Creating an Exchange Feed Recorder
This afternoon, while I was watching my Greek Engine just hum along as pretty as you please, I decided it was time to get busy on some of the lesser projects that needed to be done. One of the first was an exchange feed recorder. Basically, we needed to just take all the UDP datagrams, tag them with the time they arrived, and write it all out in some manner that makes it not too horribly difficult to read and subsequently process.
Interestingly enough, this wasn't that hard. The hardest part was doing the writing of the file. The basics were already there for me in what I'd done already, and I just had to spend a few hours to get everything cleaned up and ready to go.
Now all I need to do is test it. Pretty nice.