Eric, just had my coffee and have a better solution... trades go with +AAPL quotes go with -AAPL
then a) everything: subscribe to "+" and "-" b) everything for a symbol (AAPL): subscribe to "+AAPL" and "-AAPL" c) all trades for all symbols: subscribe to "+" d) all quotes for all symbols: subscribe to "-" e) trades only for a symbol AAPL: subscribe to "+AAPL" right? thanks Nishant On Fri, Apr 26, 2013 at 9:23 AM, Nishant Mittal <[email protected]> wrote: > understood.. I appreciate your help with this. > > thanks > Nishant > > > On Fri, Apr 26, 2013 at 9:21 AM, Eric Hill <[email protected]> wrote: > >> Sorry, you are correct about a). I missed the asterisk. >> >> While the publisher can publish 2 copies, I like to separate concerns of >> the code. In my opinion, the publisher should only publish what actually >> happened. The duplication for the purposes of receiving the messages is a >> different feature and should not taint the publisher code. Hence the >> broker. You can have the broker live on the same machine if you'd like. >> It's just a way to keep the code organized. >> >> >> >> On Fri, Apr 26, 2013 at 8:18 AM, Nishant Mittal <[email protected]> wrote: >> >>> 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 >>> >>> _______________________________________________ >>> 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 >> >> >
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