|JTOOLS PULSAR MONITOR APPLICATION
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Project Location: \JTools_PulsarMonitor
Over the years I have written many systems that distribute real time data
streams on a 'symbol interest' basis (IE not a whole market stream). One of the
servers I developed (and continue to develop) uses the concept of 'pulsed'
quotes and trades (a concept used in practice by many). In today's environment,
even non liquid stocks can see quote rates exceeding 5000+ quotes per second,
which can place an enormous load of both server and client software. As opposed
to sending out every quote and trade, pulsed systems send out quotes and trades
on a regular timed interval, which usually ranges anywhere from 100
milliseconds to 1 second. In doing this, considerable bandwidth in both
delivery and processing of data is saved.
The Pulsar Monitor demonstrates this concept by pulsing quotes/trades to a GUI
which represents the type of system appropriate for pulsed data, which is a
basic monitor containing user defined symbols, updating on a real time basis
with composite trade and quote data.
The app lets you modify the pulse rate at 100 ms, 200 ms, 250 ms, 500 ms or 1
second. You may change the rate while the application is running to see the
difference in performance and visual updating. Stats are also presented
regarding how many actual trades, quotes and BBO changes there were during the
time interval. Looked at another way, these are counts of messages the
application did *not* need to send to the GUI for processing (and in the case
of a pulsed server, the messages would not need to be sent to a client).
- The application is possible due to NxCore's extremely accurate (25
milliseconds resolution) internal clock and timer.
- Only symbols with interest set (IE being watched) are processing trade and
quote messages. Composite data is allocated for a symbol when a request is made
for the symbol (or read from 'monitor.txt' at startup) and only issues with
composite data allocated go through the quote/trade handlers. When a symbol
loses interest (deleted by the user) the composite data is freed.
- A simple linked list is maintained throughout the life of the system which
binds together all composite data (and symbol interests) allocated. When a time
period is hit that specifies sending data to the GUI, the list is parsed from
start to finish and if there have been any new trades or quotes during the time
period they are sent to the GUI. If no new trades or quotes have been reported
during the period the symbol is skipped over.
- For this specific application, the GUI and the NxCore interface share some
data that allows the GUI to never perform a lookup as to which row a particular
symbol is located in. Since composite data is allocated for each symbol that
the user is interested in, that data also includes the row the user set the
symbol in and carries it through to the GUI in each update.
- With a little imagination it should become clear how one could use the
underlying 'pulsing' system to easy provide such a service for themselves or
for clients they might distribute data to. In fact this application is actually
a modification of a client app I wrote that listens to one of the pulsed
servers mentioned above. I have removed the server-client communication code
and replaced it with pure NxCore code which performs the same functionality as
a pulsed server (within the context of this particular application).
You may enter up to 100 symbols into the list (which could easily be extended
to thousands if desired).
The Pulsar Monitor running in 250 millisecond intervals:
- Symbol - Symbol of the issue being plotted.
- Last - Last Trade Price
- Net Chg - Net Change.
- Volume - Total Volume.
- LTrdTime - Last trade time.
- Bid - Current Bid Price (Best Bid for equities).
- Ask - Current Ask Price (Best Ask for equities)
- LQteTime - Last Quote Time.
- NumTrds - Number of trades in the last time interval.
- NumQtes - Number of quotes in the last time interval.
- BOChanges - Number of BBO changes in the last time interval.
- Pulse Rate- Interval of time to data is sent to the GUI.
- autosnap - Snaps the column widths of fields to the smallest size
that will contain complete data in each row
Shown with a one second pulse interval set:
To add a symbol, right click on a blank row and choose "Add
A dialog will pop up allowing you to enter the new symbol:
To modify or delete a symbol from a row, right click on a populated row and
choose either "Del Symbol" to delete the symbol or "Mod
Symbol" to change the symbol.
The symbols that you enter are saved to a file called
"PulsarSymbols.txt". The file is read and the list repopulated with
your symbols when the application is relaunched.
The initial Pulsar application was intended to by used and tested by traders,
not developers. Traders are usually not familiar with NxCore's symbology and as
such requested a new format. This format is similar to other I have used when
writing applications for traders, and is quite simple:
While the application currently supports Equities, Indexes, Futures and
Currencies adding support for additional types should prove an easy task for
- All equities are simply entered in as the symbol. For instance
"AAPL" for the stock APPLE INC (as opposed to NxCore's native format
- Indexes are preceded with the character "$". For instance
"$DJI" for the Dow 30 Index (as opposed to NxCore's native format of
- Futures are preceded with the character "/". For instance
"/ES.U12" for the SPY EMini contract-Sept 2012 (as opposed to
NxCore's native format of "fES.U12".
- Currencies are preceded with the character "@".
Furthermore, because a symbol may be duplicated on more than one listing
exchange. For instance GE is listed on both the NYSE and Canadian exchange, and
represent different companies. As an example of how to specify the listing
exchange in the symbol:
- GE or GE:3 - General Electric on the NYSE exchange (exchange # 3).
- GE:19 - Granville Pacific Capital Corp on the CDNX exchange (exchange #19).
The exchange designators correspond to the default NxCore exchange codes found
Colors and Additional Settings:
You may change colors for he entire application by clicking on the application
icon in the upper left corner, and choosing 'Color Prefs':
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