How to delay incoming Wombat market data streams

How to delay incoming Wombat market data streams

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Article ID: KB0075979

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Updated On:

Products Versions
TIBCO Streaming 7

Description

Is there an easy way to produce delayed data in StreamBase? We are looking to delay incoming Wombat market data streams by 20 mins. I.e. lots of symbol, lots of individual ticks.

Issue/Introduction

How to delay incoming Wombat market data streams, say for example for 20 minutes?

Environment

All supported environments

Resolution

The Wombat adapter does not have a facility to request delayed data, so it would emit from the adapter in real-time. Your options are to queue after that, either in memory, in a disk-based QT, in a JDBC DB, or something you roll yourselves. The "in memory" option would be to use the Delay Operator available from the Component Exchange. It does not have much overhead itself, but 20 minutes of accumulated data can be significant.

Probably better is the DBQT, since that is only limited by local storage and has no network hop like using JDBC DB.

Also you can simply write to a rolling set of CSV files. e.g., write 10 minutes and close. Write 10 minutes and close. While reading from an older file and just cycle through files that way. 

If you are writing to CSV files, you would also use the Feedsim Adapter to read the CSV and pace the data according to the timestamp.