I’m just getting started with OpenGamma at the request of one of my clients and I’m VERY rusty with Java having programmed C# for the last 10 years or so, so go easy on me
I’m preparing to implement Live Data servers for a number of streaming ticker data sources, but it seems that Live Data is based on a subscription model from looking at the bloomberg code, where as I need to keep the connections live at all times and record the data as it occurs, or at least the last recieved data at some set interval (1 hour or less) as the sources do not provide any means to access historical data.
Is there a way to instruct OpenGamma to collect the data, or do I have to build something into the Live Data Server to record the historical data ??
Another problem is that several of the exchanges I will be interfacing with trade the same “product”, but frequently at different prices… I expect that is going to require me to set up separate symbols in the system for each exchange even though the same “product” is being traded ??