Conceptually, how does one set up a data feed?

[jbrukh]

I've searched through the m-etc wiki extensively, and while there is a lot of information there, it is not very detailed.

I am trying to understand how one would conceptually undergo adding a new data feed.  Are there only certain providers that are supported?  Typically, what format do market data feeds use?  (FIX?)

From what I could gather, a new data feed is a "module", but without looking at the m-etc source code, I don't have a good understanding what a "module" is.  Does this mean that my new data feed will require me to program a module?  How do I integrate the module with the rest of the components?

I know this is a lot of general questions, but this is a complex system to dive into without documentation, and I do appreciate any help.

Thanks!

Jake Brukhman

[paul17]

Hey,

i'm also interessted in using my own data provider. Maybe someone can give us a short overview how to integrate a data provder.

Thanks!

jbrukh wrote:

I've searched through the m-etc wiki extensively, and while there is a lot of information there, it is not very detailed.

I am trying to understand how one would conceptually undergo adding a new data feed.  Are there only certain providers that are supported?  Typically, what format do market data feeds use?  (FIX?)

From what I could gather, a new data feed is a "module", but without looking at the m-etc source code, I don't have a good understanding what a "module" is.  Does this mean that my new data feed will require me to program a module?  How do I integrate the module with the rest of the components?

I know this is a lot of general questions, but this is a complex system to dive into without documentation, and I do appreciate any help.

Thanks!

Jake Brukhman