Complex Event Processing and FX market aggregation

07-02-2007

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Complex Event Processing and FX market aggregation

Today we announced the Progress Apama FX Market Aggregation Accelerator. There is a lot of talk about algorithmic trading, but little hard discussion about the specific differences among asset classes and the styles of trading in each. We've spoken about the differences between FX, equities, fixed income, and derivatives, etc. The approach we take with our customers is to learn from experience while we work with them with specific use cases, and then generalize common best practices that can be used to address similar customer demands.
An example of this is the increased usage of algorithmic trading in FX, we have released a specific set of layered functionality foreign exchange (FX) algorithmic trading. This package includes adapters withpre-built Apama trading dashboards and foundation on top of Apama for FX algorithms. Theoffering helps both sell- and buy-side traders develop and deployhigh-frequency foreign exchange trading strategies that capitalise onproprietary trading techniques, integrating with major FX aggregators,Electronic Crossing Networks (ECNs) and direct bank connections.
More information on the news can be found here.

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ENUM
IEEE80211_AMPDU(9) Advanced driver interface ENUM IEEE80211_AMPDU(9) NAME
enum_ieee80211_ampdu_mlme_action - A-MPDU actions SYNOPSIS
enum ieee80211_ampdu_mlme_action { IEEE80211_AMPDU_RX_START, IEEE80211_AMPDU_RX_STOP, IEEE80211_AMPDU_TX_START, IEEE80211_AMPDU_TX_STOP_CONT, IEEE80211_AMPDU_TX_STOP_FLUSH, IEEE80211_AMPDU_TX_STOP_FLUSH_CONT, IEEE80211_AMPDU_TX_OPERATIONAL }; CONSTANTS
IEEE80211_AMPDU_RX_START start RX aggregation IEEE80211_AMPDU_RX_STOP stop RX aggregation IEEE80211_AMPDU_TX_START start TX aggregation IEEE80211_AMPDU_TX_STOP_CONT stop TX aggregation but continue transmitting queued packets, now unaggregated. After all packets are transmitted the driver has to call ieee80211_stop_tx_ba_cb_irqsafe. IEEE80211_AMPDU_TX_STOP_FLUSH stop TX aggregation and flush all packets, called when the station is removed. There's no need or reason to call ieee80211_stop_tx_ba_cb_irqsafe in this case as mac80211 assumes the session is gone and removes the station. IEEE80211_AMPDU_TX_STOP_FLUSH_CONT called when TX aggregation is stopped but the driver hasn't called ieee80211_stop_tx_ba_cb_irqsafe yet and now the connection is dropped and the station will be removed. Drivers should clean up and drop remaining packets when this is called. IEEE80211_AMPDU_TX_OPERATIONAL TX aggregation has become operational DESCRIPTION
These flags are used with the ampdu_action callback in struct ieee80211_ops to indicate which action is needed. Note that drivers MUST be able to deal with a TX aggregation session being stopped even before they OK'ed starting it by calling ieee80211_start_tx_ba_cb_irqsafe, because the peer might receive the addBA frame and send a delBA right away! AUTHOR
Johannes Berg <johannes@sipsolutions.net> Author. COPYRIGHT
Kernel Hackers Manual 3.10 June 2014 ENUM IEEE80211_AMPDU(9)

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Complex Event Processing and FX market aggregation

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enum_ieee80211_ampdu_mlme_action