NAME¶
Finance::Streamer - Interface to Datek Streamer.
VERSION¶
This document refers to version 1.07 of Finance::Streamer, released Tue, 27 Aug
2002.
SYNOPSIS¶
use Finance::Streamer;
my $user = 'USER1234';
my $pass = 'SF983JFDLKJSDFJL8342398KLSJF8329483LF';
my $symbols = 'JDSU+QCOM+AMAT+IBM+^COMPX';
my $fields = '0+1+2+3+4+8+9+21';
my $streamer = Finance::Streamer->new( user => $user,
pass => $pass,
symbols => $symbols,
fields => $fields,
);
my $sub = sub
{
my (%all_data) = @_;
foreach my $symbol (keys %all_data) {
print "$symbol\n";
my %data = %{$all_data{$symbol}};
foreach my $data_part (keys %data) {
print "$data_part", "=", $data{$data_part}, "\n";
}
}
};
$streamer->{sub_recv} = $sub;
#$streamer->receive;
$streamer->receive_all;
DESCRIPTION¶
This library provides an interface that can be used to access Datek Streamer
market data.
It works with the new Streamer (version 3) as opposed to the older (version 2).
There are four subroutines available to use. The first two,
connect and
Parser, make the required tasks of connecting to a Streamer server and
parsing raw quote data into an easier to use format (such as a hash) easy to
do. The third,
receive, makes the task of using the data as easy as
possible by using the previously mentioned subroutines (connect, receive). The
fourth,
receive_all, is identical to
receive but it returns the
data state.
If you just want to use the data, focus on the functions
receive and
receive_all. If you want to know how the protocol works (roughly),
focus on the
connect and
Parser functions.
OPERATIONS¶
Finance::Streamer->new;¶
Returns: defined object on success, FALSE otherwise
The
new sub stores the values passed to it for use by other subroutines
later. For example, if you wanted to use a subroutine that required a value
for
symbols to be defined, you could do it like so.
$obj = Finance::Streamer->new(symbols => $your_symbols)
or die "error new()";
# then use the sub that requires "symbols"
$obj->connect;¶
Returns: IO::Socket::INET object on success, FALSE on error
Requires the following object attributes:
user pass symbols fields [agent] [timeout]
The
connect sub is used to initiate a connection with the data server.
The object attributes
user,
pass,
symbols,
fields,
optional
agent, and an optional
timeout, must be defined in the
streamer object before using this subroutine. Each is describe in more
detail below.
$obj->{user} = $user;
$obj->{pass} = $pass;
$obj->{symbols} = $symbols;
$obj->{fields} = $fields;
$obj->{agent} => $agent; # optional
$obj->{timeout} => $timeout; # optional
The
user and
pass value is the user name and password of the
account to be used for receiving data. See the section "how to obtain
user name and password" below, for more info.
IMPORTANT - If the
user or
pass is wrong, there is no
indication other than no data arriving after connection.
The
symbols value can contain up to 23 symbols in all uppercase joined by
a '+' character.
$symbols = "JDSU+QCOM+AMAT+IBM";
The
fields value can be any combination of the integers 0 to 21 in
sequential order joined by the '+' character. See the section "field
numbers" below, for more info.
$fields = "0+1+2+3+21";
The
agent field determines the id of this library when it connects to a
Streamer server. By default the id is the name of this library. The string
should be one line with
no carriage return ('\n').
$agent = "My Server 1.01";
The
timeout specifies the maximum number of seconds to wait for the
connection to succeed. The default value of
60 seconds is used if no
value is specified.
$timeout = 30;
my $sock = $obj->connect
or die "error connect()";
Finance::Streamer::Parser($raw_data);¶
Returns: %data on success, FALSE otherwise
The
Parser subroutine changes raw quote data into a form that is easier
to use.
IMPORTANT - The raw quote data must have been received using the
fields value 0 or this subroutine wont work.
This subroutine does not use the
streamer object, so the name must be
fully specified. The only argument that is required is a variable containing
the raw data for a quote.
If the parser is successful a hash containing the data will be returned. The
hash will contain a key for each symbol that data was received for. Each
symbol entry is a reference to another hash that has a key for each value that
data is available for. A helpful tool for visualizing this is the
Data::Dumper module.
Many checks/tests are made while the data is being parsed. If something is wrong
with the data, an error message will be printed to STDERR and
undef
will be returned if the error was substantial enough that the quote data is
wrong.
$obj->receive;¶
Returns: does not return
Requires the following object attributes:
sub_recv user pass symbols fields [timeout] [sub_hrtbt]
The
receive subroutine deals with all the issues of connecting to the
server, receiving data, etc, and executes the subroutine specified by
sub_recv, passing a single argument which contains the quote data every
time a quote is received.
The object attributes
sub_recv,
user,
pass,
symbols,
fields, optional
timeout and optional
sub_hrtbt must be
defined before using this subroutine.
$obj->{sub_recv} = $sub_ref;
$obj->{sub_hrtbt} = $sub_ref_heartbeat;
The
sub_recv value is a reference to a subroutine to be executed when new
quote data arrives. One argument, an object of parsed data as returned by
Parser, will be passed to this subroutine.
The values
user,
pass,
symbols,
fields and
timeout are used for the
connect subroutine. See the section on
connect for more information.
The
timeout value, while it is used for
connect, is also used in
this subroutine to specify the maximum number of seconds to wait for new data
to arrive before reconnecting. The default value of
60 seconds is used
if no value is specified.
The
sub_hrtbt value is a reference to a subroutine to be executed when a
heartbeat happens. One argument, the time at which the heartbeat
occurred, will be passed to this subroutine when executed.
Error messages may be displayed. Messages about errors receiving data will
indicate why and may result in a reconnection. Messages about the status
indicated in the received data are for information purposes and do not usually
result in a reconnect. All messages are displayed to STDERR and so can be
easily redirected. An example of how to turn off messages is below, where
"a.out" is the name of the program and "2" is the number
of the file descriptor representing standard error.
a.out 2>/dev/null
$obj->receive_all;¶
Identical to the function
receive() except that instead of getting just
the changed values, any values that do not have changed values have their most
recent value. So, it sort of keeps a current state changing only the values
that are updated returning the current state.
Example:
1: bid_size = 200, ask_size = 300
2: bid_size = 400 # receive()
2: bind_size = 400, ask_size = 300 # receive_all()
NEED TO KNOW¶
This section contains information that must be understood in order to use this
library.
how to obtain user name and password¶
When you first start the Streamer application provided by Datek a window will
pop up giving you a choice of what you want to launch (Streamer, Portfolio,
Last Sale, Index). If you look at the html source of that window you will find
near the top a place where your user name is displayed in all capitals (e.g.
"USER12345") and below it is a long string of upper case letters and
numbers. The long string is your password.
field numbers¶
The
field numbers are used to choose what data you want to receive for
each symbol.
number name description
------ ---- -----------
0 symbol
1 bid
2 ask
3 last
4 bid_size size of bid in 100's
5 ask_size size of ask in 100's
6 bidID (Q=Nasdaq)
7 askID
8 volume total volume
9 last_size size of last trade
10 trade_time time of last trade (HH:MM:SS)
11 quote_time time of last quote (HH:MM:SS)
12 high high of day
13 low low of day
14 BT tick, up(U) or down(D)
15 prev_close previous close
16 exch exchange(q=Nasdaq)
17 ? do not use, unknown
18 ? do not use, unknown
19 isld_bid Island bid
20 isld_ask Island ask
21 isld_vol Island volume
PREREQUISITES¶
Module Version
------ -------
IO::Socket::INET 1.25
IO::Select 1.14
AUTHOR¶
Jeremiah Mahler <jmahler@pacbell.net>
COPYRIGHT¶
Copyright (c) 2002, Jeremiah Mahler. All Rights Reserved. This module is free
software. It may be used, redistributed and/or modified under the same terms
as Perl itself.