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Trading Application Expand / Collapse
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Posted Friday, February 29, 2008 3:10 PM
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Hi,

We are developing a real time trading application. The real time stock quotes feed will be received as inserts into the SQL Server 2005 DB.

We should be developing an application that will connect to the DB, The traditional methods to access DB(communication will be over web) seems to be not providing tick by tick updates to clients.

I need to know if there is any workaround to handle tick by tick updates using DB. Do we need to develop sort of a middle ware to handle connections with the SQL Server DB and use socket programming to access data?

Thanks

Post #462712
Posted Monday, March 3, 2008 12:51 PM
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I think this is a real tricky question to ask, and I'll doubt you'll get an answer. Web connectivity usually uses disconnected record sets so real time will need continous connections and a way to force client updates. Other than that I can offer no other thoughts, sorry.

The GrumpyOldDBA
www.grumpyolddba.co.uk
http://sqlblogcasts.com/blogs/grumpyolddba/
Post #463389
Posted Tuesday, March 4, 2008 9:37 AM
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You should consider using something like www.LightStreamer.com or http://www.cognethos.com to provide Connectivity to your server.
The expectation of a trading app is realtime updates. A socket app will have issues with firewalls

We have developed numerous trading applications and direct connectivity to the DB is a bad idea.
Post #463877
Posted Wednesday, March 5, 2008 4:18 AM
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Hi there,
Continous DB connectivity is a bad idea, as it ties up resources and (as mentioned) suffers from socket issues. If this is a desktop app, consider creating a server (I usually use a windows service) which will be responsible for receiving the data feed from the source and notify the clients. This can be done using many technologies, but I favour remoting with custom event sinks. Then in your server have a routine which will every so often (5 minutes, 30 seconds, however often you choose) save all your current orders to the DB.
If this is a web app, the same applies, but you will have to develop a client-side Javascript engine to either keep a permanent connection open to the server or query the server at a specified interval (say every 2 seconds) to check if updates are available.
Hope this helpes,
S Armondi
Post #464329
Posted Wednesday, March 5, 2008 4:20 AM
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Sorry, just re-read the pos and saw that it is a web application!
Check out www.oilspace.net and sign up for an online demo, I think it might be similar to what you want to do.
Regards,
S Armondi
Post #464330
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