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Team minutes Data Feed

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nordquip edited this page Oct 15, 2012 · 12 revisions

Goals for 121024:

Design goal:

Implementation goal:

  • Create php program that will:
  1. call feed for 10 symbols
  2. read XML of the 10 symbols returned
  3. call enterTickData() interface for each of the 10 symbols ('echo out' this call until we have the stored procedure that will implement it -- next week)

Stretch goal:

  • 'Loop for 4 sets of 10 stocks each'
  • Write storedProcedure enterTickData()

Sample Feed data:

https://basicapp.nasdaqomx.com/BasicDataXML/getBasicData?symbolsCsvList=INTC,GOOG,MSFT,GE,ADM,GM,APPL,FB,DIS,ALU
<?xml version="1.0" encoding="UTF-8" standalone="yes"?><BasicData><dataItems><bestAskPrice>21.77</bestAskPrice><bestAskQty>300</bestAskQty><bestBidPrice>21.73</bestBidPrice><bestBidQty>1700</bestBidQty><close>21.72</close><high>21.9</high><lastSale>21.74</lastSale><low>21.48</low><netChg>0.2597</netChg><open>21.51</open><pcl>21.4803</pcl><vol>49494727</vol><date>20121015</date><pctChg>1.209</pctChg><class>Q</class><symbol>INTC</symbol><time>17:22:16.155</time><tradingState>T</tradingState><tradingStateReason></tradingStateReason></dataItems><dataItems><bestAskPrice>740</bestAskPrice><bestAskQty>15</bestAskQty><bestBidPrice>739.5</bestBidPrice><bestBidQty>25</bestBidQty><close>740.98</close><high>748</high><lastSale>740.48</lastSale><low>730.701</low><netChg>-4.27</netChg><open>741.31</open><pcl>744.75</pcl><vol>3017768</vol><date>20121015</date><pctChg>-0.5733</pctChg><class>Q</class><symbol>GOOG</symbol><time>17:22:16.212</time><tradingState>T</tradingState><tradingStateReason></tradingStateReason></dataItems><dataItems><bestAskPrice>29.52</bestAskPrice><bestAskQty>150</bestAskQty><bestBidPrice>29.48</bestBidPrice><bestBidQty>440</bestBidQty><close>29.51</close><high>29.72</high><lastSale>29.48</lastSale><low>29.25</low><netChg>0.28</netChg><open>29.37</open><pcl>29.2</pcl><vol>42417172</vol><date>20121015</date><pctChg>0.9589</pctChg><class>Q</class><symbol>MSFT</symbol><time>17:22:16.260</time><tradingState>T</tradingState><tradingStateReason></tradingStateReason></dataItems><dataItems><bestAskPrice>22.69</bestAskPrice><bestAskQty>300</bestAskQty><bestBidPrice>22.65</bestBidPrice><bestBidQty>1000</bestBidQty><close>22.64</close><high>22.7</high><lastSale>22.63</lastSale><low>22.49</low><netChg>0.15</netChg><open></open><pcl>22.48</pcl><vol>29509927</vol><date>20121015</date><pctChg>0.6673</pctChg><class>N</class><symbol>GE</symbol><time>17:22:16.317</time><tradingState>T</tradingState><tradingStateReason></tradingStateReason></dataItems><dataItems><bestAskPrice>28.33</bestAskPrice><bestAskQty>300</bestAskQty><bestBidPrice>27.9</bestBidPrice><bestBidQty>50</bestBidQty><close>28.1</close><high>28.22</high><lastSale>28.0501</lastSale><low>27.98</low><netChg>0.0001</netChg><open>28.11</open><pcl>28.05</pcl><vol>4583457</vol><date>20121015</date><pctChg>0.0004</pctChg><class>N</class><symbol>ADM</symbol><time>17:22:16.366</time><tradingState>T</tradingState><tradingStateReason></tradingStateReason></dataItems><dataItems><bestAskPrice>29.11</bestAskPrice><bestAskQty>20</bestAskQty><bestBidPrice>24.3</bestBidPrice><bestBidQty>800</bestBidQty><close>24.465</close><high>24.58</high><lastSale>24.47</lastSale><low>24.33</low><netChg>0.03</netChg><open>24.51</open><pcl>24.44</pcl><vol>5019413</vol><date>20121015</date><pctChg>0.1227</pctChg><class>N</class><symbol>GM</symbol><time>17:22:16.422</time><tradingState>T</tradingState><tradingStateReason></tradingStateReason></dataItems><dataItems><bestAskPrice>0</bestAskPrice><bestAskQty>0</bestAskQty><bestBidPrice>0</bestBidPrice><bestBidQty>0</bestBidQty><close></close><high>0</high><lastSale>0.03</lastSale><low>0</low><netChg>0</netChg><open></open><pcl>0.03</pcl><vol>0</vol><date>20121015</date><pctChg>0</pctChg><class></class><symbol>APPL</symbol><time>17:22:16.471</time><tradingState></tradingState><tradingStateReason></tradingStateReason></dataItems><dataItems><bestAskPrice>19.55</bestAskPrice><bestAskQty>500</bestAskQty><bestBidPrice>19.52</bestBidPrice><bestBidQty>449</bestBidQty><close>19.51</close><high>19.88</high><lastSale>19.52</lastSale><low>19.49</low><netChg>0.0019</netChg><open>19.68</open><pcl>19.5181</pcl><vol>20154159</vol><date>20121015</date><pctChg>0.0097</pctChg><class>Q</class><symbol>FB</symbol><time>17:22:16.528</time><tradingState>T</tradingState><tradingStateReason></tradingStateReason></dataItems><dataItems><bestAskPrice>51.25</bestAskPrice><bestAskQty>100</bestAskQty><bestBidPrice>50.32</bestBidPrice><bestBidQty>100</bestBidQty><close>50.78</close><high>50.81</high><lastSale>50.7701</lastSale><low>50.355</low><netChg>0.1801</netChg><open></open><pcl>50.59</pcl><vol>6871233</vol><date>20121015</date><pctChg>0.356</pctChg><class>N</class><symbol>DIS</symbol><time>17:22:16.576</time><tradingState>T</tradingState><tradingStateReason></tradingStateReason></dataItems><dataItems><bestAskPrice>0.965</bestAskPrice><bestAskQty>150</bestAskQty><bestBidPrice>0</bestBidPrice><bestBidQty>0</bestBidQty><close>0.9647</close><high>0.9839</high><lastSale>0.96</lastSale><low>0.9464</low><netChg>-0.04</netChg><open>0.96</open><pcl>1</pcl><vol>94387147</vol><date>20121015</date><pctChg>-4</pctChg><class>N</class><symbol>ALU</symbol><time>17:22:16.633</time><tradingState>T</tradingState><tradingStateReason></tradingStateReason></dataItems></BasicData>

##Goals for 121017:

Design goals:

  • Create a specification for an interface enterTickData() for putting data into the database from the feed. -- NOT DONE: close made a use-case in doc/UCDataFeed.md
  • Create java program that will read and print this XML data -- NOT DONE: close - Brett wrote XMLParseTest, which parses data for 'books' not 'stocks'

Implementation goals:

##Goals for 121010: ###Infrastructure goals:

  • Create a GitHub fork for the Data feed team -- DONE: both of you have created a fork. You need to choose one of them as the Data Feed team fork.
  • Bret: Whoever owns the fork you choose needs to make the other a collaborator on this fork -- DONE: Brett owns fork, and Shaun collaborates
  • Both: Clone the team's chosen fork as a repository on your local system - DONE

###Research goals:

  • Review the output format shown in http://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/BASIC_Web_Service_1.0.pdf and make a list of terms you don't understand. Put this list in a file named notes.md in the doc directory of your fork. DONE: moved it into the doc directory during the meeting
  • Search for the best way you can find to parse XML. DONE: Shaun found java and liked it
  • Add a section to notes.md with a short discussion of the alternatives you found and a recommendation on the technology we should use to parse the feed. -- DONE
  • All: Commit your changes on your local repository then sync these changes to the data feed fork -- DONE

###Notes: Division of labor:
We need to decide who is going to do what for the feed.

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