{"id":3904,"date":"2010-08-25T13:39:59","date_gmt":"2010-08-25T18:39:59","guid":{"rendered":"http:\/\/bobbeaty.com\/wp\/?p=3904"},"modified":"2010-08-26T04:05:27","modified_gmt":"2010-08-26T09:05:27","slug":"finally-finished-major-addition-to-ticker-plant","status":"publish","type":"post","link":"https:\/\/bobbeaty.com\/wp\/archives\/3904","title":{"rendered":"Finally Finished Major Addition to Ticker Plant"},"content":{"rendered":"<p><img loading=\"lazy\" decoding=\"async\" src=\"http:\/\/bobbeaty.com\/wp\/wp-content\/uploads\/2008\/01\/marketdata.jpg\" alt=\"MarketData.jpg\" title=\"MarketData.jpg\" border=\"0\" width=\"125\" height=\"112\" style=\"float:right;\" \/><\/p>\n<p>Well, it's taken me a few days, but I've finally finished the code in my ticker plant to handle the options data feed. It's a <em>biggie<\/em> because instead of doing the same ASCII encoding that the other exchanges do, they switched some time ago to a FAST (FIX Adapted for STreaming) encoded stream to reduce the bandwidth needed to move the data from them to us. This just added a new wrinkle as we had to incorporate their FAST decoder implementation (initially), just to get the data into a binary format that we could do something with.<\/p>\n<p>Then we had to adapt the code to allow for the fact that <em>some<\/em> messages from the exchanges, specifically OPRA right now, generate <em>multiple<\/em> messages to flow downstream. This wasn't hard, but it was in all the codecs, so it took a little time to get it all right and working properly.<\/p>\n<p>I got it all finished, compiled correctly, and looking like it's ready to test. Time to commit it all to git and then get to the business of testing.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Well, it&#8217;s taken me a few days, but I&#8217;ve finally finished the code in my ticker plant to handle the options data feed. It&#8217;s a biggie because instead of doing the same ASCII encoding that the other exchanges do, they switched some time ago to a FAST (FIX Adapted for STreaming) encoded stream to reduce [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3,6],"tags":[],"class_list":["post-3904","post","type-post","status-publish","format-standard","hentry","category-coding","category-cube-life"],"_links":{"self":[{"href":"https:\/\/bobbeaty.com\/wp\/wp-json\/wp\/v2\/posts\/3904","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/bobbeaty.com\/wp\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/bobbeaty.com\/wp\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/bobbeaty.com\/wp\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/bobbeaty.com\/wp\/wp-json\/wp\/v2\/comments?post=3904"}],"version-history":[{"count":1,"href":"https:\/\/bobbeaty.com\/wp\/wp-json\/wp\/v2\/posts\/3904\/revisions"}],"predecessor-version":[{"id":3905,"href":"https:\/\/bobbeaty.com\/wp\/wp-json\/wp\/v2\/posts\/3904\/revisions\/3905"}],"wp:attachment":[{"href":"https:\/\/bobbeaty.com\/wp\/wp-json\/wp\/v2\/media?parent=3904"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/bobbeaty.com\/wp\/wp-json\/wp\/v2\/categories?post=3904"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/bobbeaty.com\/wp\/wp-json\/wp\/v2\/tags?post=3904"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}