Does PyRFA support conflation for streaming?

wiwat-tharateeraparb commented 9 years ago

PyRFA does not combine market data from two or more services on its own. However it does support service resiliency through Service Group where it subscribes to two or more services and give you the data from the first available service.

peervm commented 9 years ago

Sorry, I might have used the wrong term, but I thought conflation means that if multiple updates are queued up in the event queue then earlier updates are ignored and conflated into a single update when they are finally dispatched. (I.e. only the latest update dictionary is returned)

wiwat-tharateeraparb commented 9 years ago

Hi, PyRFA does not support this.

wiwat-tharateeraparb commented 9 years ago

PyRFA cannot conflate updates at this version. I know this can be done at ADH level. Will explore the possibility though.

Wiwat Tharateeraparb www.devcartel.com | wiwat.t@devcartel.com +668 9500 9810

On 1 Jul 2015, at 17:34, peervm notifications@github.com wrote:

Sorry, I might have used the wrong term, but I thought conflation means that if multiple updates are queued up in the event queue then earlier updates are ignored and conflated into a single update when they are finally dispatched. (I.e. only the latest update dictionary is returned)

— Reply to this email directly or view it on GitHub https://github.com/devcartel/api/issues/11#issuecomment-117587715.

peervm commented 9 years ago

Understood - thanks for the prompt reply.

wiwat-tharateeraparb commented 9 years ago

Good news, the next release of PyRFA will include a feature called "pause/resume" with new commands pyrfa.pause("RIC1,RIC2"),pyrfa.resume("RIC1,RIC2"),pyrfa.pauseAll() and pyrfa.resumeAll(). Currently, we have tested this feature and been able to conflate updates with variable conflation time.

To achieve update conflation, we can use pause/resume with command:

p.resumeAll()
p.dispatchEventQueue(50)
p.pauseAll()

Individual update during a pause

IDN_RDF_SDS - JPY=
     EURO_NETCH 0.21
          MTYPE UPDATE
            RIC JPY=
        SERVICE IDN_RDF_SDS

IDN_RDF_SDS - JPY=
      PCTCHG_6M 4.97
        SERVICE IDN_RDF_SDS
            RIC JPY=
          MTYPE UPDATE
     PCTCHG_YTD -2.51
     PCTCHG_MTD 0.47
      PCTCHG_3M 1.34

After resuming, updates are conflated to:

IDN_RDF_SDS - JPY=
      PCTCHG_6M 4.97
        SERVICE IDN_RDF_SDS
     EURO_NETCH 0.21
     PCTCHG_MTD 0.47
          MTYPE UPDATE
     PCTCHG_YTD -2.51
            RIC JPY=
      PCTCHG_3M 1.34

peervm commented 9 years ago

Awesome - that is exactly what I am looking for.

wiwat-tharateeraparb commented 9 years ago

Just released 8.0.0.1 and it supports pause/resume. Checkout examples/conflation.py for using pause/resume to make update conflation. Cheers.

peervm commented 9 years ago

Great stuff -and thanks for the fast turn around time. Much appreciated.

I just realized that 8.0.0.1 doesn't support windows 32bit 2.7 anymore. Unfortunately due to a couple of proprietary yet essential libraries, I am unable to upgrade. Is the decision to drop 32bit builds permanent, because I am sure other people must have the same problem.

Thanks.

ukrit-himakoon commented 9 years ago

Hello

According to RFA 8.0, it currently supports only 64 bit machine. So, PyRFA8.0 will follow this as well for the future release.

Good news that we're working to release PyRFA7.6.1.3 which will support windows 32 bit machine. We'll keep you posted once the package is available for the download.

However, we still encourage you to upgrade to windows 64 bit in the future.

Thanks for using PyRFA Ukrit H.

On Mon, Aug 24, 2015 at 12:19 PM, Peer VM notifications@github.com wrote:

Great stuff -and thanks for the fast turn around time. Much appreciated.

I just realized that 8.0.0.1 doesn't support windows 32bit 2.7 anymore. Unfortunately due to a couple of proprietary yet essential libraries, I am unable to upgrade. Is the decision to drop 32bit builds permanent, because I am sure other people must have the same problem.

Thanks.

— Reply to this email directly or view it on GitHub https://github.com/devcartel/api/issues/11#issuecomment-134039320.

ukrit-himakoon commented 9 years ago

Hello,

I would like to inform you that we have released RFA7.6.1.3 which supports windows 32 bit today. Definitely, this version also support pause/resume capability as requested.

Please noted that since PyRFA8.0.0 there's an update which simplify the output data so now the message exposes from dispatchEventQueue will be the dictionary as in the example below, you need to update your source code to support this data format as well.

p.marketPriceRequest('EUR=') p.dispatchEventQueue() {'MTYPE':'REFRESH','RIC':'EUR=','SERVICE':'IDN_RDF_SDS'} {'MTYPE':'IMAGE','RIC':'EUR=','SERVICE':'IDN_RDF_SDS','ASK':1.3712,'BID':1.3709,...}

Please visit our download page below:

http://devcartel.com/pyrfa

Best regards, Ukrit H.

On Mon, Aug 24, 2015 at 12:32 PM, Ukrit Himakoon ukrit.h@devcartel.com wrote:

Hello

According to RFA 8.0, it currently supports only 64 bit machine. So, PyRFA8.0 will follow this as well for the future release.

Good news that we're working to release PyRFA7.6.1.3 which will support windows 32 bit machine. We'll keep you posted once the package is available for the download.

However, we still encourage you to upgrade to windows 64 bit in the future.

Thanks for using PyRFA Ukrit H.

On Mon, Aug 24, 2015 at 12:19 PM, Peer VM notifications@github.com wrote:

Great stuff -and thanks for the fast turn around time. Much appreciated.

I just realized that 8.0.0.1 doesn't support windows 32bit 2.7 anymore. Unfortunately due to a couple of proprietary yet essential libraries, I am unable to upgrade. Is the decision to drop 32bit builds permanent, because I am sure other people must have the same problem.

Thanks.

— Reply to this email directly or view it on GitHub https://github.com/devcartel/api/issues/11#issuecomment-134039320.

devcartel / pyrfa

Does PyRFA support conflation for streaming? #11