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Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

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Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#61
post #22

It's good that the actual file is InvestorsExchange.jl, because without the E capitalized, that's definitely not how my brain parses it.

"Invest or sex change" is how my brain initially parsed it, lol. Was your initial reaction the same?

Is that a threat?

Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#65

Earlier quoted context omitted.

My employer did some work early in Dotcom for a company that owned the domain name "manufacturersexchange", when I pointed out that was a terrible name for a business they said "no business person would notice that". Business never got off the ground.

I mean even with a dash it's really not a very good name for a business. What does the company even do? Mind you, self-descriptive company names and domains are more useful for local small businesses; big ones like Google start to get their own meaning. ycombinator? What?

They wanted to start a manufacturing equipment business like eBay, but for factories, which itself was rather silly given how difficult shipping machines would be. They wanted a preliminary design for a 3 month period, but took 3 months to negotiate the contract, so in the end I worked without any input. I think they were completely clueless about the internet or how difficult such a business would be to run, or even market.

Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#66

Earlier quoted context omitted.

"Invest or sex change" is how my brain initially parsed it, lol. Was your initial reaction the same?

Is that a threat?

Is it an opportunity?

Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#67
post #29

Earlier quoted context omitted.

Domain names of the old internet: - penisland.net (sells pens) - expertsexchange.com (renamed to experts-exchange.com) - therapistfinder.com (find a therapist) - whorepresents.com

Based on their logo I'm pretty sure Pen Island knows exactly what they're doing.

"We Specialize In Wood"

Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#68
post #29

Earlier quoted context omitted.

Based on their logo I'm pretty sure Pen Island knows exactly what they're doing.

"We Specialize In Wood"

Looking at the FAQs they seem to know their business.

Q: Can I provide my own wood? A: In most cases we can handle your wood. We do require all shipments to be clean, free of parasites and pass all standard customs inspections.

Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#69
post #32

One file has a size of nearly 5 GB... Every day two of these files get released... So nearly 10 GB every day. So if we download the raw data every day for one year, we would have 3650 GB just for one year... It would be interesting how much reduced the size of the processed data is compared to the raw data. You say that you have 50 GB of data spanning multiple years. How many years exactly?

Ah, this is a nuanced point I totally left off the README. Each raw file is ~5GB, but the raw files are a dump of network traffic from the firehose feed that tracks not just trades, but also updates to orders that do not result in trades. If you skip all of the algorithmic bots' constant updates to their bid/offer spreads and look at just the trades that clear, you can store years of raw trades in under 100GB.

No post body was provided.

Re: Show HN: Investorsexchange.jl – parse trade-level stock market data in Julia

#70

Earlier quoted context omitted.

I interned at RIM back in the day and every single person I went to school with asked how I liked my RIM job.

Maybe that's why they were single.

I’ll get your coat.
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