great.. thanks again
On Fri, Apr 26, 2013 at 10:07 AM, Eric Hill <[email protected]> wrote: > That looks like it will work fine. When you add a new trade type (limit, > watch, short, fail, etc), you'll need to update your subscribers for each > type. > On Apr 26, 2013 8:58 AM, "Nishant Mittal" <[email protected]> wrote: > >> 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 >>>> >>>> >>> >> >> >> _______________________________________________ >> 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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