July 16th, 2014, 5:58 am
QuoteOriginally posted by: slacknoiseHi,Curerently i am running a real time datafeed with data from Bloombeerg. I have the Oracle Express database connected to Matlab so i would like to store and accumulate the datafeed data and insert it automatically into the database. Any suggestions on how i could proceed? best regardsMight need a bit more info.I dont have experience with Oracle express.But in the situations I have needed to do things like this there has usually been some code from the vendor that allows one to poll their feed. You can then use an ODBC driver or equivalent method to park it in the database. This is a pull paradigm.I have not been subject to a push paradigm, but if that is the case you will of course want to buffer the data and then periodically stage it. To make this robust you might want to buffer it to disc rather than memory (depending on the quantity of data and your DB, this might not be necessary, allowing direct transaction. But this will be easier to get wrong.)Either way I would not be inclined to use matlab to do this (C++ would be better, but to be fair I have never tried to do it with MATLAB, so I dont necessarily know what I am talking about).On their website it says Oracle XE stores upto 11GB of data. I dont know what feed you are pulling, but bear in mind that one day's L2 data on a big exchange can approach this size.
Last edited by
neuroguy on July 15th, 2014, 10:00 pm, edited 1 time in total.