Hi, I have the good old StockTrades stream with two fields: symbol and price. I'm trying to answer the following question "Were Company X stock actions priced...
In Oracle model, this is one of the reasons why we don't mix application time & wall clock time. The model is based on application time (unless explicitly...
Correct me if I'm wrong here, but I believe the issue to be that 1ms prior to when the second trade was made the price was in fact $71 post trade it was $69...
Hi Luis. The main issue with your example is that you are asking a temporal query not on the events but on the state created by the events (where event is a ...
Yes, that is the issue. Luís Pureza ... prior to when the second trade was made the price was in fact $71 post trade it was $69 event though the last every...
Well, I guess I could find out how many events happened during the last 5 minutes and then create a fixed window of size N + 1 (to contain the newest event...
(sorry for the spam!) Opher, Interesting post. However those examples seem to be quite challenging, while my problem is very simple :-) Luís Pureza ... event...
Hi Luis. Your problem seems simple, but it is not really that simple, the query: Were Company X stock actions priced above $70 during any moment of the last...
Since the question is posed at 11:00am and the question result is expected to be aware of the events that arrived before 11:00am, the solution seems to require...
Be warned. I'm about to go off on a philosophical tangent. I disagree with the "we, humans, know" interpretation. The last trade may have been at $71, but I...
Minor correction -- "prior" for "last" -- Be warned. I'm about to go off on a philosophical tangent. I disagree with the "we, humans, know" interpretation....
Seth, I really meant stock prices, but I admit the inner workings of the financial market is not really my specialty and that could cause some confusion. For...
wouldn't it be better to simply support existential and negated patterns? it feels rather cumbersome to do all that when an existential pattern would be more...
I second Opher's comment. Although the sample "appears" simple, the logic behind it isn't. Things that humans "believe" to be simple are complex and require a...
I like this problem. First, it's dead simple to solve in many programming languages. Second, it points out deficiencies in the concept of windows in many CEP...
Hi Luis: Sorry I misunderstood the problem. Anand Srinivasan from my group has proposed a solution to the problem using the Oracle CQL language. Here it is: ...
Call for Papers 3rd ACM International Conference on Distributed Event-based Systems (DEBS 2009) July 6-9, 2009, Nashville, TN, USA Vanderbilt University,...
Ah, Tom beat me to it with the tick-containing-the-previous-tick approach. The queryable window approach is probably the most flexible, but is a red flag for...
To me this sounds like using CEP is the wrong tool - For this particular problem... What you describe feels more like a database query. When you have a problem...
Marco, I agree - the question sounds very like an "ad-hoc" query, better suited to a database query (based on the assumption that the set of events required ...
Hi Marco, This is a question of whether a database can get the required performance. Although fast hardware and optimized DB engines do a much better job than...
The simple time-based window can be made to work, but it is not a simple solution. There are two time aspects in the problem. First, stock actions establish a...
Peter, I guess that this really depends on the requirements. If you would like to, at any arbitrary time, place this query at an arbitrary price - then the...
Hans, Not knowing much about streaming SQL systems :-), but most of the answers I've seen effectively set up a query (in advance) by creating a window of 5 ...
... I don't see it this way for all uses. For valuation purposes, fine. But for trading purposes, offers to purchase and to sell establish stock prices....
I was answering the question as asked. Seth Grimes wrote: ... simple solution. ... I don't see it this way for all uses. For valuation purposes, fine. But for...
I disagree. Maybe this is not event processing (I think it is), but a database would be unsuitable in the presence of stricter real-time requirements. For...
And I too was answering the question that was asked. The question, as asked, is an ad-hoc query and therefore requires a set of event data respondant to a...
Having problems with message search?
Fill out this form to ensure your group is one of the first to be migrated to the new message search system.
