I believe that the forums will not acept attachments


On Sun, 25 May 2008, Henry Rich wrote:

Hm.  I didn't get the attachments.  In case they were eaten, I
have put the files on my Wiki page
http://www.jsoftware.com/jwiki/HenryRich

Henry Rich

-----Original Message-----
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Henry Rich
Sent: Sunday, May 25, 2008 6:05 PM
To: 'General forum'
Subject: [Jgeneral] Opentick interface code

The file is attached.  I have also attached a couple of
utilities files
that the code may refer to.

This is not great code, and it has all the debug scaffolding
still there,
because Opentick is still beta-testing their fast feed and I am still
finding the occasional flaky tick.

The server listens on port 8101 for a connection from a client.
Then the client can send commands to start the feed running.  The
command is a 4-byte length followed by a 1-byte command followed by
any parameters the command needs, in interpretable form.

The normal sequence is

I(<yourname;yourpassword);< _2 ]\ <;._1 ' GE NYSE MSFT NASD  ... '
P0
Q
Q
Q
...
X

I sets the symbols to read, P starts the tick streams, Q returns
the current price/volumes.  X terminates.

The code does some price filtering that I have found useful.

No warranty.  I offer this only in the hope that it might be
better than nothing if you want to start using Opentick.

Questions or comments, please send to me directly off-list.

Henry Rich


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