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Hindi Research Article, J Comput Eng Inf Technol Vol: 2 Issue: 1
An Object-Oriented Library for Real-Time Processing of NASDAQ Order Book Data
| Laurens E Howle1,2*, Clark McGehee1 and Brian P Mann1 | |
| 1Mechanical Engineering and Materials Science Department, Duke University, Durham, NC 27708-0300, USA | |
| 2BelleQuant Engineering, PLLC, Mebane, NC 27302, USA | |
| Corresponding author : Laurens E Howle Mechanical Engineering and Materials Science Department, Duke University, Durham, NC 27708-0300, USA Tel: 1-919-660-5331; Fax: 1-919-660-8963 E-mail: laurens.howle@duke.edu |
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| Received: September 18, 2012 Accepted: November 03, 2012 Published: November 08, 2012 | |
| Citation: Howle LE, McGehee C, Mann BP (2012) An Object-Oriented Library for Real-Time Processing of NASDAQ Order Book Data. J Comput Eng Inf Technol 1:2. doi:10.4172/2324-9307.1000101 |
Abstract
An Object-Oriented Libraryfor Real-Time Processing of NASDAQ Order Book Data
Data mining for extremely data-intensive applications (big data)presents a number of challenges to the computer programmerbeyond the typical issues of numerical accuracy, algorithm speed, and stability. The specific data-intensive application we consider in this paper is an object-oriented library intended to efficiently construct and maintain the order books for the daily flow of stock market information on the NASDAQ stock exchange. We develop and optimize this library using the Microsoft .NET 4.0 productivity framework.
