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  1. #1
    Join Date
    Jun 2005
    Posts
    319

    Unanswered: need advice re: Forex data feed to SQL Server

    Does anyone have experience feeding real time Forex data into SQL Server? I am trying to learn more about this so I can do some analysis in SQL. It looks like a lot of the providers support something called DDE which is a connection to MSFT Excel or they provide an API to access the data for building a .Net application in C# or something similar. If you know of a service that makes the transition into tables on a SQL Server that would be ideal.

    Since my forte is SQL Server, I'd rather not go the C# route plus it is unclear how I am going to analyze the data, do I need to make a call for every transaction for the past few hours and then programmatically put that into SQL tables so I can analyze? Seems like a lot of overhead, also the DDE does not sound much better, it seems like a dumbed down approach and would rather just deal with the raw data viewable all at once w/ little UI overhead.

  2. #2
    Join Date
    Jul 2003
    Location
    San Antonio, TX
    Posts
    3,662
    This almost sounds like a service broker play ground. I supported once google messaging with service broker-based architecture. It all rests on conversations with webservice. You need to find out what is the communication protocol that you are expected to comply with. If data format is proprietary (which I hope it is, since it's a trading system), you may have to learn some C# to talk to decryptor library through CLR functions before loading data into the tables.
    Since my forte is SQL Server, I'd rather not go the C# route
    If you want to keep SQL as your "forte", you better starting digging into C#, and into PowerShell
    "The data in a record depends on the Key to the record, the Whole Key, and
    nothing but the Key, so help me Codd."

  3. #3
    Join Date
    Jun 2005
    Posts
    319
    it's more of real-time quotes system so I don't think the data needs to be decrypted

  4. #4
    Join Date
    Feb 2004
    Location
    In front of the computer
    Posts
    15,579
    Provided Answers: 54
    I agree with rdjabarov on all of the points that he made above. If you're thinking about Forex Trading Systems | Forex API then I'm pretty sure that you'll need to do some Visual Studio (probably C#) coding in order to get the data into SQL Server... I don't see any other way to get that job done.

    SQL Server isn't an island, in order to effectively use it you will have to learn new tools all of the time. PowerShell and C# are the current scripting tools of choice. SSIS, SSRS, and SSAS are the current "secondary servers" of choice. The world of IT is a long way from becoming static, and the Microsoft environment is no exception.

    -PatP
    In theory, theory and practice are identical. In practice, theory and practice are unrelated.

  5. #5
    Join Date
    Jun 2005
    Posts
    319
    Quote Originally Posted by Pat Phelan View Post
    I agree with rdjabarov on all of the points that he made above. If you're thinking about Forex Trading Systems | Forex API then I'm pretty sure that you'll need to do some Visual Studio (probably C#) coding in order to get the data into SQL Server... I don't see any other way to get that job done.

    SQL Server isn't an island, in order to effectively use it you will have to learn new tools all of the time. PowerShell and C# are the current scripting tools of choice. SSIS, SSRS, and SSAS are the current "secondary servers" of choice. The world of IT is a long way from becoming static, and the Microsoft environment is no exception.

    -PatP
    That's actually a useful link, Pat, thanks.

    I guess I'll download their API and see how much work I have cut out for me.

  6. #6
    Join Date
    Apr 2013
    Posts
    1

    Wink Solution

    We have Developed a Small console where it would not only push the Data into a Sql Db but also convert it into 1 min data and store in another table

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