Provided by: libfinance-streamer-perl_1.10-3_all 
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.