Comments for Eugene Prystupa's Weblog http://eprystupa.wordpress.com Patterns, designs, automated testing and more... Mon, 21 Dec 2009 11:56:00 +0000 http://wordpress.com/ hourly 1 Comment on Detecting Running High/Low Prices Using Reactive Extensions for .NET by Processing Financial Data with Microsoft Reactive Framework (Reactive Extensions for .NET) » Lab49 Blog http://eprystupa.wordpress.com/2009/12/18/detecting-running-highlow-prices-using-reactive-extensions-for-net/#comment-130 Processing Financial Data with Microsoft Reactive Framework (Reactive Extensions for .NET) » Lab49 Blog Mon, 21 Dec 2009 11:56:00 +0000 http://eprystupa.wordpress.com/?p=140#comment-130 [...] Detecting daily Hi/Lo prices [...] [...] Detecting daily Hi/Lo prices [...]

]]> Comment on Running VWAP Calculation Using Reactive Extensions for .NET by Scott Weinstein http://eprystupa.wordpress.com/2009/12/20/running-vwap-calculation-using-reactive-extensions-for-net/#comment-129 Scott Weinstein Mon, 21 Dec 2009 04:44:33 +0000 http://eprystupa.wordpress.com/?p=149#comment-129 Eugene, I'm also of the mind that much of financial CEP engines can be replaced by the RX. Here's a VWAP sample that handles two additional use cases - multiple symbols, and calculation of vwap when no ticks are being produced. http://weblogs.asp.net/sweinstein/archive/2009/11/29/cep-style-sliding-windows-in-the-rx-take-2.aspx Eugene,

I’m also of the mind that much of financial CEP engines can be replaced by the RX.

Here’s a VWAP sample that handles two additional use cases – multiple symbols, and calculation of vwap when no ticks are being produced.

http://weblogs.asp.net/sweinstein/archive/2009/11/29/cep-style-sliding-windows-in-the-rx-take-2.aspx

]]> Comment on Running VWAP Calculation Using Reactive Extensions for .NET by Processing Financial Data with Microsoft Reactive Framework (Reactive Extensions for .NET) « Eugene Prystupa’s Weblog http://eprystupa.wordpress.com/2009/12/20/running-vwap-calculation-using-reactive-extensions-for-net/#comment-128 Processing Financial Data with Microsoft Reactive Framework (Reactive Extensions for .NET) « Eugene Prystupa’s Weblog Mon, 21 Dec 2009 04:38:57 +0000 http://eprystupa.wordpress.com/?p=149#comment-128 [...] Running VWAP calculation [...] [...] Running VWAP calculation [...]

]]> Comment on Data Feed Failover Using Reactive Extensions for .NET by Processing Financial Data with Microsoft Reactive Framework (Reactive Extensions for .NET) « Eugene Prystupa’s Weblog http://eprystupa.wordpress.com/2009/12/20/data-feed-failover-using-reactive-extensions-for-net/#comment-127 Processing Financial Data with Microsoft Reactive Framework (Reactive Extensions for .NET) « Eugene Prystupa’s Weblog Mon, 21 Dec 2009 04:38:52 +0000 http://eprystupa.wordpress.com/?p=144#comment-127 [...] Data feed failover [...] [...] Data feed failover [...]

]]> Comment on Throttling High-Frequency Data Feed Using Reactive Extensions for .NET by Processing Financial Data with Microsoft Reactive Framework (Reactive Extensions for .NET) « Eugene Prystupa’s Weblog http://eprystupa.wordpress.com/2009/12/19/throttling-high-frequency-data-feed-using-reactive-extensions-for-net/#comment-126 Processing Financial Data with Microsoft Reactive Framework (Reactive Extensions for .NET) « Eugene Prystupa’s Weblog Mon, 21 Dec 2009 04:38:47 +0000 http://eprystupa.wordpress.com/?p=143#comment-126 [...] Throttling high-frequency data feed [...] [...] Throttling high-frequency data feed [...]

]]> Comment on Detecting Running High/Low Prices Using Reactive Extensions for .NET by Processing Financial Data with Microsoft Reactive Framework (Reactive Extensions for .NET) « Eugene Prystupa’s Weblog http://eprystupa.wordpress.com/2009/12/18/detecting-running-highlow-prices-using-reactive-extensions-for-net/#comment-125 Processing Financial Data with Microsoft Reactive Framework (Reactive Extensions for .NET) « Eugene Prystupa’s Weblog Mon, 21 Dec 2009 04:38:42 +0000 http://eprystupa.wordpress.com/?p=140#comment-125 [...] Detecting daily Hi/Lo prices [...] [...] Detecting daily Hi/Lo prices [...]

]]> Comment on Data Feed Failover Using Reactive Extensions for .NET by Running VWAP Calculation Using Reactive Extensions for .NET « Eugene Prystupa’s Weblog http://eprystupa.wordpress.com/2009/12/20/data-feed-failover-using-reactive-extensions-for-net/#comment-124 Running VWAP Calculation Using Reactive Extensions for .NET « Eugene Prystupa’s Weblog Mon, 21 Dec 2009 04:36:11 +0000 http://eprystupa.wordpress.com/?p=144#comment-124 [...] Data feed failover [...] [...] Data feed failover [...]

]]> Comment on Throttling High-Frequency Data Feed Using Reactive Extensions for .NET by Running VWAP Calculation Using Reactive Extensions for .NET « Eugene Prystupa’s Weblog http://eprystupa.wordpress.com/2009/12/19/throttling-high-frequency-data-feed-using-reactive-extensions-for-net/#comment-123 Running VWAP Calculation Using Reactive Extensions for .NET « Eugene Prystupa’s Weblog Mon, 21 Dec 2009 04:36:06 +0000 http://eprystupa.wordpress.com/?p=143#comment-123 [...] Throttling high-frequency data feed [...] [...] Throttling high-frequency data feed [...]

]]> Comment on Detecting Running High/Low Prices Using Reactive Extensions for .NET by Running VWAP Calculation Using Reactive Extensions for .NET « Eugene Prystupa’s Weblog http://eprystupa.wordpress.com/2009/12/18/detecting-running-highlow-prices-using-reactive-extensions-for-net/#comment-122 Running VWAP Calculation Using Reactive Extensions for .NET « Eugene Prystupa’s Weblog Mon, 21 Dec 2009 04:36:01 +0000 http://eprystupa.wordpress.com/?p=140#comment-122 [...] Detecting daily Hi/Lo prices [...] [...] Detecting daily Hi/Lo prices [...]

]]> Comment on Processing Financial Data with Microsoft Reactive Framework (Reactive Extensions for .NET) by Running VWAP Calculation Using Reactive Extensions for .NET « Eugene Prystupa’s Weblog http://eprystupa.wordpress.com/2009/12/18/processing-financial-data-with-microsoft-reactive-framework-reactive-extensions-for-net/#comment-121 Running VWAP Calculation Using Reactive Extensions for .NET « Eugene Prystupa’s Weblog Mon, 21 Dec 2009 04:35:56 +0000 http://eprystupa.wordpress.com/?p=135#comment-121 [...] article is one from the “Processing Financial Data with Microsoft Reactive Framework (Reactive Extensions for .NET)” series of articles that demonstrate some basic applications of Rx framework to financial data. [...] [...] article is one from the “Processing Financial Data with Microsoft Reactive Framework (Reactive Extensions for .NET)” series of articles that demonstrate some basic applications of Rx framework to financial data. [...]

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