[erlang-questions] Erlang and Stock Market Datafeed.

Per Melin <>
Tue May 27 12:28:17 CEST 2008


2008/5/27 Joel Reymont <>:
> I suspect that scottrader and etrader do not allow you to interact
> with their servers directly.

I'm working with (European) online brokers and I can tell you it's a
constant whac-a-mole to block people who try to scrape stock prices,
close to real-time, to the tune of hundreds or thousands of requests
per second.

I've written a system (in Erlang) for a broker that routes instrument
price updates from a number of feeds to other systems (and soon
directly to thousands of clients). It also stores the prices and you
can query it over a REST interface. Right now I have half a million
instruments with 10k to 20k updates per second. It's fast, stable and
very few SLOC. A perfect fit for Erlang.



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