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by kziemski
June 1st, 2014, 4:50 pm
Forum: Programming and Software Forum
Topic: KDB+/Q
Replies: 3
Views: 5842

KDB+/Q

Yes but db's primary use is toward analysis.He's saying the firm has built around octave and their not going to want to transition to another language environment
by kziemski
June 26th, 2013, 12:33 am
Forum: Trading Forum
Topic: Historical data access limit on the Bloomberg API
Replies: 9
Views: 13631

Historical data access limit on the Bloomberg API

<t>its a typical problem. the exact limits are in a specific place on BBG, WAPI<GO>. sent an email to a friend of mine who has bloomberg. if i get it before someone posts, i'll post it myself. each SEC,FLD combination is a "hit". if you are hitting your limits you are doing something bad ie not cach...
by kziemski
January 9th, 2012, 10:21 pm
Forum: Programming and Software Forum
Topic: XLL + RTD, how?
Replies: 13
Views: 18187

XLL + RTD, how?

Both xll's were very thin. The meat was in the RTD.
by kziemski
January 9th, 2012, 10:16 pm
Forum: Programming and Software Forum
Topic: XLL + RTD, how?
Replies: 13
Views: 18187

XLL + RTD, how?

<t>no i meant you called in ExcelDNA the rtd with XlCall.Excel(XlCall.xlfEvaluate, "RTD(...)"); its the exact same thing in XLL Excel4/12(xlfEvalute....); But i also wrote the Exceldna xll and RTD (C++/COM) separately.then when i wrote a pure xll i did it the same way calling the same RTD. both work...
by kziemski
January 9th, 2012, 7:30 pm
Forum: Programming and Software Forum
Topic: XLL + RTD, how?
Replies: 13
Views: 18187

XLL + RTD, how?

<t>mechanics are the same as calling a any other excel function inside XLL. RTD object lifetime is from the moment the RTD is called until workbook is closed i think in this use case.updatenotify should cause a the cell in which the xll was called to be recalculated. your instability that you experi...
by kziemski
October 26th, 2010, 8:09 am
Forum: Programming and Software Forum
Topic: Using a .NET DLL with a script-able dynamic language
Replies: 7
Views: 25899

Using a .NET DLL with a script-able dynamic language

Ironpython works and can easily be used for this.another option Is powershell
by kziemski
October 14th, 2009, 2:44 am
Forum: Programming and Software Forum
Topic: Storing Tick data from Bloomberg to a Database
Replies: 3
Views: 38724

Storing Tick data from Bloomberg to a Database

<t>you can. you violate your agreement if you don't have the Data License agreement. if you don't care and can somewhat program download the desktop Data API on WAPI<GO>follow the examples and save it into a database. or use VBA and write a macro that does it directly from the spreadsheet you've dow...
by kziemski
April 29th, 2009, 7:02 pm
Forum: Programming and Software Forum
Topic: ExcelDNA v ManagedXLL
Replies: 5
Views: 45852

ExcelDNA v ManagedXLL

<t>my vote is for ExcelDNA. there is not much you can do in terms of performance when crossing the managed/unmanaged boundary and i think they both work the same way- an unmanaged shim with an assembly loader. you might want to try Add-in Expresssee if that works for you its more extensive -- offeri...
by kziemski
March 25th, 2009, 11:30 pm
Forum: General Forum
Topic: LIM COMPETITORS
Replies: 2
Views: 41706

LIM COMPETITORS

I would say go with LIM but some of its competitors:MarketQASungard FAMEFactsetThomson one
by kziemski
November 20th, 2008, 4:04 pm
Forum: Technical Forum
Topic: financial data storage/analysis using CERN's "root" software
Replies: 10
Views: 50846

financial data storage/analysis using CERN's "root" software

hdf is a good backing store and i have used them when i needed to store down huge datasets that i then need in a file in order to transfer. but its really only a storage format and doesn't provide anything in terms of indexing etc. was going to say more about the rest of your question later.
by kziemski
November 19th, 2008, 2:33 pm
Forum: Technical Forum
Topic: financial data storage/analysis using CERN's "root" software
Replies: 10
Views: 50846

financial data storage/analysis using CERN's "root" software

<t>just an offer in case you get stuck. the details affect the choice and so if you were reluctant to broadcast details etc...if you are trying to simulate an order book for markets then the database should store orders added, removed and matches in a serialized form. i actually had the privilege to...
by kziemski
November 18th, 2008, 11:52 pm
Forum: Technical Forum
Topic: financial data storage/analysis using CERN's "root" software
Replies: 10
Views: 50846

financial data storage/analysis using CERN's "root" software

thats interesting didn't know that. i think now the api is .net only right?
by kziemski
November 18th, 2008, 11:16 pm
Forum: Technical Forum
Topic: financial data storage/analysis using CERN's "root" software
Replies: 10
Views: 50846

financial data storage/analysis using CERN's "root" software

<t>if all i had to go on was the description my gut reaction is i don't think ROOT is what you want to use.from the size of the data i have a feeling we are talking about US equity TAQ data right? Vhayu will tell you they deal with that kind of flow and they have the handlers built in for alot of di...
by kziemski
November 18th, 2008, 9:07 pm
Forum: Technical Forum
Topic: financial data storage/analysis using CERN's "root" software
Replies: 10
Views: 50846

financial data storage/analysis using CERN's "root" software

<t>Wow! i have not seen this in a while. loved CINT the C++ interpreter.i have to tell you that even among C++ programmers with a physics background when i used to mention the software all but a few have even heard of it and were shocked that something like it existed.And i have never heard anyone i...
by kziemski
November 8th, 2008, 1:22 am
Forum: Programming and Software Forum
Topic: Couple Bloomberg API Questions
Replies: 4
Views: 51341

Couple Bloomberg API Questions

<t>1. type in WAPI on the bloomberg terminal and you'll find it in the FAQ i think , its definitely somewhere in WAPI -- lost my bloomberg terminal otherwise i'd just send it to you.2. the C api has a ticker search functionality i would put in each letter with a wild card search to capture all for U...
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