Slightly New Focus for Greek Engine
This morning I had an interesting talk with my manager about the greek engine and what we might want to focus on in this first release. Rather than think about the general case of handling the entire market, which certainly needs to be done, let's focus first in the idea that the largest percentage of clients of the engine will be looking at a single family, and wanting to manipulate that one family to see different what if scenarios. In the end, we'll need to make an uber environment with all the instruments ticking, but that's a limit case, and will be able to be extended from this initial one-family case.
In addition to the what if work, the engine needs to handle the explicit requesting of options so that the client can say "show me everything between the Dec 150 and Dec 250 expirations". This "windowing" is done all the time to minimize the data traffic, and building it into the server means that it doesn't have to be built into all the clients. They just have to be able to pass the request to me, and then update the window with me as the scrollable region changes. Pretty neat.
In the end, I think this is a much more useful direction to go, as this is going to really change how we move data around the organization. No longer will clients have to take "the market" to get a few things. Now, they'll be able to ask for just what they want. Nice.