Market Data Notes (under construction!)

Hey chaps! 'Zup? It's been a while since I `touch`-ed this site. Shows how busy life have been lately. But it's great to be back and thanks for dropping by - 12K visits and 4 awesome followers! - not bad I believe.

Ok, I moved from a bit from pure UNIX admin/support work to a more interesting (niche) industry. Welcome to my world, welcome to Market Data! Very exciting! Before my current role, never heard of this (and a lot more), never crossed my mind it existed. How naive I am. Or we? So should I change the title of my blog now? Perhaps not. I still try (read: am too lazy) to get my hands dirty whenever I can.

Again, back to the new stuff I'm learning, specifically Reuters Market Data System or RMDS. As much as I want to discuss it, I still have to check to make sure I won't get sued (OK, I won't)! So for now, please bear with me as I compile some notes - hope it's useful for you, too!

P.S. You'll see NIX commands all over. Please leave a note or some sort if you can to correct or find better way to do it. All effort is appreciated.

A backgrounder (courtesy of Wiki):

Reuters Market Data System (RMDS) is an open market data platform provided by Reuters. RMDS is used to transport, integrate and manage financial data from stock exchanges and other data sources to end users (such as a bank or enterprise) using multicast or broadcast technology. The underlying Broadcast technology protocols are called Reuters Reliable Control Protocol (RRCP) and the Reuters Reliable Messaging Protocol (RRMP)

The latest version of RMDS is version 6, which uses Reuters Wire format as opposed to Marketfeed used in RMDS version 5.

OR check this site: http://thomsonreuters.com/products_services/financial/financial_products/a-z/enterprise_platform_for_real-time/

Rumor has it: something (ADH) will replace RMDS.


OK going back, basic structure of RMDS is:

Data Feed -> Source Distributor -> Sink Distributor -> Client App.

Perl-icious: Function that reads from a config file

I was asked by my colleague to make a function he'll use for one of our scripts - to make our lives easier which I don't think won't happen unless THEY get rid of the night effin' shift! Anyway, it took me sometime to figure this out (I'm learning ok?!) and then I sought the help of a resident guru BE (his initial you idiot!).

Background:

I was to read the NetAgent configuration file and determine if the server is an MDH or P2PS (this is about RMDS). Another was from the RMDS config file to do the same, which means I got to make two.

Apologies but I cannot post config files here. But I believe you can easily understand how it process things.

Here is the code - as a standalone:

sub inNetAgentConfig {

my $host = shift;

my $conf_file = "/path/to/config.file";

open FH, $conf_file or die "Error: $!\n";

$/ = "ATTRIBUTES"; # set the line delimiter to ATTRIBUTES instead of default value of newline; see special variables

my @array = <FH>;

if ( grep {/$host/} $conf_file ) {

foreach my $line ( grep {/$host/} @array ) {

if ( $line =~ /GROUP=(\w+)/ ) {

return $1;

}
}
} else {
return "Non-existent";
}

}

Another function that I made:

sub inRmdsConfig {

my $host = shift;

my $rmds_file = "/path/to/config.file";

open FILE, $rmds_file or die "Error: $!\n";

while (<FILE>) {

chomp ( $_ );

if ( $_ =~ /^$host\*(\w+)\*serverId.?/ ) {

return $1;

} else {

return "Non-existent";

}

}