ManagedkdbInsights/basic_tick_V3/basictick/kxtaqsubscriber.q (17 lines of code) (raw):

/file = kxtaqsubscriber.q /description = subscriber to calc q process running within finspace /usage = nohup /usr/bin/rlwrap /taq/demo/q/l64/q kxtaqsubscriber.q -p 5040 -endpoint `:host:port:user:pass -mode [trade_last | trade_vwap | trade_last] > /dev/null 2>&1 & \c 500 500 cmdline:.Q.opt .z.x /show cmdline /open connection to calc process calc:hopen`$first cmdline`endpoint /function on calc mode:`trade_last^`$first cmdline`mode / call function on calc calc(`.u.subSnap;mode;`) upd:{[t;x] stats:select receiveTime:.z.P, source_to_calc_latency:calcTs-time, source_to_consumer_latency:.z.P-time from x; /-1"latency from FH -> FinSpace -> External Subscriber: ",.Q.s1 distinct stats`source_to_consumer_latency; .perf.stats,:stats }