This sample application takes a simulated New York Stock Exchange feed and returns two output streams representing the best bid and the best ask, respectively.
The implementation uses a Query Table to track best bids and asks while the application is running. A Query operator reads the bid price and ask price fields of each new tuple and compares it to the current best price and ask price values in the Query Table. It updates the table if the tuple's bid price is higher than the table's best bid, or if the ask price is lower than the current best ask.
The Query operator passes the data along two identical streams into two Filter operators. The IsNewBestAsk filter compares the new tuple's ask price to the best ask value that is stored in the table. A match signifies a new best ask, and the data is passed through a Map operator and emitted on the application's BestAsks output stream. If there is no match, no data is emitted on the output stream for that tuple. The IsNewBestBid filter performs the same work for bids, and the application emits the result on the BestBids output stream.
In StreamBase Studio, import this sample with the following steps:
From the top-level menu, select> .
bestto narrow the list of options.
Select Best Bids and Best Asks streams from the Applications category.
StreamBase Studio creates a project for the sample.
To run this sample:
In the Project Explorer view, open this sample's folder.
Keep an eye on the bottom right status bar of the Studio window. Make sure any
Rebuild projectmessages finish before you proceed.
Double-click to open the
BestBidsAsks.sbappmodule. Make sure the module is the currently active tab in the EventFlow Editor.
Click the Run button. This opens the SB Test/Debug perspective and starts the module.
Wait for the Waiting for fragment to initialize message to clear.
Open the Feed Simulations tab.
NYSE.sbfsfeed simulation file and click .
When done, press F9 or click the Terminate EventFlow Fragment button.
The Best Bids and Asks sample includes the following files:
This sample's EventFlow module.
Feed simulation configuration file.
Feed simulation data file.
When you load the sample into StreamBase Studio, Studio copies the sample project's files to your Studio workspace, which is normally part of your home directory, with full access rights.
Load this sample in StreamBase Studio, and thereafter use the Studio workspace copy of the sample to run and test it, even when running from the command prompt.
Using the workspace copy of the sample avoids permission problems. The default workspace location for this sample is:
See Default Installation
Directories for the default location of
studio-workspace on your system.