real-time financial data
Hi, Is there any extension for receiving a live market data feed (e.g. currency exchange rates, stock prices) in Calc, or is anybody working on such a thing? If not, is there any extension that might serve as a useful template for somebody wanting to develop something like that? Debian/Ubuntu recently starting distributing the OpenMAMA packages - it would seem like a good candidate as the underlying market data API for a Calc extension http://packages.qa.debian.org/o/openmama.html http://www.openmama.org Regards, Daniel ___ LibreOffice mailing list LibreOffice@lists.freedesktop.org http://lists.freedesktop.org/mailman/listinfo/libreoffice
real-time financial data (howto)
I noticed this post a few days back. http://lists.freedesktop.org/archives/libreoffice/2013-November/057706.html glad to see that C++ will be preferred due to performance. where can I find more imfo on progress and any upcoming docs on streaming data? will there be ability to have streaming x-y plots using this data ? thanks Neeraj -- = Intuition - is the inability to figure out the facts on which we based the decision. ___ LibreOffice mailing list LibreOffice@lists.freedesktop.org http://lists.freedesktop.org/mailman/listinfo/libreoffice
Re: real-time financial data
On 11/21/2013 03:41 PM, Daniel Pocock wrote: > Is there any extension for receiving a live market data feed (e.g. > currency exchange rates, stock prices) in Calc, or is anybody working on There is an extension that retrieves data from Yahoo. It claims to be able to retrieve stock prices, currency exchange rates, and precious metal prices. From my perspective, it required way too much babysitting, to be useful. jonathon ___ LibreOffice mailing list LibreOffice@lists.freedesktop.org http://lists.freedesktop.org/mailman/listinfo/libreoffice
Re: real-time financial data
Have you tried through Menu/Insert/Link to external data. https://help.libreoffice.org/Calc/Inserting_External_Data_in_Table_WebQuery Miguel Ángel. -- View this message in context: http://nabble.documentfoundation.org/real-time-financial-data-tp4084322p4084391.html Sent from the Dev mailing list archive at Nabble.com. ___ LibreOffice mailing list LibreOffice@lists.freedesktop.org http://lists.freedesktop.org/mailman/listinfo/libreoffice
Re: real-time financial data
On 22/11/13 00:33, mariosv wrote: > Have you tried through Menu/Insert/Link to external data. > > https://help.libreoffice.org/Calc/Inserting_External_Data_in_Table_WebQuery I had seen that, is it only suitable for on-demand data sources, or also event-based sources like OpenMAMA that provide several price updates per second? ___ LibreOffice mailing list LibreOffice@lists.freedesktop.org http://lists.freedesktop.org/mailman/listinfo/libreoffice
Re: real-time financial data
Hi Daniel,
2013/11/21 Daniel Pocock
>
>
> Hi,
>
> Is there any extension for receiving a live market data feed (e.g.
> currency exchange rates, stock prices) in Calc, or is anybody working on
> such a thing?
>
Short answer: yes, people are working on it.
There's been a lot of interest lately, and some very good work too[1], to
make Calc a great product for statistics, financial calculations,
computational finance, etc.. There's a lot of good work coming in
LibreOffice 4.2.
Also as a wish for LibreOffice 4.3 I would love to see new core Calc
functions like:
=GoogleFinance("GOOG")
=GoogleFinance("GOOG"; "volume")
=YahooFinance("YHOO"; "eps")
etc.
[1] https://bugs.freedesktop.org/show_bug.cgi?id=66477
--
Jesús Corrius
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Re: real-time financial data
Jesús Corrius wrote:
> Also as a wish for LibreOffice 4.3 I would love to see new core Calc
> functions like:
>
> =GoogleFinance("GOOG")
>
Not sure that would be overly smart to have as a core feature - urls
and formats for these things tend to be a bit in flux. ;)
There's this guy here (worked for me in the past):
http://extensions.openoffice.org/de/project/getquote
For your original question wrt. a suitable example:
http://www.enigmacurry.com/archive/2009/12/1/
HTH,
-- Thorsten
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Re: real-time financial data
-BEGIN PGP SIGNED MESSAGE-
Hash: SHA256
On 22/11/13 20:17, Thorsten Behrens wrote:
> Jess Corrius wrote:
>> Also as a wish for LibreOffice 4.3 I would love to see new core
>> Calc functions like:
>>
>> =GoogleFinance("GOOG")
>>
> Not sure that would be overly smart to have as a core feature -
> urls and formats for these things tend to be a bit in flux. ;)
That is where a middleware like OpenMAMA comes in handy - OpenMAMA
(with a messaging broker or multicast solution like avis or ZeroMQ
underneath) can distribute the prices around on your local network for
different users and applications.
Then you just need some feed handler(s) to suck the prices from Google
or another source and transmit them into the OpenMAMA framework. You
can change the feed handler when necessary without having to change
all the code that consumes prices.
> There's this guy here (worked for me in the past):
> http://extensions.openoffice.org/de/project/getquote
>
> For your original question wrt. a suitable example:
> http://www.enigmacurry.com/archive/2009/12/1/
The description looks very similar to what I had in mind, but I notice
that is in Python.
For OpenMAMA, there is a C++ and Java API and I notice that
LibreOffice offers both C++ and Java extension writing tutorials. Can
you make any comment on which might be the better choice and any
example in one of those languages? I suspect C++ would be the better
choice for performance.
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Re: real-time financial data
Daniel Pocock wrote: > On 22/11/13 20:17, Thorsten Behrens wrote: > > Not sure that would be overly smart to have as a core feature - > > urls and formats for these things tend to be a bit in flux. ;) > > That is where a middleware like OpenMAMA comes in handy - OpenMAMA > (with a messaging broker or multicast solution like avis or ZeroMQ > underneath) can distribute the prices around on your local network for > different users and applications. > Would you be interested in working on integrating such a thing? > > For your original question wrt. a suitable example: > > http://www.enigmacurry.com/archive/2009/12/1/ > > The description looks very similar to what I had in mind, but I notice > that is in Python. > > For OpenMAMA, there is a C++ and Java API and I notice that > LibreOffice offers both C++ and Java extension writing tutorials. Can > you make any comment on which might be the better choice and any > example in one of those languages? I suspect C++ would be the better > choice for performance. > For an extension, C++ is a less-desirable choice. If you're confident hacking something up in C++, it would perhaps be indeed best to aim for a core implementation. Conversely, Java or Python are nice fits for extensions (with the added bonus that you can target past releases of LibreOffice with that, and are not tied in any way to the main LibreOffice release schedule). Cheers, -- Thorsten signature.asc Description: Digital signature ___ LibreOffice mailing list LibreOffice@lists.freedesktop.org http://lists.freedesktop.org/mailman/listinfo/libreoffice
Re: real-time financial data
-BEGIN PGP SIGNED MESSAGE- Hash: SHA256 On 23/11/13 14:26, Thorsten Behrens wrote: > Daniel Pocock wrote: >> On 22/11/13 20:17, Thorsten Behrens wrote: >>> Not sure that would be overly smart to have as a core feature >>> - urls and formats for these things tend to be a bit in flux. >>> ;) >> >> That is where a middleware like OpenMAMA comes in handy - >> OpenMAMA (with a messaging broker or multicast solution like avis >> or ZeroMQ underneath) can distribute the prices around on your >> local network for different users and applications. >> > Would you be interested in working on integrating such a thing? > Yes, that is why I'm looking at it >>> For your original question wrt. a suitable example: >>> http://www.enigmacurry.com/archive/2009/12/1/ >> >> The description looks very similar to what I had in mind, but I >> notice that is in Python. >> >> For OpenMAMA, there is a C++ and Java API and I notice that >> LibreOffice offers both C++ and Java extension writing tutorials. >> Can you make any comment on which might be the better choice and >> any example in one of those languages? I suspect C++ would be >> the better choice for performance. >> > For an extension, C++ is a less-desirable choice. If you're > confident hacking something up in C++, it would perhaps be indeed > best to aim for a core implementation. Conversely, Java or Python > are nice fits for extensions (with the added bonus that you can > target past releases of LibreOffice with that, and are not tied in > any way to the main LibreOffice release schedule). Would it be problematic for core to have an OpenMAMA dependency though? OpenMAMA is not available on all platforms. It would be possible in Java - after all, OpenMAMA provides a Java API and it is packaged too: http://packages.debian.org/unstable/libmamda-java My only concern would be performance - if somebody uses this to get a single currency and they manually refresh the quote, it is not an issue. If somebody builds a more elaborate spreadsheet with dozens of currencies and they want live refreshes and recalculation of their entire spreadsheet then a C or C++ solution may be better for them. -BEGIN PGP SIGNATURE- Version: GnuPG v1.4.12 (GNU/Linux) Comment: Using GnuPG with Icedove - http://www.enigmail.net/ iQIcBAEBCAAGBQJSkLh9AAoJEOm1uwJp1aqDsjkP+weWVBKH8feE0SKbYLnfz+OZ RpJEI0k7UGDB/t1ae7gz9EhgwVCjvnHBlk3BJYEMXI66OsVEBuy2hp94y3WJcoW4 gyL4uG2Sry33+/p7EQ7BruKdmYp/6Q2qSQgtO9cwvOmynVvNPNUcZp5B7O7OBrrl xq13E14q+CNG6RXqWj1xk87dV1auHlTI8MfNixWQEpcXaLuLbIMl/3mtmRG82gKo uSOvIjkgFZpFjfOwgGtjZvyDXQ9tUVokS0mCpu+ijqYUfReKcKv0QhtA6bojmibn XS9G3sV5Dz0TO/tHh9n3xRe3JrEnKcp+TlP3SYiFzkMxEdxYZ6nXsTrJLvReK3iQ VQzkFBRccJ0RS/WlO+nKlBKfsb6MGoTk7vZDpHvWsURwjxAnkB1fWSlYY+NT7i7C M1eoP/05+nWIquGYxxt4lUBPEWSy7ZK82IZe/CU9bCSC02U2+zZvWDSz4ocGi/1o 8v1uit/+yTlf9oAf/roFYC73M7OKQp04Y1YE7CxmVEHTSQ5tq59QEJeX0kmwJU1A 0IrkdKsEeIjoo950jCY6DplocHxULry8ECPLvwqRJCZgBA+442qJp/NE0NmNjlOn Zj81Gy64IxTvWgYivt3c+CUWISzvwlczp3T7twNf8H8hkJM/j/zj7mLkedXS4oa3 mSqI0REUzVcOTWNkT0tF =ul7m -END PGP SIGNATURE- ___ LibreOffice mailing list LibreOffice@lists.freedesktop.org http://lists.freedesktop.org/mailman/listinfo/libreoffice
Re: real-time financial data
Daniel Pocock wrote: > Would it be problematic for core to have an OpenMAMA dependency > though? OpenMAMA is not available on all platforms. > Not in general, nope. For some platforms (e.g. Windows), we tend to ship builtin versions for a number of platform libraries, so that would work with openmama, too. I see the website claims windows support. There is a slight catch though with the license, it is possible that the odd AppStore ToS here or there would prevent shipping of LGPL-licensed code. > My only concern would be performance - if somebody uses this to get a > single currency and they manually refresh the quote, it is not an > issue. If somebody builds a more elaborate spreadsheet with dozens of > currencies and they want live refreshes and recalculation of their > entire spreadsheet then a C or C++ solution may be better for them. > For highspeed traders, clearly an in-core C++ implementation would be best. Dunno what you're targetting here. Everybody else would prolly be fine with an extension (in whatever language), I'm relatively certain network latencies will dominate in this game. ;) HTH, -- Thorsten signature.asc Description: Digital signature ___ LibreOffice mailing list LibreOffice@lists.freedesktop.org http://lists.freedesktop.org/mailman/listinfo/libreoffice
Re: real-time financial data
Hey, 2013/11/23 Thorsten Behrens > Daniel Pocock wrote: > > Would it be problematic for core to have an OpenMAMA dependency > > though? OpenMAMA is not available on all platforms. > > > Not in general, nope. For some platforms (e.g. Windows), we tend to > ship builtin versions for a number of platform libraries, so that > would work with openmama, too. I see the website claims windows > support. There is a slight catch though with the license, it is > possible that the odd AppStore ToS here or there would prevent > shipping of LGPL-licensed code. > > > My only concern would be performance - if somebody uses this to get a > > single currency and they manually refresh the quote, it is not an > > issue. If somebody builds a more elaborate spreadsheet with dozens of > > currencies and they want live refreshes and recalculation of their > > entire spreadsheet then a C or C++ solution may be better for them. > > > For highspeed traders, clearly an in-core C++ implementation would be > best. Dunno what you're targetting here. Everybody else would prolly > be fine with an extension (in whatever language), I'm relatively > certain network latencies will dominate in this game. ;) > > > Just as note. Checkout Matus' nice work in this area with the new streaming interface into calc. It will be available in 4-2. You can find it in the Data Menu. Regards, Markus ___ LibreOffice mailing list LibreOffice@lists.freedesktop.org http://lists.freedesktop.org/mailman/listinfo/libreoffice
Re: real-time financial data (howto)
On 23/11/13 20:54, Michael Meeks wrote: > > On Sat, 2013-11-23 at 15:15 +0100, Daniel Pocock wrote: >>> Would you be interested in working on integrating such a thing? >> >> Yes, that is why I'm looking at it > > Cool - so there is a lot we want to do here in calc. The initial work > on that is in master: > > Data->Streams - I attach a screenshot. Great - that looks like it may be the right place for this work I made up a diagram and published it on my blog, I made sure LibreOffice is mentioned too: http://danielpocock.com/real-time-streaming-market-data-with-free-open-source-software > > Matus has a chunk of work to better manage data streams, and how > they're processed / visualised. I'd personally like to see a clear > separation between data source: > > src: http[s] | shell-script | spreadsheet-cells > format: csv, A1 Here we would need to add an extra choice, to source the data from OpenMAMA Sourcing data from RRDtool may be cool as well and if the HTTP method could fetch Ganglia XML feeds from gmetad (port 8652) that could also be quite useful > And finally how those cells move over time as new data comes to get the > time series in. This would probably need to work in a few different ways Some sources (e.g. OpenMAMA or RRD files) are constantly updating. OpenMAMA ticks arrive at a non-deterministic interval, while RRD updates are at a constant interval. Sometimes the user may just want to poll manually (on spreadsheet refresh) or use some defined interval (e.g. every 5 minutes) to avoid excessive computation effort. >> Would it be problematic for core to have an OpenMAMA dependency >> though? OpenMAMA is not available on all platforms. > > In general with these dependencies we try to de-couple stuff. > >> It would be possible in Java - after all, OpenMAMA provides a Java API >> and it is packaged too: > > And we try to avoid new Java dependencies in the core - as an extension > (fine) - but there are plenty of limits to extensions - and particularly > around performance you want to be C++ for bulk data transfers (cf. the > issues in base). > > In general we try to look for and dlopen system libraries that may not > be there. As an alternative we provide a clean internal abstraction and > distribute a dll that hard links to this system OpenMAMA thing - but (of > course) if it is not there then dlopening our own library will fail. > > Then again - how complex is this API going to be ? :-) > See the bottom of my blog (link above) for sample code in both C++ and Java > Either way - you'd want to hack on the data streams code; Matus is > about to merge some biggish improvements there next week. > > But - from my perspective - I'd -love- to have OpenMAMA support - it's > great to hear about you guys, and I'd love to bundle it in the default > install if possible: big data is something Calc is about to get rather > good at in 4.2 =) I'm just on the fringes of the OpenMAMA effort, packaging it for Debian - big thanks go to the developers at Wombat and NYSE who obviously put many years work into that code and decided to release it as an open source project through the Linux Foundation. ___ LibreOffice mailing list LibreOffice@lists.freedesktop.org http://lists.freedesktop.org/mailman/listinfo/libreoffice
