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Q: What about feature X?
A: At this time I am not going to implement any further features
because I am not using Finance::Streamer for my own applications.
If anyone implements new features I welcome their inclusion
into Finance::Streamer and I will give credit where credit is due.
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Q: What data provider do you recommend.
A: I recommend using MyTrack [http://www.mytrack.com] for
financial data because they provide an interface and documentation
for using their data. Their interface has more features
than most in that broker operations (buy, sell, etc) are also
part of the interface. It is also very cost effective starting
at just $25 per/month for delayed data.
Note, they do not provided a Perl interface.
A Perl interface to their C interface is possible but I found
it very difficult to do using either Swig or Inline Perl.
But if you need an interface for C/C++ or Java, MyTrack
may suit your needs better than Finance::Streamer could.
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Q: What tools did you use to reverse engineer the protocol?
A: It has been a long time since I did this sort of work so there
may be better tools available but the main things I used are the following:
* tcpdump [http://www.tcpdump.org]
* Richard Stevens. UNIX Network Programming
* Richard Stevens. TCP/IP Illustrated
Then it is just a matter of "sniffing" the packets and trying to decipher
what is going on. My setup was a Linux machine connected to the Internet
and acting as a router to a Windows machine on the internal network.
Then I would start the sniffer (tcpdump), and then start the official
streamer program on the Windows machine. Then I would try to figure out
what is going on and then write code that does exactly what the official
streamer application does.
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