[ts-gen] Re: database with updater for ATS
R P Herrold
herrold at owlriver.com
Wed Dec 20 15:20:28 EST 2006
On Tue, 19 Dec 2006, Doug Peck wrote:
> Interesting, I just finished an application based on my ATS that's
> sole purpose is to capture data into a database (SQL 2005). I am
> working along the same lines of using the db to capture, format and
> analyze the data while having a separate ATS that uses current data
> and the db for trade decisions.
>
> I wish I could say that I am further along but at this point I have a
> considerable amount of work left. I have an application that captures
> the data into a normalized OLTP style of database. Tonight in fact, I
> am starting on a data mart to do the aggregation and analysis.
I posted a moment ago in the yahoo list about the trading-shim
-- the database is relentlessly normalized ;) -- What to do
you mean by: 'OLTP' normalization? an On Line Transactions
Processing reliability layer is doable, but so long as we get
an ACID compliant commit on insert in our SQL database backend
[which we do], we do not know what else you seek to add.
http://www.trading-shim.org/
-- Russ Herrold'
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