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From falconair <shahb...@gmail.com>
Subject Re: how to programatically create thousands of topics (for marketdata)?
Date Tue, 24 Mar 2009 20:49:03 GMT

The main reason I can't have pre-defined topics (in properties file or database) is because
symbols are changed every day (some may be added, some may be deleted, some may just change
slightly).

Maintaining an accurate list of these symbols is not trivial (some large banks have groups
dedicated to this).


After sending the original message, I realized that I might be able to take advantage of selectors
or 'where clause' like functionality.  In other words, I could subscribe to level1 but limit
the values to "symbol=MSFT" (which means only MSFT should travel down the wire to the client,
nothing else).  Can't find if qpid has this capability or not though.


falconair wrote:
> I would like to publish market data through qpid.  Since I have massive amount of data
flowing through the pipes, I can't publish all that data to a single topic, since the client
may only be interested in one or two symbols.  The usual solution to use a hierarchical topic
naming scheme.  In other words, rather than publishing every thing to "level1," I want to
split data according to symbols "level1.msft," "level2.orcl," etc.    Clearly I can't have
a pre-defined list of topics in some properties file.  What is the best way of solving this?
>
> I am using qpid m4 or MRG (C++ broker) with jms client api.
>   

I assume you are familiar with the topic exchange (used in the 
public-subscribe example), and your only question is how to communicate 
what topics are available for subscriptions?

Why not keep the available topics on a database on the server, with a 
"topic server", a client that reports on the available topics?

Jonathan

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