Eric, then for a) i will have to subscribe to "*" otherwise i'll get all msgs twice. also why do I need a broker in the middle.. the publisher itself can publish 2 copies.. one with T (or Q) and the other with *..rt?
thanks Nishant On Fri, Apr 26, 2013 at 9:10 AM, Eric Hill <[email protected]> wrote: > Place a broker between your publisher and subscribers. Have your broker > subscribe to every transaction your publishers send. Publishers send every > trade prefixed with T (TAAPL500.00) and every quote prefixed with Q > (QAAPL). Your broker re-publishes those, and also publishes the message > replacing the type (first character) with an asterisk. TAAPL500.00 -> > *AAPL500.00 and QAAPL -> *AAPL. > > Then: > > a) everything - Subscribe to "" > b) everything for a symbol (AAPL) - Subscribe to "*AAPL" > c) all trades for all symbols - Subscribe to "T" > d) all quotes for all symbols - Subscribe to "Q" > e) trades only for a symbol AAPL - Subscribe to "TAAPL" > > > > On Fri, Apr 26, 2013 at 7:45 AM, Nishant Mittal <[email protected]> wrote: > >> Pieter thanks for the answers. on #3.. >> I am publishing market data (trades & quotes) for all symbols. the >> requirement is that a subscriber can subscribe to say >> a) everything >> b) everything for a symbol (AAPL) >> c) all trades for all symbols >> d) all quotes for all symbols >> e) trades only for a symbol AAPL >> >> the way I was hoping to "solve" this was by adding 2 extra frames to my >> payload frame. trades will be marked as "+", quotes with a "-".. so for >> example when publishing a trade for AAPL will send out... >> frame 1: +AAPL >> frame 2: AAPL >> frame 3: <pay load> >> >> similarily when publishing a quote ... >> frame 1: -AAPL >> frame 2: AAPL >> frame 3: <pay load> >> >> now for the above use cases the subscriber could subscribe to... >> a) "" >> b) "AAPL" >> c) "+" >> d) "-" >> e) "+AAPL" >> >> but if the filtering only looks at first frame this clearly wont work.. >> how do you suggest I achieve this? >> >> thanks >> Nishant >> >> >> On Fri, Apr 26, 2013 at 8:34 AM, Pieter Hintjens <[email protected]> wrote: >> >>> On Fri, Apr 26, 2013 at 2:19 PM, Nishant Mittal <[email protected]> >>> wrote: >>> > In a pub sub scenario in 3.2.2 >>> > 1) does the filtering happen on the Publisher (i think yes) or the >>> > Subscriber? >>> >>> Yes, the publisher filters. >>> >>> > 2) does number of subscribers effect performance of the publishers (I >>> think >>> > yes, as the pub has to filter/send msgs to all subscribers) >>> >>> Not really, your network will saturate before the publisher is affected. >>> >>> > 3) I send out 3 part msgs.. 1st 2 parts are really for filtering and >>> the 3rd >>> > part is a binary object.. when I subscribe.. would zeromq try to match >>> with >>> > all 3 parts?.. >>> >>> No. the match stops at the end of the first frame in the worst case >>> (and stops when it mismatches a single octet anyhow). >>> >>> -Pieter >>> _______________________________________________ >>> zeromq-dev mailing list >>> [email protected] >>> http://lists.zeromq.org/mailman/listinfo/zeromq-dev >>> >> >> >> >> -- >> *Nishant Mittal* >> Director, Product Development >> *Rosenblatt Securities Inc*. >> 20 Broad Street >> New York, NY 10005 >> >> Direct: 212-607-3159 >> Mobile: 646-504-2629 >> >> _______________________________________________ >> zeromq-dev mailing list >> [email protected] >> http://lists.zeromq.org/mailman/listinfo/zeromq-dev >> >> > > _______________________________________________ > zeromq-dev mailing list > [email protected] > http://lists.zeromq.org/mailman/listinfo/zeromq-dev > > -- *Nishant Mittal* Director, Product Development *Rosenblatt Securities Inc*. 20 Broad Street New York, NY 10005 Direct: 212-607-3159 Mobile: 646-504-2629
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