jump to navigation

Market ticks streaming to your iPhone November 14, 2008

Posted by James Webster in : finance, development , 1 comment so far

Via the Lightstreamer blog I have come across Shareprice.co.uk’s new iPhone application (AppStore) for showing live streaming LSE quote data (free for moment, but not for very long I expect). Their webpage debunks the ‘live streaming data’ claims of other similar apps which are apparently engaging in mere screen-scraping; I think far more systems still use screen-scraping these days than we’d like to acknowledge!

It looks like Shareprice.co.uk has been around since May this year and is a property of the interactive investor.

I have installed it on my iPod touch and it works well enough. I’d like to see more happening on the screen to be convinced that a connection is still active particularly if I am monitoring lightly-traded stocks. And perhaps when a tick comes down a quick green/red flash around the relevant quote might more immediately call my attention to it… or perhaps I am just going blind. News releases for any stocks in the watchlist would be great as well. The charts that appear in landscape mode take some time to appear; it feels like they are being rendered on the server and sent over the wire, surely better charts could be made by sending the historical data down to the client. That said it is very impressive for a first release and now you can watch your life savings evaporate whilst sitting on the bog ;-)

Of course, Lightstreamer’s own streaming real-time data (not strictly financial) product is powering Shareprice thanks to the new iStreamlight API for iPhone. Unfortunately this only works with the commercial Presto and Vivace editions of Lightstreamer rather than the free developer version Moderato. I assume this means that iStreamlight uses the SDK for Generic Client Development. A shame really, all these ‘30 day trials’ for such interesting technologies (WPF/Silverlight controls from Infragistics/Telerik/DevExpress also falling into this categories) don’t really give me the time to muck around with these things at home to build something that I might be able to impress a boss with and convince them to shell out some proper moolah for on-site development/deployment!

Speaking of Silverlight neither Caplin’s Liberator nor Lightstreamer appear to have a Silverlight 2.0 SDK available just yet (sure you could use their JavaScript API’s and [ScriptableMember] but channeling ticks via this approach might not be particularly performant) and Microsoft’s own Silverlight/WCF push data solution is really just polling in push clothes.

ICE by ZeroC vaguely falls into the same category as Liberator and Lightstreamer and other ‘Comet’ solutions is open-source and has both an iPhone and Silverlight SDK.

Windows coming to Amazon EC2 soon October 1, 2008

Posted by James Webster in : web, development, dotnet , 2 comments

Amazon have announced that Windows server (32 & 64 bit) will be available on their EC2 cloud later this year. Further details will be available at the PDC later this month.

This is a great announcement. .Net developers have not really been able to come to the cloud computing party since most (if not all?) publicly available clouds have run on Linux. Sure, there is Mono but not many professional ‘Mort’ .Net developers go anywhere that!

I am looking forward to seeing what the pricing structure for this will be given that Microsoft will be expecting some license revenue. Does the availability of Windows on the EC2 cloud reflect new licensing options from Microsoft for cloud computing infrastructure providers?

There is also the security angle to consider… Windows boxes have a reputation for being malware magnets, if EC2 makes it easy and cheap for anyone to become the administrator of their own Windows server out on the Internet are we going to see these EC2/Windows instances get hacked and turned into spambots/DDOS nets? Will there be other restrictions on what we will be able to install on these machines… Microsoft Office, Visual Studio; notwithstanding that usability of these over RDP might be less than stellar, will it be possible?

Many questions, guess we will have to wait until the PDC for answers! Oh, and how about multicast support on EC2 eh? Seems obvious given the number of grid vendors, GridGain & Gigaspaces to name two, who talk about running grids on EC2 but then require slightly trickier configuration of their products than would be necessary if multicast was supported.

Monte Carlo on EC2 August 8, 2008

Posted by James Webster in : finance, development , 1 comment so far

Via TheServerSide.com I came across Max Gorbunov’s (Grid Dynamics) report on the scalability of GridGain on Amazon EC2. Having previously thought about whether hedge funds might find EC2 a quick way to scale up batch processing of derivatives risk reports, I found the following EC2 limitation discovered by Max and his team interesting:

Our second problem turned to be the default maximum number of running instances per user – 20. Since we were going to run grids much larger than 20 nodes, we needed to override the default limit. It took several steps and a few more days to negociate with Amazon EC2, but eventually, we were granted the right to run up to 550 nodes. It seems that the business process of requesting a large amount of nodes is still not very well-defined by Amazon.

So there is still an opportunity for another cloud computing player to focus on massive scalability only. IBM perhaps?

Grid Dynamics are also doing some interesting work in their Convergence project which aims to bring together compute and data grids. Although most vendors make the claim that their products act equally well in both roles most products seem to be strong in just one only… and most investment banks have installed both a cache (i.e. data grid) and a grid.