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Microsoft Message Queuing – Log Trade Information using Microsoft SQL Server

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15 Mar 2011CPOL4 min read 41.3K   769   35  
This article shows how to create a simple trade logging server using Microsoft Message Queuing and Microsoft SQL Server
use [Harlinn.Messaging.Data]
go

CREATE TABLE Bid
(
  Id uniqueidentifier not null primary key,
  TimeStamp datetime not null,
  BidderId uniqueidentifier not null,
  InstrumentId uniqueidentifier not null,
  BidConditionsId uniqueidentifier not null,
  Value float not null,
  Volume float not null 
)
go

CREATE TABLE Offer
(
  Id uniqueidentifier not null primary key,
  TimeStamp datetime not null,
  SellerId uniqueidentifier not null,
  SaleConditionsId uniqueidentifier not null,
  InstrumentId uniqueidentifier not null,
  Value float not null,
  Volume float not null 
)
go

CREATE TABLE Trade
(
  Id uniqueidentifier not null primary key,
  TimeStamp datetime not null,
  SellerId uniqueidentifier not null,
  BuyerId uniqueidentifier not null,
  TradeAgreementId uniqueidentifier not null,
  InstrumentId uniqueidentifier not null,
  Value float not null,
  Volume float not null 
)
go

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This article, along with any associated source code and files, is licensed under The Code Project Open License (CPOL)


Written By
Architect Sea Surveillance AS
Norway Norway
Chief Architect - Sea Surveillance AS.

Specializing in integrated operations and high performance computing solutions.

I’ve been fooling around with computers since the early eighties, I’ve even done work on CP/M and MP/M.

Wrote my first “real” program on a BBC micro model B based on a series in a magazine at that time. It was fun and I got hooked on this thing called programming ...

A few Highlights:

  • High performance application server development
  • Model Driven Architecture and Code generators
  • Real-Time Distributed Solutions
  • C, C++, C#, Java, TSQL, PL/SQL, Delphi, ActionScript, Perl, Rexx
  • Microsoft SQL Server, Oracle RDBMS, IBM DB2, PostGreSQL
  • AMQP, Apache qpid, RabbitMQ, Microsoft Message Queuing, IBM WebSphereMQ, Oracle TuxidoMQ
  • Oracle WebLogic, IBM WebSphere
  • Corba, COM, DCE, WCF
  • AspenTech InfoPlus.21(IP21), OsiSoft PI


More information about what I do for a living can be found at: harlinn.com or LinkedIn

You can contact me at espen@harlinn.no

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