Date   

Re: Build Mamda Book from Mama Subscription

Glenn McClements <g.mcclements@...>
 

Hi Nestor,

Perhaps one of the tick42blp bridge developers could help out, but one thing that may help is a orderbook message spec for OpenMAMDA. This isn't currently published on the OpenMAMA website but I see when we can get it out.


Regards,

Glenn 


Glenn McClements, SVP Engineering 

Adelaide Exchange | 24-26 Adelaide Street | Belfast | UK | BT2 8GD

www.srtechlabs.com

 

SR.LABS Proven High Speed Electronic Trading Solutions




From: openmama-users-bounces@... <openmama-users-bounces@...> on behalf of Macrux <kmacrux@...>
Sent: 30 September 2015 22:39
To: openmama-dev@...; openmama-users@...
Subject: [Openmama-users] Build Mamda Book from Mama Subscription
 
Hi there,


I'm wondering if there is any example in which data received through OpenMAMA is transformed into a Mamda Order book. For example, I have a subcription to Bloomberg through the tick42blp bridge but I need to transform the data received into a Mamda Order Book because I have a client (other program) which works with OpenMamda order books, that's the point.


Thanks in advance for any help you could give about that case.
Regards,


Nestor.

The information contained in this message may be privileged and confidential and protected from disclosure. If the reader of this message is not 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 us immediately by replying to this message and deleting it from your computer. Thank you. SR Labs LLC


Build Mamda Book from Mama Subscription

macrux
 

Hi there,


I'm wondering if there is any example in which data received through OpenMAMA is transformed into a Mamda Order book. For example, I have a subcription to Bloomberg through the tick42blp bridge but I need to transform the data received into a Mamda Order Book because I have a client (other program) which works with OpenMamda order books, that's the point.


Thanks in advance for any help you could give about that case.
Regards,


Nestor.


OpenMAMA now available on GitHub!

Matt Mulhern
 

Hi Folks,

After reviewing our current process and the number of disparate systems that we use to track and maintain OpenMAMA (Git, Bugzilla, Phabricator and Jira services), we have decided to move the hosting of the OpenMAMA source code to GitHub instead of our own dedicated git server effective immediately.

The old git server will remain online until the end of the month but will be treated as read-only. On 14th September, git.openmama.org will be fully retired.

Updating your existing repository to point to the new server is a very straightforward process. Simply run the following if you're already a GitHub user with ssh access:

git remote set-url origin https://github.com/OpenMAMA/OpenMAMA.git

This will allow you to pull down the latest source, but not push any changes. If you want to keep your changes somewhere else, I would highly recommend forking the GitHub repository. This has the advantage of being able to use pull requests instead of the usual email patch submission process.

The patch submission process will remain the same as it did before, but with the newly available option of pull requests which we're in the process of documenting.

The code review process will now be done in the open through GitHub as will ticket tracking. We'll be migrating any existing Bugzilla tickets over to the Github issue tracking system over the next few weeks as well as updating our documentation to reflect the new processes and URLs.

If you have any questions, comments or concerns, please let us know.

Cheers,
Matt


Tick42 bidge for TREP

Tom Doust
 

Hi,

 

Many of you will be aware that Tick42 have been developing an OpenMAMA bridge for Thomson Reuters TREP.  You may also have noticed that it was publicly announced yesterday.

 

There is a press release at http://www.finextra.com/news/announcement.aspx?pressreleaseid=60079  and details of how to get it at http://tick42.com/trepbridge

 

The Tick42 Bridge provides support for subscribing to L1 and L2 data (full book or aggregated by price) and published amam messages as either an interactive or non-interactive provider. It supports contribution by posting rssl messages. It includes flexible mapping between TR and mama/mamda fieldnames, field ids and types. In addition to the open source release we have an enhanced version that is available under licence from Tick42 that includes source discovery, the ability to accept posted messages, handling legacy MFEED messages, and, in the next release, the ability to handle ANSI page data.

 

Please note that you will need a licenced UPA SDK from Thomson Reuters in order to build and run the code and obviously a TREP infrastructure to connect to.

 

Please feel free to contact us either directly or through the OpenMAMA mailing lists if you have questions or comments.

 

Best 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

 

 


(No subject)

Carlos Hernandez
 

Hi folks, 

Some of you know me as an ex-NYSE tech guy, so I hope you will forgive me if my reasoning is faulty.

As I look to the protocols that the exchanges use to distribute their market data, is like the museum of technology history: UDP, itch, ouch, rash, XDP, FIX/FAST.  Nothing has really happened for years.

If a new exchange were to appear, it would face the harsh choice of using one of this formaldehyde preserved protocols, probably ITCH as some have done recently or develop one of its own (but get no traction with those that have to consume their data and repeat the errors of the past)

Furthermore, the biggest problems with choosing one of the above is the staid smell of their technology and the hidden IP issues, that the CME debacle with FIX/FAST uncovered.

Enter the OpenMama world. I know is dynamic, open (free of the obvious IP booby traps) and lovely supported by you guys, amongst whom I see people that I both like and respect technically.

What FIX/FAST promised back in the day is something I think is still worth accomplishing. Is OpenMama + OpenMDM + Open symbology ready to support market data distribution akin to what a exchange needs to offer and do so in a standard fashion?  

Warm Regards

Carlos

--
Carlos J. Hernandez
skype cj_hernandez
Yahoo perromundano


Re: OpenMAMA, OpenMAMDA and OpenMDM

Adrienne
 

Good Afternoon,

 

Firstly most of our email correspondence is on the openmama-dev@... channel, this is the best place to open new topics for discussion.

 

OpenMamda is a framework running on top of OpenMAMA which provides a market data specific API abstracting quotes, trades, order books, option chains and more, and which provides significant functionality to simplify development of trading applications.

OpenMDM is the mapping for Market Data into a normalised format.

All of which are still alive and actively developed in the open source version as well as an enterprise product maintained by SR Labs.

 

OpenMAMA is well established a platform for market data consumption and as a foundation for trading applications therefore should be applicable to your needs.

 

Thanks,

Adrienne

 

From: openmama-users-bounces@... [mailto:openmama-users-bounces@...] On Behalf Of Macrux
Sent: 26 March 2015 14:59
To: openmama-users@...
Subject: [Openmama-users] OpenMAMA, OpenMAMDA and OpenMDM

 

Hi there,

First of all, thanks in advance for your help. In second place, I want to know which is the relation between openMAMA, openMAMDA and OpenMDM and if are those projects still alive or have they been forgotten.

In third place, I'm trying to develop an algorithmic trading system that could be feeded by several data sources (live and historical) like bloomberg market data service, FIX 4.4 market data, among others,  and I would like to know if openMAMA is the right option.

Again, thanks for your comments and answers!

 


OpenMAMA, OpenMAMDA and OpenMDM

macrux
 

Hi there,

First of all, thanks in advance for your help. In second place, I want to know which is the relation between openMAMA, openMAMDA and OpenMDM and if are those projects still alive or have they been forgotten.

In third place, I'm trying to develop an algorithmic trading system that could be feeded by several data sources (live and historical) like bloomberg market data service, FIX 4.4 market data, among others,  and I would like to know if openMAMA is the right option.

Again, thanks for your comments and answers!


OpenMAMA 2.3.1 Released

Damian Maguire <DMaguire@...>
 

Morning all, 

It's with great pleasure that we're announcing the latest point release OpenMAMA, 2.3.1, is now available. This release has seen a large number of changes, with a particular focus on improving the overall build process across platforms. As such, there's been a lot of work on Scons and the Visual Studio solution files. Equally, with a lot of community engagement, we've continued to address bug fixes, keep MAMDA up to date, improve performance and code hygiene, enhance both the Avis and Qpid bridges, and see a large chunk of new open source functionality in the form of the Field Cache. 

A bit more detail can be found in the announcement blog post on the OpenMAMA website, here.

The source code for this release can be found in the OpenMAMA git repository, where 2.3.1 is now the head of the master branch. The following source, RPM and binary releases are also available:


Looking forward, there's a lot of exciting changes coming around the corner – the dynamic loading working group is in full swing, and we're expecting some of the work performed there to start filtering into the main repository with the coming months, which will not only provide new features, but also help future proof OpenMAMA as we go forward. Similarly, we've seen a great uptick in engagement from the whole community, in terms of not only code contributions, but also testing, bug reporting and general feedback. This looks set to continue to grow,  so expect to see a lot of interesting work coming over the next few months. At present we're expecting a new release around the end of September, so keep your eye out for that.

Thanks again for all the assistance from everyone who contributed, and as always if anyone has any questions feel free to drop me a mail.

Damian

Damian Maguire – Senior R&D and OpenMAMA Specialist
IntercontinentalExchange | NYSE Technologies
24-26 Adelaide Exchange | Belfast, BT2 8GD
Tel: +44 2890 822 282 (ext: 452161) | Mob: +44 7540 204 077

This message may contain confidential information and is intended for specific recipients unless explicitly noted otherwise. If you have reason to believe you are not an intended recipient of this message, please delete it and notify the sender. This message may not represent the opinion of IntercontinentalExchange Group, Inc. (ICE), NYSE Euronext or any of their subsidiaries or affiliates, and does not constitute a contract or guarantee. Unencrypted electronic mail is not secure and the recipient of this message is expected to provide safeguards from viruses and pursue alternate means of communication where privacy or a binding message is desired.


Re: Current binary Windows gzip file is missing headers

Damian Maguire <DMaguire@...>
 

Thanks for bringing that to my attention Alpert. From a quick look it appears to be a bug in the Scons build on Windows, which doesn't copy across the full set of headers. I'll put together a fix, and look at regenerating the binary. 

Thanks, 

Damian

From: <Alpert>, Reed <reed.alpert@...>
Date: Tuesday, April 1, 2014 5:40 PM
To: "openmama-users@..." <openmama-users@...>
Cc: "Williamson, Richard X" <richard.williamson@...>
Subject: [Openmama-users] Current binary Windows gzip file is missing headers

The Windows binary gzip release for 2.3.0 is missing some header files.

The zip is at: http://www.openmama.org/sites/default/files/openmama-2.3.0-WIN7-i386.zip.

 

The files that are missing are these, which are included from wombat/port.h:

#include"windows/lock.h"

#include"windows/mmap.h"

 

Thanks,

 

Reed.

 


Reed Alpert | Corporate & Investment Bank | PIM Trading Technology | J.P. Morgan | 4 Metrotech Center, 23rd Floor, Brooklyn, NY 11245 | T: 718.242.5198  | M: 917.414.4613 | reed.alpert@...

 

Alternate Contact:  CIB PIM Trading Technology Solutions NA | CIB_PIM_Trading_Technology_Solutions_NA@...

 

This communication is for informational purposes only. It is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates. This transmission may contain information that is proprietary, privileged, confidential and/or exempt from disclosure under applicable law. If you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is STRICTLY PROHIBITED. Although this transmission and any attachments are believed to be free of any virus or other defect that might affect any computer system into which it is received and opened, it is the responsibility of the recipient to ensure that it is virus free and no responsibility is accepted by JPMorgan Chase & Co., its subsidiaries and affiliates, as applicable, for any loss or damage arising in any way from its use. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Thank you. Please refer to http://www.jpmorgan.com/pages/disclosures for disclosures relating to European legal entities.


This message may contain confidential information and is intended for specific recipients unless explicitly noted otherwise. If you have reason to believe you are not an intended recipient of this message, please delete it and notify the sender. This message may not represent the opinion of IntercontinentalExchange Group, Inc. (ICE), NYSE Euronext or any of their subsidiaries or affiliates, and does not constitute a contract or guarantee. Unencrypted electronic mail is not secure and the recipient of this message is expected to provide safeguards from viruses and pursue alternate means of communication where privacy or a binding message is desired.


Current binary Windows gzip file is missing headers

Reed Alpert
 

The Windows binary gzip release for 2.3.0 is missing some header files.

The zip is at: http://www.openmama.org/sites/default/files/openmama-2.3.0-WIN7-i386.zip.

 

The files that are missing are these, which are included from wombat/port.h:

#include "windows/lock.h"

#include "windows/mmap.h"

 

Thanks,

 

Reed.

 


Reed Alpert | Corporate & Investment Bank | PIM Trading Technology | J.P. Morgan | 4 Metrotech Center, 23rd Floor, Brooklyn, NY 11245 | T: 718.242.5198  | M: 917.414.4613 | reed.alpert@...

 

Alternate Contact:  CIB PIM Trading Technology Solutions NA | CIB_PIM_Trading_Technology_Solutions_NA@...

 

This communication is for informational purposes only. It is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates. This transmission may contain information that is proprietary, privileged, confidential and/or exempt from disclosure under applicable law. If you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is STRICTLY PROHIBITED. Although this transmission and any attachments are believed to be free of any virus or other defect that might affect any computer system into which it is received and opened, it is the responsibility of the recipient to ensure that it is virus free and no responsibility is accepted by JPMorgan Chase & Co., its subsidiaries and affiliates, as applicable, for any loss or damage arising in any way from its use. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Thank you. Please refer to http://www.jpmorgan.com/pages/disclosures for disclosures relating to European legal entities.


New on the Blog: Getting Started - Part 2

Damian Maguire <DMaguire@...>
 

Evening all, 

Some light reading to kick off your weekend, the second part of the "Getting Started" series is now up on the blog. This time we take you through setting up capturereplay as a test publisher for sample market data, and using the mamalistenc and bookticker example applications to subscribe to it. 


I'd love to hear some feedback about the content, or what else you'd like to see us writing about, so if you have any thoughts drop me a mail and let me know. 

Have a good weekend all, 

Cheers, 

D

Damian Maguire – Senior R&D and OpenMAMA Specialist
IntercontinentalExchange | NYSE Technologies
24-26 Adelaide Exchange | Belfast, BT2 8GD
Tel: +44 2890 822 282 (ext: 452161) | Mob: +44 7540 204 077

This message may contain confidential information and is intended for specific recipients unless explicitly noted otherwise. If you have reason to believe you are not an intended recipient of this message, please delete it and notify the sender. This message may not represent the opinion of IntercontinentalExchange Group, Inc. (ICE), NYSE Euronext or any of their subsidiaries or affiliates, and does not constitute a contract or guarantee. Unencrypted electronic mail is not secure and the recipient of this message is expected to provide safeguards from viruses and pursue alternate means of communication where privacy or a binding message is desired.


Today on the Blog - Quick Start: Part 1

Damian Maguire <DMaguire@...>
 

New blog post just up there, for anyone interested. It's a quick introduction to getting OpenMAMA up and running on RedHat and Centos (taken from the full Quick Start Guide on the wiki): 


Part 2, which will include running the capturereplayc, mamalistenc and bookviewer tools, should be out next week. Any comments/questions let me know.

Cheers, 

Damian 

Damian Maguire – Senior R&D and OpenMAMA Specialist
IntercontinentalExchange | NYSE Technologies
24-26 Adelaide Exchange | Belfast, BT2 8GD
Tel: +44 2890 822 282 (ext: 452161) | Mob: +44 7540 204 077

This message may contain confidential information and is intended for specific recipients unless explicitly noted otherwise. If you have reason to believe you are not an intended recipient of this message, please delete it and notify the sender. This message may not represent the opinion of IntercontinentalExchange Group, Inc. (ICE), NYSE Euronext or any of their subsidiaries or affiliates, and does not constitute a contract or guarantee. Unencrypted electronic mail is not secure and the recipient of this message is expected to provide safeguards from viruses and pursue alternate means of communication where privacy or a binding message is desired.


Re: Loading MamaMsg from dictionary

Damian Maguire <DMaguire@...>
 

Hey Reed, 

In answer to your first question, yes the getDictionaryMessage method uses the default payload bridge for generating the dictionary message. At present there's no way to create a dictionary message for other currently loaded payloads, though I suspect an implementation would be straight forward. If you'd like to raise a bugzilla ticket (http://bugs.openmama.org) describing the issue, we'll be able to track it and someone in the community may be able to pick it up. Obviously, if you'd like to submit a patch yourself it would be greatly appreciated. 

As a work around, it would be possible to iterate the dictionary message generated by the default payload, and push the details into a message for the alternative payloads. This would be similar to the mechanism used by the captureconvert application found in mama/c_cpp/src/testtools/captureconvert/c/. It's certainly not an ideal approach, and would be better managed internal to MAMA, but it should work in the interim.

Thanks, 

Damian

Damian Maguire – Senior R&D and OpenMAMA Specialist
IntercontinentalExchange | NYSE Technologies
24-26 Adelaide Exchange | Belfast, BT2 8GD
Tel: +44 2890 822 282 (ext: 452161) | Mob: +44 7540 204 077

From: <Alpert>, Reed <reed.alpert@...>
Date: Monday, February 10, 2014 6:15 PM
To: "openmama-users@..." <openmama-users@...>
Subject: [Openmama-users] Loading MamaMsg from dictionary

The C++ MamaDictionary has a MamaMsg* getDictionaryMessage()method.

Does this use the payload of the default bridge?

If multiple bridges are loaded, and need to have dictionaries published to them, is there a way to create dictionary messages with the native payload for each bridge?

 

Thanks,

 

Reed.

 


Reed Alpert | Corporate & Investment Bank | PIM Trading Technology | J.P. Morgan | 4 Metrotech Center, 23rd Floor, Brooklyn, NY 11245 | T: 718.242.5198  | M: 917.414.4613 | reed.alpert@...

 

Alternate Contact:  CIB PIM Trading Technology Solutions NA | CIB_PIM_Trading_Technology_Solutions_NA@...

 

This communication is for informational purposes only. It is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates. This transmission may contain information that is proprietary, privileged, confidential and/or exempt from disclosure under applicable law. If you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is STRICTLY PROHIBITED. Although this transmission and any attachments are believed to be free of any virus or other defect that might affect any computer system into which it is received and opened, it is the responsibility of the recipient to ensure that it is virus free and no responsibility is accepted by JPMorgan Chase & Co., its subsidiaries and affiliates, as applicable, for any loss or damage arising in any way from its use. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Thank you. Please refer to http://www.jpmorgan.com/pages/disclosures for disclosures relating to European legal entities.


This message may contain confidential information and is intended for specific recipients unless explicitly noted otherwise. If you have reason to believe you are not an intended recipient of this message, please delete it and notify the sender. This message may not represent the opinion of IntercontinentalExchange Group, Inc. (ICE), NYSE Euronext or any of their subsidiaries or affiliates, and does not constitute a contract or guarantee. Unencrypted electronic mail is not secure and the recipient of this message is expected to provide safeguards from viruses and pursue alternate means of communication where privacy or a binding message is desired.


Loading MamaMsg from dictionary

Reed Alpert
 

The C++ MamaDictionary has a MamaMsg* getDictionaryMessage() method.

Does this use the payload of the default bridge?

If multiple bridges are loaded, and need to have dictionaries published to them, is there a way to create dictionary messages with the native payload for each bridge?

 

Thanks,

 

Reed.

 


Reed Alpert | Corporate & Investment Bank | PIM Trading Technology | J.P. Morgan | 4 Metrotech Center, 23rd Floor, Brooklyn, NY 11245 | T: 718.242.5198  | M: 917.414.4613 | reed.alpert@...

 

Alternate Contact:  CIB PIM Trading Technology Solutions NA | CIB_PIM_Trading_Technology_Solutions_NA@...

 

This communication is for informational purposes only. It is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates. This transmission may contain information that is proprietary, privileged, confidential and/or exempt from disclosure under applicable law. If you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is STRICTLY PROHIBITED. Although this transmission and any attachments are believed to be free of any virus or other defect that might affect any computer system into which it is received and opened, it is the responsibility of the recipient to ensure that it is virus free and no responsibility is accepted by JPMorgan Chase & Co., its subsidiaries and affiliates, as applicable, for any loss or damage arising in any way from its use. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Thank you. Please refer to http://www.jpmorgan.com/pages/disclosures for disclosures relating to European legal entities.


Re: Typo in Quick Start Guide

Damian Maguire <DMaguire@...>
 

Nice catch Guy, thanks for that. Should be fixed on the site now.

Cheers,

Damian



On 1/27/14 5:04 PM, "Guy" <guy.tal@...> wrote:

On the Quick Start Guide
{http://www.openmama.org/content/quick-start-guide] in paragraph "4.
Running OpenMAMA":

under the line "Then in the second run:"

cd /opt/openmama source config/profile.openmama mamasubscriberc -tport
pub -m qpid

Instead of 'pub' it should be 'sub'
_______________________________________________
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Openmama-users@...
https://lists.openmama.org/mailman/listinfo/openmama-users
________________________________________________________

This message may contain confidential information and is intended for specific recipients unless explicitly noted otherwise. If you have reason to believe you are not an intended recipient of this message, please delete it and notify the sender. This message may not represent the opinion of IntercontinentalExchange Group, Inc. (ICE), NYSE Euronext or any of their subsidiaries or affiliates, and does not constitute a contract or guarantee. Unencrypted electronic mail is not secure and the recipient of this message is expected to provide safeguards from viruses and pursue alternate means of communication where privacy or a binding message is desired.
________________________________________________________


Typo in Quick Start Guide

Guy
 

On the Quick Start Guide {http://www.openmama.org/content/quick-start-guide] in paragraph "4. Running OpenMAMA":

under the line "Then in the second run:"

cd /opt/openmama source config/profile.openmama mamasubscriberc -tport pub -m qpid

Instead of 'pub' it should be 'sub'


OpenMAMA 2.3.0 Released

Damian Maguire <DMaguire@...>
 

Evening all, 

It's been a long time coming, but we're happy to announce the release of OpenMAMA 2.3.0. Included in the new release are a wide range of new and improved features, including:
  • Qpid Proton middleware and payload bridge, running on both Linux and Windows, and with full market data support.
  • Completely new SCons based build infrastructure.
  • New and improved market data capture and replay tools, including sample level 1 and level 2 market data, symbol lists and data dictionary.
  • Redhat and Centos Linux releases are now packaged as RPMs.
  • Over 1500 unit tests.
  • Wide ranging bug fixes and other code improvements. 
The new release is available for download as binary releases, RPMs or a source tarball from the main OpenMAMA releases site, while the sample data, dictionary and symbol lists are available from the downloads page. We've also pulled together a blog post providing a bit more detail regarding the changes within the release, which is available here.

The latest release has seen a significant amount of work, with a large contribution coming from the community, and we're grateful for all the support we've received when working on it. However, as with all software there may still be some bugs, so if you have some trouble getting started, or spot any issues please raise them on the mailing lists or on our Bugzilla.

Looking forward to hearing your feedback.

Thanks,

Damian

Damian Maguire – Senior R&D and OpenMAMA Specialist
IntercontinentalExchange | NYSE Technologies
24-26 Adelaide Exchange | Belfast, BT2 8GD
Tel: +44 2890 822 282 (ext: 452161) | Mob: +44 7540 204 077

This message may contain confidential information and is intended for specific recipients unless explicitly noted otherwise. If you have reason to believe you are not an intended recipient of this message, please delete it and notify the sender. This message may not represent the opinion of IntercontinentalExchange Group, Inc. (ICE), NYSE Euronext or any of their subsidiaries or affiliates, and does not constitute a contract or guarantee. Unencrypted electronic mail is not secure and the recipient of this message is expected to provide safeguards from viruses and pursue alternate means of communication where privacy or a binding message is desired.


Re: related projects for market data?

Damian Maguire <DMaguire@...>
 

As just mentioned on the other thread, I've seen a similar commercial
project targeted at Excel
(http://www.mdxtechnology.com/products/mdxt-connect), but I don't know of
anything for LibreOffice. Some of the other guys on the lists may have
seen something though, so I'll leave that as an open question for them ;-)

The FHCE seems interesting, though I'd be concerned that the code is a bit
out of date - 3 years ago is a long time in Feedhandler land, and I know
that a number of the protocols they're supporting have certainly moved on
a bit (BATS Pitch has reached version 2.20 at least). That said, with
these things it's always going to be easier to improve pre-existing code
for your requirements than to write something from scratch, so in that
regard they may be useful depending on what exactly you wish to achieve.
Interfacing them with OpenMAMA would likely be an interesting project for
sure, but making them work as reasonable open source feedhandlers may take
a larger effort.

Do you have a specific use case in mind? Or were you hoping to just plug
in OpenMAMA and get data flowing?

Cheers,

Damian


---
Damian Maguire ­ Senior R&D and OpenMAMA Specialist
IntercontinentalExchange | NYSE Technologies
24-26 Adelaide Exchange | Belfast, BT2 8GD
Tel: +44 2890 822 282 (ext: 452161) | Mob: +44 7540 204 077
dmaguire@...




On 11/23/13 9:05 AM, "Daniel Pocock" <daniel@...> wrote:




Has anybody done any work on something like a LibreOffice Calc
spreadsheet extension for OpenMAMA, either for retrieving rates or
publishing them?

On the feed handler situation, somebody recently pointed this out to me:

http://csinitiative.com/news/view/collaborative_software_initiative_introd
uces_open_market_data_feed_handlers/

and the code:

https://github.com/csinitiative/fhce/

Has anybody worked with this? Does anybody feel it is suitable (or not)
for use with OpenMAMA?

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

This message may contain confidential information and is intended for specific recipients unless explicitly noted otherwise. If you have reason to believe you are not an intended recipient of this message, please delete it and notify the sender. This message may not represent the opinion of IntercontinentalExchange Group, Inc. (ICE), NYSE Euronext or any of their subsidiaries or affiliates, and does not constitute a contract or guarantee. Unencrypted electronic mail is not secure and the recipient of this message is expected to provide safeguards from viruses and pursue alternate means of communication where privacy or a binding message is desired.
________________________________________________________


Re: another blog on market data with OpenMAMA

Damian Maguire <DMaguire@...>
 

This is great Daniel, very nice post. Some of the ideas you've mentioned
(accounting etc) would be very cool as well.

The LibreOffice idea sounds really interesting, and good to see the
LibreOffice guys are keen to get something moving. There was a commercial
offering from a group called MDX a few years ago to build a similar
streaming application for Excel, which used the previous commercial MAMA
version - http://www.mdxtechnology.com/products/mdxt-connect. Probably
worth taking a look at what they have there as well, might help inform a
way forward.

If there's anything we can do to help with the effort just let me know,
we'll do our best to assist in any way we can.

Cheers,

Damian

---
Damian Maguire ­ Senior R&D and OpenMAMA Specialist
IntercontinentalExchange | NYSE Technologies
24-26 Adelaide Exchange | Belfast, BT2 8GD
Tel: +44 2890 822 282 (ext: 452161) | Mob: +44 7540 204 077
dmaguire@...




On 11/27/13 7:17 PM, "Daniel Pocock" <daniel@...> wrote:




I followed up on my blog post from August, giving the wider free
software community a more detailed overview of some of the possibilities
with market data.

http://danielpocock.com/real-time-streaming-market-data-with-free-open-sou
rce-software



There is also some related work going on in LibreOffice, there is a link
to their discussion thread:

http://lists.freedesktop.org/archives/libreoffice/2013-November/057706.htm
l
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another blog on market data with OpenMAMA

Daniel Pocock
 

I followed up on my blog post from August, giving the wider free
software community a more detailed overview of some of the possibilities
with market data.

http://danielpocock.com/real-time-streaming-market-data-with-free-open-source-software



There is also some related work going on in LibreOffice, there is a link
to their discussion thread:

http://lists.freedesktop.org/archives/libreoffice/2013-November/057706.html