thanks for confirming.
On Fri, Apr 26, 2013 at 10:03 AM, Parag Patel <[email protected]>wrote: > I agree with this. This is something similar to what we’re doing with > our quotes and trades.**** > > ** ** > > *From:* [email protected] [mailto: > [email protected]] *On Behalf Of *Nishant Mittal > *Sent:* Friday, April 26, 2013 9:58 AM > *To:* ZeroMQ development list > *Subject:* Re: [zeromq-dev] Basic questions about PUB-SUB**** > > ** ** > > 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 > > -- *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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