularity=D&count=5) I use this command:
load 'web/gethttp'
> load 'convert/json'
>>(<1 2){dec_json('-s -k -H "Authorization: Bearer
> XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX-YYYYYYYYYYYYYYYYYYYYYYYYYYYYYYY"') gethttp'
> https://api-fxpractice.oanda.com/v1/candles?instrument=EUR_USD&granularity=D&count=5&candleFormat=bidask
> '
>
> ┌───────────────────────────┬───────┬───────┬───────┬───────┬───────┬───────┬────────┬────────┬──────┬──────────┐
> │time │openBid│openAsk│highBid│highAsk│lowBid
> │lowAsk │closeBid│closeAsk│volume│complete │
>
> ├───────────────────────────┼───────┼───────┼───────┼───────┼───────┼───────┼────────┼────────┼──────┼──────────┤
> │2014-06-10T21:00:00.000000Z│1.35431│1.35472│1.35565│1.35576│1.35212│1.35224│1.353
> │1.3532 │42528 │json_true │
>
> └───────────────────────────┴───────┴───────┴───────┴───────┴───────┴───────┴────────┴────────┴──────┴──────────┘
>
> ┌───────────────────────────┬───────┬───────┬───────┬───────┬───────┬───────┬────────┬────────┬──────┬──────────┐
> │time │openBid│openAsk│highBid│highAsk│lowBid
> │lowAsk │closeBid│closeAsk│volume│complete │
>
> ├───────────────────────────┼───────┼───────┼───────┼───────┼───────┼───────┼────────┼────────┼──────┼──────────┤
> │2014-06-11T21:00:00.000000Z│1.353 │1.35319│1.35715│1.3573
> │1.35117│1.35129│1.35494 │1.35536 │54799 │json_true │
>
> └───────────────────────────┴───────┴───────┴───────┴───────┴───────┴───────┴────────┴────────┴──────┴──────────┘
>
> ┌───────────────────────────┬───────┬───────┬───────┬───────┬───────┬───────┬────────┬────────┬──────┬──────────┐
> │time │openBid│openAsk│highBid│highAsk│lowBid
> │lowAsk │closeBid│closeAsk│volume│complete │
>
> ├───────────────────────────┼───────┼───────┼───────┼───────┼───────┼───────┼────────┼────────┼──────┼──────────┤
> │2014-06-12T21:00:00.000000Z│1.35511│1.35566│1.35786│1.35799│1.35204│1.35215│1.35374
> │1.35468 │46632 │json_true │
>
> └───────────────────────────┴───────┴───────┴───────┴───────┴───────┴───────┴────────┴────────┴──────┴──────────┘
>
> ┌───────────────────────────┬───────┬───────┬───────┬───────┬───────┬───────┬────────┬────────┬──────┬──────────┐
> │time │openBid│openAsk│highBid│highAsk│lowBid
> │lowAsk │closeBid│closeAsk│volume│complete │
>
> ├───────────────────────────┼───────┼───────┼───────┼───────┼───────┼───────┼────────┼────────┼──────┼──────────┤
> │2014-06-15T21:00:00.000000Z│1.35391│1.35458│1.35791│1.35804│1.35124│1.35137│1.35733
> │1.35747 │39482 │json_true │
>
> └───────────────────────────┴───────┴───────┴───────┴───────┴───────┴───────┴────────┴────────┴──────┴──────────┘
>
> ┌───────────────────────────┬───────┬───────┬───────┬───────┬───────┬───────┬────────┬────────┬──────┬──────────┐
> │time │openBid│openAsk│highBid│highAsk│lowBid
> │lowAsk │closeBid│closeAsk│volume│complete │
>
> ├───────────────────────────┼───────┼───────┼───────┼───────┼───────┼───────┼────────┼────────┼──────┼──────────┤
> │2014-06-16T21:00:00.000000Z│1.35716│1.3573
> │1.35866│1.35878│1.35526│1.35538│1.35566 │1.35577 │10173 │json_false│
>
> └───────────────────────────┴───────┴───────┴───────┴───────┴───────┴───────┴────────┴────────┴──────┴──────────┘
>
Now I need to know how to use streaming data... Data will be delivered in
real time.
I would use last information arrived and store data to form a database.
The command to get the streaming data is:
('-s -k -H "Authorization: Bearer
XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX-YYYYYYYYYYYYYYYYYYYYYYYYYYYYYYY"')
gethttp'https://stream-fxpractice.oanda.com
/v1/prices?accountId=abcdefg&instruments=EUR_USD'
When I use curl in the console to get streaming data the command is:
C:\Users\Francisco>curl -k -H "Authorization: Bearer XXXXXXXXXXXXXXXXXXXXXXX
> XXXXXXXX-YYYYYYYYYYYYYYYYYYYYYYYYYYYYYYY" "
> https://stream-fxpractice.oanda.com/v1/prices?accountId=
> <https://stream-fxpractice.oanda.com/v1/prices?accountId=1125870&instruments=EUR_USD>
> abcdefg&instruments=EUR_USD
> <https://www.google.com/url?q=https%3A%2F%2Fstream-fxpractice.oanda.com%2Fv1%2Fprices%3FaccountId%3D1125870%26instruments%3DEUR_USD&sa=D&sntz=1&usg=AFQjCNEQy2PxdhBR4bYOLWuHEZSp37Xa-A>
> "
And the incoming data is:
{"instrument":"EUR_USD","time":"2014-06-17T08:50:11.313886Z","bid":1.35744,"ask":1.35757}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:11.413276Z","bid":1.35745,"ask":1.35757}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:11.423912Z","bid":1.35743,"ask":1.35755}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:11.518162Z","bid":1.35744,"ask":1.35755}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:11.618055Z","bid":1.35743,"ask":1.35756}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:11.691201Z","bid":1.35744,"ask":1.35756}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:11.824403Z","bid":1.35745,"ask":1.35756}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:12.250563Z","bid":1.35745,"ask":1.35758}
> {"heartbeat":{"time":"2014-06-17T08:50:12.547586Z"}}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:12.611163Z","bid":1.35746,"ask":1.35758}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:13.168306Z","bid":1.35746,"ask":1.35757}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:13.527477Z","bid":1.35745,"ask":1.35757}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:14.009987Z","bid":1.35746,"ask":1.35756}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:14.109158Z","bid":1.35745,"ask":1.35757}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:14.228386Z","bid":1.35743,"ask":1.35755}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:14.314567Z","bid":1.35744,"ask":1.35755}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:14.912960Z","bid":1.35742,"ask":1.35753}
> {"heartbeat":{"time":"2014-06-17T08:50:15.036929Z"}}
>
> {"instrument":"EUR_USD","time":"2014-06-17T08:50:15.214964Z","bid":1.3574,"ask":1.35751}
Token and account number have been changed
1) I'd like to know how to have a variable holding the most recent data
sent by the data provider. And an event triggering when a new value arrives
so actions can be taken depending on the values.
2) I'd like to write the incoming data to disk (as a csv file, JDB,...)
for persistance.
Cheers
Francisco
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