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I'm an entry level C# developer and I'm trying to get up and running ASAP in writing high performance real-time C# WinForm apps that are receiving real-time stock market data that needs to be processed and displayed via controls. Also receiving tick data and sending it to a database for archiving, analytics, etc.

I'm finding that using "standard" programming practices aren't cutting it! Can someone point me in the direction of where to find such info?

-DA
Posted
Updated 22-Dec-11 13:18pm
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Sergey Alexandrovich Kryukov 22-Dec-11 20:27pm    
You need to explain what do you really mean by "real time".
--SA

I must say that you won't probably be able to find any book or tutorial on this topic by two very simple reasons: 1) to best of my knowledge, at this moment, non of the platforms which can use C# (there are quite a few of them, not just Windows) are real-time systems; even if I missed something, then… 2) Web applications or Web sites cannot be uses as real-time systems or participate in any real-time processing due to their nature.

At the same time, you possibly can find what you need, only don't call it "real-time". Try to formulate what you really need and clarify your question, use "Improve question".

Do do it, you need to know what is real time, what kind of real-time systems or processing are there and what a real-time system is not. See:
http://en.wikipedia.org/wiki/Real-time_computing[^],
http://en.wikipedia.org/wiki/Real-time_operating_system[^].

At the same time, there is some low-tech jargon where the term "real-time" is understood in some different sense. The articles referenced by Nikil are of that kind. What is described there have nothing to do with real time, not in any of the strict meanings of this term. Who knows you; may be this is what you really need?

—SA
 
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d.allen101 22-Dec-11 20:30pm    
I'm NOT talking about retrieving data from a website I was talking about websites that provide info on how to deal with a "REAL-TIME" live stock market dataFeed. I'm trying to learn how to process and deal with VERY large amounts of data coming in every few milliseconds and how to process this info efficiently.
Sergey Alexandrovich Kryukov 22-Dec-11 20:44pm    
If you are trying to do that, use correct terminology. Is that the reason for down-voting my answer? Better ask the questions correctly and take my information into account.
--SA
Nikil S 23-Dec-11 5:01am    
My 5 for advising OP on use of the correct term.
Sergey Alexandrovich Kryukov 23-Dec-11 11:17am    
Thank you very much, Nikil.
--SA
Monjurul Habib 23-Dec-11 15:52pm    
5!
Refer to these CP articles,
Simple Real-Time Ticker Using C# / NET / WCF / WPF[^]
Stock quote and chart from Yahoo! in C#[^]

A similar query that would help you is here[^]
 
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