Openmama-users@lists.openmama.org

Tick42 BLP bridge v2

Tom Doust

#133

We are now code complete on version2 of the tick42 blp bridge for OpenMAMA and will be uploading new source to the GIT in the near future

This version includes

· Configurable mapping of field names from Bloomberg names to MAMA/Wombat names and fids. This allows Bloomberg fields to be mapped to the field names used by existing MAMA client applications, for example LAST_PRICE to wLastPrice, BID to wBid, ASK to wAsk etc

· Configurable mapping field types

· Name and type mappings loadable from an external csv file.

· Support for data dictionary subscription. The subscribed dictionary optionally includes unmapped Bloomberg field names

· Support for Linux. Code has been refactored for platform independence. The build environment includes ‘make’ and ‘sln’ files and we also provide a cmake script to simplify extending the code.

TOM DOUST | Head of Consultancy

TICK42

P: +44 (0) 1628 477444 | M: +44 (0) 7710 479924 | E: tom.doust@... | skype: tom.doust | http://www.tick42.com

Re: Link to the reference bridge?

Frank Quinn <fquinn@...>

#132

Hi Zoya,

Thanks for the spot - looks like we missed this during our website update – if you refresh the page you should see the link there now.

Have fun!

Thanks,
Frank

--------------

Show quoted text

On Tue, May 21, 2013 at 2:27 PM, Zoya <zfarberov@...> wrote:

Hello,

Looking for the link to reference bridge. It is not present in downloads.

http://www.openmama.org/downloads

Thanks,

-Zoya

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Visit our website at http://www.nyse.com
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Note: The information contained in this message and any attachment to it is privileged, confidential and protected from disclosure. If the reader of this message is not the intended recipient, or an employee or agent responsible for delivering this message to the intended recipient, you are hereby notified that any dissemination, distribution or copying of this communication is strictly prohibited. If you have received this communication in error, please notify the sender immediately by replying to the message, and please delete it from your system. Thank you. NYSE Euronext.

Link to the reference bridge?

Zoya <zfarberov@...>

#131

Hello,

Looking for the link to reference bridge. It is not present in downloads.

http://www.openmama.org/downloads

Thanks,

-Zoya

working against NYSE simulator

tal shterenlicht <talshterenlicht@...>

#130

---------- Forwarded message ----------
From: tal shterenlicht <talshterenlicht@...>
Date: Fri, May 3, 2013 at 5:16 PM
Subject: Re: working against NYSE simulator
To: openmama-dev@...

I solved the problem by adding the param : -m avis
now when I run this command :
mamdalisten -m avis -S NASDAQ -s MSFT -tport elvin://localhost:2917
I am Getting :
Timed out waiting for data dictionary

I have dictionary file from the server - wombat.xml

i try put it in several sub directories - but still getting the msg: Timed out waiting for data dictionary
thanks

Tal

Show quoted text

On Thu, May 2, 2013 at 7:05 PM, tal shterenlicht <talshterenlicht@...> wrote:

Hello openmama-dev team

I downloaded the latest version of openMama and I compile it on windows XP

I tried to run the following sample program:

mamdalisten -S NASDAQ -s MSFT -tport tport_name

I am getting this error :
2013-05-01 17:15:08: mama_loadmamaPayload(): Could not open middleware bridge
library [mamawmwimpl] [126]

I lock for mamawmwimpl.lib on my computer and I cannot find it

please tell what I shuld do

thanks
tal

---------- Forwarded message ----------
From: tal shterenlicht <talshterenlicht@...>
Date: Wed, May 1, 2013 at 5:47 PM
Subject: working against NYSE simulator
To: openmama-dev@...

Hello dear team

I want to try your product and evaluate it
As I understand it - the Euronext NYSE stock market simulator running on yours platform
I downloaded the NYSE simulator and install it
I can see in wireShark program the broadcast of market data - I set at 200 messages per second

I downloaded the latest version of openMama and I compile it on windows XP

I tried to run the following xample program:
mamdalisten -S NASDAQ -s MSFT -tport tport_name

I am getting this error :
2013-05-01 17:15:08: mama_loadmamaPayload(): Could not open middleware bridge

library [mamawmwimpl] [126]

from the server side I am attaching the log file

please tell what I shuld do

thanks

tal

Re: Using C example basic pub and sub with "wmw"

Glenn McClements <gmcclements@...>

#129

Hi Mark,

It looks like you don't have the Data Fabric Naming Service Daemon (NSD) running. This provides a DNS like service for the middleware, telling subscribers how to connect with publishers. With never versions of Data Fabric TCP the NSD is required by default.

Data Fabric (wmw) is a commercial component however, and not shipped as part of the open source OpenMAMA. For questions like this it is best to contact your NYSE Technologies' representative and they can walk you through the setup and provide the Data Fabric config guide.

Regards,

Glenn

From: Mark Perkin <mark@...>
Date: Wed, 20 Mar 2013 16:44:39 +0000
To: <openmama-users@...>
Subject: [Openmama-users] Using C example basic pub and sub with "wmw"

Hi,

I'm trying to get the examples mamapublisherc and mamasubscriberc to talk to each other over "wmw". They work fine with "avis". I've tried the following:

./c/mamapublisherc -s "FEED.BASIC" -tport pub -m wmw -v -v -v
./c/mamasubscriberc -s "FEED.BASIC" -tport sub -m wmw -v -v -v

Where mama.properties contains:

mama.wmw.transport.sub.subscribe_address_0=localhost
mama.wmw.transport.sub.subscribe_port_0=5050

mama.wmw.transport.pub.publish_port=5050

And I have LD_LIBRARY_PATH set to point to the lib directory from the MAMA 6.0 release.

The two appear to connect as I see the publisher logs the following periodically:

Publishing message 58 to FEED.BASIC.2013-03-20 16:38:59: Transport 0x1b70c10 [mama.wmw.transport.pub]: 1 clients connected.
2013-03-20 16:38:59:
    Client IP      : 127.0.0.1
    Client Port    : 41691
    Client AppName : lt-mamasubscriberc
    Connect Time   : 26
    Subsc Count    : 0
    Q items/size   : 0/131072

The publisher logs that it is publishing messages every second but the subscriber never receives anything. As noted above, the same test with avis shows the subscriber logging receipt of messages.

I notice that the Subsc Count is 0 so the publisher doesn't think the connected client is subscribing to anything. The subscriber clearly appears to subscribe:

2013-03-20 16:41:11: (21dcc740) : setupBasic(): FEED.BASIC: subscription (0x1687370)
2013-03-20 16:41:11: (21dcc740) : wmwBridgeMamaSubscription_create (): Subscribe topic [FEED.BASIC]
2013-03-20 16:41:11: (21dcc740) : NamingService::sendHeartbeat failed to send for client 0x0100007f000055e1
2013-03-20 16:41:11: (21dcc740) : Subscription 0x0x1687370 is now at state MAMA_SUBSCRIPTION_ACTIVATED.
mamasubscriberc: Created inbound subscription.

Any help appreciated.

thanks,

Mark

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Using C example basic pub and sub with "wmw"

Mark Perkin <mark@...>

#128

Hi,

I'm trying to get the examples mamapublisherc and mamasubscriberc to talk to each other over "wmw". They work fine with "avis". I've tried the following:

./c/mamapublisherc -s "FEED.BASIC" -tport pub -m wmw -v -v -v
./c/mamasubscriberc -s "FEED.BASIC" -tport sub -m wmw -v -v -v

Where mama.properties contains:

mama.wmw.transport.sub.subscribe_address_0=localhost
mama.wmw.transport.sub.subscribe_port_0=5050

mama.wmw.transport.pub.publish_port=5050

And I have LD_LIBRARY_PATH set to point to the lib directory from the MAMA 6.0 release.

The two appear to connect as I see the publisher logs the following periodically:

Publishing message 58 to FEED.BASIC.2013-03-20 16:38:59: Transport 0x1b70c10 [mama.wmw.transport.pub]: 1 clients connected.
2013-03-20 16:38:59:
    Client IP      : 127.0.0.1
    Client Port    : 41691
    Client AppName : lt-mamasubscriberc
    Connect Time   : 26
    Subsc Count    : 0
    Q items/size   : 0/131072

The publisher logs that it is publishing messages every second but the subscriber never receives anything. As noted above, the same test with avis shows the subscriber logging receipt of messages.

I notice that the Subsc Count is 0 so the publisher doesn't think the connected client is subscribing to anything. The subscriber clearly appears to subscribe:

2013-03-20 16:41:11: (21dcc740) : setupBasic(): FEED.BASIC: subscription (0x1687370)
2013-03-20 16:41:11: (21dcc740) : wmwBridgeMamaSubscription_create (): Subscribe topic [FEED.BASIC]
2013-03-20 16:41:11: (21dcc740) : NamingService::sendHeartbeat failed to send for client 0x0100007f000055e1
2013-03-20 16:41:11: (21dcc740) : Subscription 0x0x1687370 is now at state MAMA_SUBSCRIPTION_ACTIVATED.
mamasubscriberc: Created inbound subscription.

Any help appreciated.

thanks,

Mark

Re: mamaSource and mamaSourceManager

Glenn McClements <gmcclements@...>

#127

Hi Mark,

The auto-generated API documentation is in the Reference Manual below, but this doesn't give any more detail than is in the headers.

http://www.openmama.org/sites/openmama.org/files/OpenMAMA%20C%20API%20Reference%20Manual_1.pdf

It looks like mamaSource section was missed in Dev Guide, the text is below and I've raised an issue for it but essentially it's a wrapper object for the transport and source name/namespace. The shipped examples show how to use it.

The mamaSourceManager is a simple factory/container class that may be useful to applications handling multiple sources.

MAMA Source

A MAMA Source represents the information needed to find and use a set of data. Such information includes the MAMA Transport and Symbol Namespace and used by that source. Below shows how to create a MAMA Source, assuming that a Transport has already been createdn <>.

C:

mamaSource source = NULL;

mamaSource_create (&source);

mamaSource_setId (source, "SourceName");

mamaSource_setTransport (source, transport);

mamaSource_setSymbolNamespace (source, "NAMESPACE");

/* Set other properties */

C++:

MamaSource* source = new MamaSource ("SourceName", transport, "NAMESPACE");

// Set other properties

Java/JNI:

MamaSource source = new MamaSource ("SourceName", transport,"NAMESPACE");

// Set other properties

C:

MamaSource source = new MamaSource ();

source.id = "SourceName";

source.transport = transport;

source.symbolNamespace = "NAMESPACE";

// Set other properties

Regards,

Glenn

From: Mark Perkin <mark@...>
Date: Thu, 7 Mar 2013 11:27:56 +0000
To: <openmama-users@...>
Subject: [Openmama-users] mamaSource and mamaSourceManager

Hi,

Is there any documentation on the mamaSource and mamaSourceManager types. There is only scant mention of the former in the C and C++ guides and no mention of the latter. Also, the api documentation in either case isn't very informative.

thanks,

Mark
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Re: example bookviewer problem

Matt Mulhern

#126

Hi,
The Mamda examples rely on a dictionary for field id lookups.
However, limitations in avis prevent this, as it cannot deliver the dictionary from a publishing app.
In order to get round this you need to load a dictionary into the app directly.
A dictionary will soon be available on openmama.org to help with this operation.

With thanks,
Matt Mulhern

Show quoted text

On Wed, Feb 27, 2013 at 3:20 AM, Patrick De Guzman <pndeguzman@...> wrote:

Hi,

I've just started to play around with the examples, specifically mamalisten which works fine when I use it with its various arguments such as -D and -B. But i am having trouble with the bookviewer example where every time I run the program it returns after a while with:

Timed out waiting for data dictionary

Unknown Exception in main ().

Just wondering if I could get some guidance on how to use this example.

Thanks,

Patrick

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Re: OpenMAMA windows verison

Matt Mulhern

#125

Hi Patrick,
Builds are being generated for this and will soon be available on openmama.org.
Until then, you will have to build from source Instructions on how to carry this out may be found in the README found in the root of the source distribution.

Regards,
Matt Mulhern

Show quoted text

On Thu, Feb 28, 2013 at 5:38 AM, Patrick De Guzman <pndeguzman@...> wrote:

Hi,

Could anyone direct me to where I can download the windows version of OpenMAMA. On the OpenMAMA website I can only seem to find the linux verison.

Thanks,

Patrick

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mamaSource and mamaSourceManager

Mark Perkin <mark@...>

#124

Hi,

Is there any documentation on the mamaSource and mamaSourceManager types. There is only scant mention of the former in the C and C++ guides and no mention of the latter. Also, the api documentation in either case isn't very informative.

thanks,

Mark

OpenMAMA windows verison

Patrick De Guzman <pndeguzman@...>

#123

Hi,

Could anyone direct me to where I can download the windows version of OpenMAMA. On the OpenMAMA website I can only seem to find the linux verison.

Thanks,

Patrick

example bookviewer problem

Patrick De Guzman <pndeguzman@...>

#122

Hi,

I've just started to play around with the examples, specifically mamalisten which works fine when I use it with its various arguments such as -D and -B. But i am having trouble with the bookviewer example where every time I run the program it returns after a while with:

Timed out waiting for data dictionary

Unknown Exception in main ().

Just wondering if I could get some guidance on how to use this example.

Thanks,

Patrick

(No subject)

Matt Mulhern

#121

Hi Shoyaib,

It looks like you haven't set your environment correctly.

You need to set the LD_LIBRARY_PATH to point to the contents of the /lib directory. If this isn't set correctly mamapublisherc will not be able to access the avis libraries, resulting in your error.

I have included some sample terminal output of this process being carried out on a linux system (please see attached).

Regards,

Matt Mulhern.

[NOTE: a similar discussion may be found earlier on this list (link) ]

Show quoted text

On Thu, Feb 21, 2013 at 3:15 AM, Shoyaib Hossain <shoyaib0088@...> wrote:

Dear Sir/Madam


When I run the following commend then i get an error like [mamaavisimpl] is not found.

./mamapublisherc -m avis -s
MAMA_INBOUND_TOPIC -tport pub -v -v -v -v



I have also attached my mama properties.


Thanks
_______________________________________________
Openmama-users mailing list
Openmama-users@...
https://lists.openmama.org/mailman/listinfo/openmama-users

terminal_output.txt

mama.properties

Re: .NET API?

Matt Mulhern

#120

Hi Paul,

Addressing your points inline below.

Regards,

Matt Mulhern.

From: "paul.green" <pgreen@...>
Date: Monday, 18 February 2013 04:29
To: "openmama-users@..." <openmama-users@...>
Subject: [Openmama-users] .NET API?

Hi All,

I’m trying to start a POC with OpenMAMA using .NET, but I’m having trouble getting going.

I’m not clear on how to go about this as everything we’ve tried so far has not worked, and the documentation (here) isn’t very clear for C#. In section 1.4. it jumps into making calls into OpenMAMA but doesn’t explain what assembly needs referencing or how to set up the .Net project.

Also, in section 2.2 Windows it mentions a file with the following format;

<d>_<t>_wombat_products_<mw>_win32_<VS>_with_entitle_<branch>.zip

where:

<d> - a date stamp

<t> - a time stamp

<mw> - indicates the middleware this version of OpenMAMA is for

<VS> - the version of the Visual Studio compiler used

<branch> - the branch number

But I can’t find any such file anywhere on the OpenMAMA web site (i.e.not here)

This file description is related to how enterprise customers receive OpenMAMA within their release package. Pre-built OpenMAMA distributions for windows will be distributed on openmama.org soon.

I’ve downloaded openmama-src-2.2.1.1.tar.bz2 which contains a Visual Studio .sln file. This doesn’t build however (initially failing on flex.exe) and I can’t find any documentation on how to build it.

The build instructions for OpenMAMA are found in the README file in the root of the source tarball you have downloaded. Looking at your error, it sounds like you have not included flex (a required package for OpenMAMA) in your PATH. I have copied the relevant README section below:

(from the OpenMAMA README)

"Set the AVIS_HOME environment variable appropriately. This should contain

debug, release, and include folders.

Set the JAVA_HOME environment variable appropriately (for mamajni). This should

contain an include folder.

Set the ANT_HOME environment variable appropriately (for mamajni).

Set the GTEST_HOME environment variable appropriately (optional for unittests).

This should contain debug, release, and include folders.

Insure Flex is included in your path.

Open OpenMama.sln

Build common, then mama, then mamda. Avis folder should also be built, if not

previously done.

Concurrent building of multiple products may cause build fail.

Flex perbuild command is run when building common."

I can see the c# MAMA.cs file have p/invoke calls into a native dll called libmamacmd.dll, but I can’t find this file anywhere.

Shared object .dll files are created as part of the build process. Since you have not yet built OpenMAMA, they will not be present in your build directory.

Any help to get going would be appreciated!

Thanks

Paul Green

Development Manager

NYSE Technologies

Office: +61 2 92473633

Mobile: +61 403874561

www.nyx.com/

(No subject)

shoyaib

#119

Dear Sir/Madam

When I run the following commend then i get an error like [mamaavisimpl] is not found.

./mamapublisherc -m avis -s
MAMA_INBOUND_TOPIC -tport pub -v -v -v -v



I have also attached my mama properties.


Thanks

mama.properties

.NET API?

paul.green <pgreen@...>

#118

Hi All,

I’m trying to start a POC with OpenMAMA using .NET, but I’m having trouble getting going.

I’m not clear on how to go about this as everything we’ve tried so far has not worked, and the documentation (here) isn’t very clear for C#. In section 1.4. it jumps into making calls into OpenMAMA but doesn’t explain what assembly needs referencing or how to set up the .Net project.

Also, in section 2.2 Windows it mentions a file with the following format;

<d>_<t>_wombat_products_<mw>_win32_<VS>_with_entitle_<branch>.zip

where:

<d> - a date stamp

<t> - a time stamp

<mw> - indicates the middleware this version of OpenMAMA is for

<VS> - the version of the Visual Studio compiler used

<branch> - the branch number

But I can’t find any such file anywhere on the OpenMAMA web site (i.e. not here)

I’ve downloaded openmama-src-2.2.1.1.tar.bz2 which contains a Visual Studio .sln file. This doesn’t build however (initially failing on flex.exe) and I can’t find any documentation on how to build it.

I can see the c# MAMA.cs file have p/invoke calls into a native dll called libmamacmd.dll, but I can’t find this file anywhere.

Any help to get going would be appreciated!

Thanks

Paul Green

Development Manager

NYSE Technologies

Office: +61 2 92473633

Mobile: +61 403874561

www.nyx.com/

The information contained in this message and any attachment to it is privileged, confidential and protected from disclosure. If the reader of this message is not the intended recipient, or an employee or agent responsible for delivering this message to the intended recipient, you are hereby notified that any dissemination, distribution or copying of this communication is strictly prohibited. If you have received this communication in error, please notify the sender immediately by replying to the message, and please delete it from your system. Thank you. NYSE Euronext.

Re: Data Dictionary Developer Questions [I]

Joseph Sarbak

#117

Classification: For internal use only

Hello Tom,

It looks as though I will need to write both transport and payload bridges.

We will be using LBM for transport with our own payload format.

I noticed from the avis code there is a coupling b/w transport and payload bridges. I was looking for examples showing the ability to mix/match but could not find any. I suppose this can be addressed by using ‘mama_set_defaultPayload’ within the transport bridge factory function.

Joe Sarbak

Show quoted text

From: Tom Doust [mailto:tom.doust@...]
Sent: Thursday, February 07, 2013 8:54 AM
To: Joseph Sarbak; Matthew Mulhern; openmama-users@...
Subject: RE: [Openmama-users] Data Dictionary Developer Questions [I]

Hi Joe

Are you building your own middleware bridge? If so we would be interested in hearing more about it.

If you are building your own middleware bridge then a word of warning. As a generalisation, there are many implementation issues that the example Avis bridge does not address. We expect the new QPid(AMQP) bridge to be the open source transport to use when evaluating OpenMAMA.

Regards

Tom Doust

TOM DOUST | Head of Consultancy

TICK42

P: +44 (0) 1628 477444 | M: +44 (0) 7710 479924 | E: tom.doust@... | skype: tom.doust | http://www.tick42.com

-----Original Message-----
From: openmama-users-bounces@... [mailto:openmama-users-bounces@...] On Behalf Of Joseph Sarbak
Sent: 06 February 2013 8:46 PM
To: Matthew Mulhern; openmama-users@...
Subject: Re: [Openmama-users] Data Dictionary Developer Questions [I]

Classification: For internal use only

Thank you very much for your answers, Matthew!

Joe

-----Original Message-----

From: Matthew Mulhern [mailto:MMulhern@...]

Sent: Wednesday, February 06, 2013 9:54 AM

To: openmama-users@...; Joseph Sarbak

Subject: RE:[Openmama-users] Data Dictionary Developer Questions [I]

Addressing each of your points in turn:

0. The default OpenMama topic model is the concatenation of 'namespace'##'symbol'. Can OpenMama support multiple symbols published over a single topic? Would there be any complications (on the caching mechanism, for example) if a group topic model were followed?

OpenMAMA has the concept of group subscriptions, where multiple symbols are sent down a single subscription. It¹s a different subscription type on the client side.

The publisher needs to send an initial for each symbol within the group before the 10 second timeout elapses.

The specific symbol within the group is communicated using the wIssueSymbol reserved field.

Each symbol has a separate context and has its own sequence numbers and gap detection.

1. Data Dictionary API: Can one enrish the standard field description with user-defined fields? Example custom fields would be: custom data-types, and byte-offset?

Yes, there is a dedicated range for adding your own custom fields.

However the types available in the dictionary may be a lot less strict than the payload. Generally the dictionary is used for Name/fid mapping.

2. Data Dictionary API: Is there java support? Is there a plan for supporting java?

There is a MamaDIctionary in JAVA currently. However it relies on populating from a file or a msg.

Rgds,

Matt Mulhern

>

>On 04/02/2013 19:30, "Joseph Sarbak" <joseph.sarbak@...> wrote:

>

>>Classification: For internal use only

>>

>>Dear openmama-users@...,

>>

>>For my employer, I am investigating the work required to publish

>>market data to internal consumers over the OpenMama API. I have a

>>couple questions regarding the default mama topic model and the data

>>dictionary api. I would be very grateful if someone could either

>>answer these questions or indicate whether I should be asking another mailing list.

>>

>>0. The default OpenMama topic model is the concatenation of

>>'namespace'##'symbol'. Can OpenMama support multiple symbols

>>published over a single topic? Would there be any complications (on

>>the caching mechanism, for example) if a group topic model were followed?

>>

>>1. Data Dictionary API: Can one enrish the standard field description

>>with user-defined fields? Example custom fields would be: custom

>>data-types, and byte-offset?

>>

>>2. Data Dictionary API: Is there java support? Is there a plan for

>>supporting java?

>>

>>Thank you.

>>

>>Joseph Sarbak

>>

>>---

>>This communication may contain confidential and/or privileged

>>information. If you are not the intended recipient (or have received

>>this communication in error) please notify the sender immediately and

>>destroy this communication. Any unauthorized copying, disclosure or

>>distribution of the material in this communication is strictly forbidden.

>>

>>Deutsche Bank does not render legal or tax advice, and the information

>>contained in this communication should not be regarded as such.

>>_______________________________________________

>>Openmama-users mailing list

>>Openmama-users@...

>>https://lists.openmama.org/mailman/listinfo/openmama-users

>>

>

________________________________

Please consider the environment before printing this e-mail.

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Any unauthorised copying, disclosure or distribution of the material in this e-mail is strictly forbidden.

---

This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden.

Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such.

_______________________________________________

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This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden.

Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such.

Re: Data Dictionary Developer Questions [I]

Tom Doust

#116

Hi Joe

Are you building your own middleware bridge? If so we would be interested in hearing more about it.

If you are building your own middleware bridge then a word of warning. As a generalisation, there are many implementation issues that the example Avis bridge does not address. We expect the new QPid(AMQP) bridge to be the open source transport to use when evaluating OpenMAMA.

Regards

Tom Doust

TOM DOUST | Head of Consultancy

TICK42

P: +44 (0) 1628 477444 | M: +44 (0) 7710 479924 | E: tom.doust@... | skype: tom.doust | http://www.tick42.com