NAME

Finance::Streamer - interface to Datek Streamer

VERSION

This document refers to version 1.02 of Finance::Streamer, released April 7, 2001.

SYNOPSIS

 use Finance::Streamer;

 my $user = 'USER1234';
 my $pass = 'SF983JFDLKJSDFJL8342398KLSJF8329483LF';
 my $symbols = 'JDSU+QCOM+AMAT+IBM';
 my $select = '0+1+2+3+4+8+9+21'

 my $streamer = Finance::Streamer->new( user => $user,
                                        pass => $pass,
                                        symbols => $symbols,
                                        'select' => $select,
                                        );

 my $sub = sub
 {
        my (%data) = @_;

        foreach my $sym (keys %data) {
                print "$sym\n";
                my $h_ref = $data{$sym};
                my %data = %$h_ref;
                foreach my $key (keys %data) {
                        print "\t$key" . "=" . $data{$key} . "\n";
                }
        }
 };

 $streamer->{'sub'} = $sub;

 $streamer->receive;

DESCRIPTION

This library provides an interface that can be used to access data provided by the Datek Streamer data feed.

SUBROUTINES

$streamer = Finance::Streamer->new;

        Returns streamer object on success, undef otherwise

The new sub stores the values passed to it for use by other subroutines later. For example, if you wanted to use a subroutine that required a value for symbols to be defined, you could do it like so.

 $streamer = Finance::Streamer->new(symbols => $your_symbols);

 # then use the sub

$sock = $streamer->connect;

 user pass symbols select [timeout]

        Returns socket object on success, undef otherwise

The connect sub is used to initiate a connection with the data server. This sub requires certain values to be defined in the streamer object.

The user value is the user name of the account. See the section "How to obtain user name and password" for more info.

The pass value is the password for the account. See the section "How to obtain user name and password" for more info.

The symbols value can contain up to 23 symbols in all uppercase joined by a '+' character.

 $symbols = "JDSU+QCOM+AMAT+IBM";

The select value can be any combination of the values 0 to 21 in sequential order joined by the '+' character. See the section "select numbers" for more info.

 $select = "0+1+2+3+21";

%data = Finance::Streamer::filter($raw_data);

        Returns data upon success, undef otherwise

The filter subroutine changes raw quote data into an object so that the data can used easily.

IMPORTANT - The raw quote data must have been received using the select value 0 or this subroutine wont work.

The only argument that is required is a variable containing the raw data for a quote.

If the filter is successful a hash containing the data will be returned. The hash will contain a key for each symbol that data was received for. Each symbol entry is a reference to another hash that has a key for each value that data is available for. A helpful tool for visualizing this is the Data::Dumper module.

Many checks/tests are made while the data is being filtered. If something goes wrong, an error message will be printed to STDERR and undef will be returned if the error was fatal.

$streamer->receive;

 sub user pass symbols select [timeout] [filter]

        Returns socket object on success, undef otherwise

The recieve subroutine deals with all the issues of connecting to the server, receiving data, etc, and executes the subroutine specified by sub, passing a single argument which contains the quote data every time a quote is received.

The single argument that is passed to sub is determined by the value of filter stored in the streamer object. If filter is defined and has a value of -1 raw quote data is passed to the sub, otherwise filtered quote data is passed to the sub.

The values user, pass, symbols, select and timeout are used for the connect subroutine. See the section on "connect" for more information.

Error messages may be displayed. Messages about errors receiving data will indicate why and often result in a reconnection. Messages about the status indicated in the received data are for information purposes and do not usually result in a reconnect. All messages are displayed to STDERR.

NEED TO KNOW

This section information that needs to be known in order to use this library.

How to obtain user name and password

When you first start the Streamer application provided by Datek a window will pop up giving you a choice of what you want to launch (Streamer, Portfolio, Last Sale, Index). If you look at the source of that window you will find near the top a place where your user name is displayed in all capitals (e.g. "USER12345") and below it is a string of upper case letters and numbers. The long string is your password.

select numbers

The select numbers are used to choose what data you want to receive for each symbol. If you wanted to receive the

 number         name            description
 ------         ----            -----------
 0              symbol
 1              bid
 2              ask
 3              last
 4              bid_size        size of bid in 100's
 5              ask_size        size of ask in 100's
 6              bidID           (Q=Nasdaq)
 7              askID
 8              volume          total volume
 9              last_size       size of last trade
 10             trade_time      time of last trade (HH:MM:SS)
 11             quote_time      time of last quote (HH:MM:SS)
 12             high            high of day
 13             low             low of day
 14             BT              tick, up(U) or down(D)
 15             prev_close      previous close
 16             exch            exchange(q=Nasdaq)
 17             ?               do not use
 18             ?               do not use
 19             isld_bid        Island bid
 20             isld_ask        Island ask
 20             isld_vol        Island volume

PREREQUISITES

 Module                 Version
 ------                 -------
 IO::Socket::INET       1.25

AUTHOR

Jeremiah Mahler <jmahler@pacbell.net>

COPYRIGHT

Copyright (c) 2001(s), Jeremiah Mahler. All Rights Reserved. This module is free software. It may be used, redistributed and/or modified under the same terms as Perl itself.