bionic (3) Finance::Streamer.3pm.gz
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.