• Title/Summary/Keyword: Real-time Data Request/Reception

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Development of a Limit Order Book Analysis Tool for Automated Stock Trading Systems

  • Gyu-Sang Cho
    • International Journal of Internet, Broadcasting and Communication
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    • v.16 no.3
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    • pp.363-369
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    • 2024
  • In this paper, we develope a LOB(Limit Order Book) analyzing tool for an automated trading system, which features real-time and offline analysis of LOB data in conjunction with execution data. The 10-tier LOB data analyzer developed in this paper, which contains ask/bid prices and the execution data, receivs transaction requests in real-time from the Kiwoom Open API+ server. In the OnReceiveTrData event, the transaction data from the server is received and processed. The real-time data, triggered by the transaction, is received and processed in the OnReceiveRealData event. These two types of data are stored in a database and replayed in the same way as if it were a real-time situation in simulation mode. The LOB data are selectively read and analyzed in a necessary time points. The tool provides various features such as bar chart analysis and pattern analysis of the total shares on the bid side and ask side, which are used to develop a tool to accurately determine the timing of stock trading.

DMB Filecasting Service Technology (DMB 파일캐스팅 서비스 기술)

  • Choi, Ji-Hoon;Yang, Kyu-Tae;Cha, Ji-Hun
    • Journal of Broadcast Engineering
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    • v.17 no.1
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    • pp.152-164
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    • 2012
  • DMB provides various kinds of data services such as BWS and TPEG service in addition to audio and video services. But recently the necessity of new business models creating profit has been on the rise due to the saturation of DMB receiver market and break-down of market barrier between mobile IPTV and DMB services. This paper introduces DMB filecasting service technology, which can be expected a new profit-creative business model. The purpose of DMB filecasting service is to transmit non-real time multimedia contents based on DMB AF format to the users through DMB channels. It makes possible to consume DMB contents with any DMB-installed device anytime, anywhere and share them with others. Also DMB filecasting service makes consumption and request of DMB contents possible to be extented to a variety of networks as well as DMB channels. The paper explains the standardization status of DMB filecasting service and various DMB filecasting service scenarios. And also it proposes a signalling methode, a transmission and reception protocol and a receiver structure using DMB broadcasting program guide information.