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Looks good Richard. I'll check it out. You sure are making the rounds on ET! >>> Pedantic Alert <<< Downloading data from Yahoo! Finance isn't strictly screen-scraping. It's pretty much a REST web service. The data is in CSV format. There is no HTML parsing.

To reiterate what others have said. Look at existing off-the-shelf products that may do what you need it to. Interactive Brokers has a market scanner which comes free (100 symbol limit) which should be able to scan for most of your criteria. Alternatively, you can feed the scan results into...

Provider Interfaces etc. Comments on naming/naming conventions or other more important suggestions please:

FWIW: Some of the official IB TWS API documentaiton is erroneous or out of date. I forget the specifics. What language are you coding in, perhaps I can assist? Other useful resources: Yahoo TWSAPI Group: http://finance.groups.yahoo.com/group/TWSAPI/ Interactive Brokers Forums...

FYI Java developers: I'm leaning towards using Spring with Spring Remoting to access Spring managed objects in disparate Spring containers (inter-JVM or inter-server etc.) rather than using an EJB3 container like JBoss. Anyone see flaws/drawbacks of this approach? It should keep things...

Good luck with your endeavors! Feel free to add to ideas where appropriate on the thread I have going: http://www.elitetrader.com/vb/showthread.php?s=&threadid=81666 Otherwise, I look forward to the results of this thread.

The guys at Codehaus have done it again with an open source 100% Java CEP ESP component: http://esper.codehaus.org/index.html This case study is particularly relevant: http://esper.codehaus.org/evaluating/tutorial/feedmonitor_casestudy.html Not as feature/functionality rich as some...

So you mean simplistically: the ATS algorithm/logic/code working on CEP, being able to work on events in parallel, concurrently and coming to trading decisions via certain rules in combination with those events. Whatever gives you an trading edge I guess! I'll certainly review this area in...

I'm guessing stack = stuck :D

No problem. Glad you're following along...

Thanks for that. I'm familiar with some of the concepts or related technologies of ESP such as SOA and EDA etc. Not sure if you reviewed my earlier post on dealing with events. I'm opting to use a messaging solution as the backbone for relaying events in an ESB fashion. This affords easy...

Ktmexc20 and Valdis you guys obviously have some history. I would respectfully ask you to restrain yourselves here as far as that history goes but please add your input on the topic of the thread. Okay, final words on the matter; I do not want the thread to deteriorate before it even begins...

Thanks, you just have! Appreciate the input. I'll use your documentation as a base to consider architectural decisions when developing Mojo in areas of overlap. Very generous of you.

For those of you wondering why with respect to having handler interfaces and handler implementations. Here is a brief overview of where I'm going with this. I apologize if I'm belaboring the obvious but I want to be as transparent and thorough as possible. Say your IB adapter receives a...

More research bits and pieces: Mulling over the tick/bar data storage question that was posed on another thread. 1) Compressed Files. 2) Database. I was looking at two possible database solutions that might be useful: Apache Derby http://db.apache.org/derby/ Oracle Berkeley DB...

At the weekend I went off on a major tangent when I was considering the question of "normalization" and whether Mojo should be FIX based as I believe QuantDeveloper is. As such, I spent some time getting up to speed on FIX, something I didn't really want to do in the first place. As I already...

Yes, that is a possibility though it may be difficult to get the right level of granularity. I'm tempted to just throw newunsupportedmethod exception or something. It also brings up the topic of tooling/plugin support for each of the "provider" adapters. (If anyone has a better name...

Yes, that is the only logical conclusion. I'm leaning towards propogating these events via onError(), onConnect(), onDisconnect() methods on a handler interface as per previous post. The different implementations of the interfaces can then do as they see fit.

Thanks for the input. Agree, multiple interface implementation is the only sensible option. It means though that I have to factor out the connect(), disconnect() methods into a further interface. The connect(), disconnect() are common to both market data providers and brokerage providers...

Thanks. I'll take a look. StarUML is open source too. Wonder if anyone has compared the two?