Category Archives: Excel
Enterprise applications using and integrating with Gigaspaces XAP
When I am dealing with customers and Partners it never ceases to amaze me how innovative many of the solutions and products, that have GigaSpaces embedded, are. I thought it would be well worth a quick review of some of these:
ActivePivot: ActivePivot™ by Quartet is a real time object oriented OLAP engine that provides information dashboards from front office to back office including trade blotters, value-at-risk drill down analysis, inventory positions, cash flow and security inventories, credit risk, online risk and hedging analytics in real time. You can view a case study of a combined ActivePivot / GigaSpaces at a major French bank here.
An example of using active Pivot with GigaSpaces could be that market data feeds are written into a space using any of GigaSpaces’ APIs . ActivePivot is able to connect to the core in-memory data and register for events. When a tick is updated in-memory, GigaSpaces sends a notification to ActivePivot which in turn re-aggregates the relevant cube branch. This means that the aggregated cube is always updated and reflects the latest market state. In addition ActivePivot queries GigaSpaces for the raw data when Excel sends a drill-down request, which enables ActivePivot to deliver a very quick response time.
GigaSystemsBuilder: This uses the model driven development (MDD) capabilities of JeeWiz to generate Grid and Cloud-based systems under Gigasystems technologies. Comprehensive PoC’s take less than a week and using JeeWiz to generate 90% plus of the final system is an efficient and low cost to utilise these emerging technologies. You can see a screencast of this in action here.
Excel Federated Grid: This builds on our core Excel integration to enable organisations who use Excel in a trading scenario to scale their use of Excel to prevent bottenecks, to parallelize processing, or to automate algorithmic trading that uses Excel. You can read more about this in a prior blog post. To learn more about the GigSpaces/Microsoft Excel Integration and its applicability to finance have a read of this Microsoft written article.
Contact Centre: Nortel’s Contact Center application portfolio provides a single interface for blending inbound/outbound voice, e-mail, web chat, and IM customer interactions, businesses can collaborate with their customers through the device and method of choice extending a superior customer experience.
Orbyte Solutions: Orbyte Solutions provide a Trading Application portfolio that works in-house or on public clouds such as Amazon EC2 and is powered by GigaSpaces Cloud Tools. The applications include Foreign Exchange Trading, Spread-betting and encompass charting and widget features using their own innovative rich clients. You can see my prior blog posts on this here and here.
Hyper Rig: Hyper Rig is a technical framework for Risk Management that can be added to your existing set up, complement it and enhance it. As such, the architecture has been designed to include features such as orchestration, exceptions management and audit, messaging, integrated security, automatic failover, monitoring, load-balancing, virtual computation-grid and data quality management.
SmartStream: GigaSpaces XAP is embedded within SmartStream’s next generation Transaction Lifecycle Management technology suite. Using GigaSpaces’s proven technology, SmartStream can deliver on demand and predictable scalability to support clients’ high-performance processing requirements. You can read more about the integration from SmartStream’s site.
Online Gaming: I recently blogged about an online gaming application that is available on Facebook but whose engine is a commercial engine. It is the first totally enabled online Cloud gaming network and is powered by GigaSpaces Cloud Tools.
These are just a selection of application that use /embed GigaSpaces that I have touched. There are many thousands more that are used in all different parts of the world, either on premise or on the cloud.
Algorithmic Excel Trading with GigaSpaces
One of the really strong points of the GigaSpaces technology is the strength of the client interoperability. As well as being fully interoperable with .Net and C++ (and if you are interested in these technologies I would suggest you check … Continue reading
VBA GSIterator
VB Space API v1.2 is released.
A nice addition to the release is the native support for GSIterator, which enabled reading large sets of data in a manageable manner. The ReadWrite example file includes a usage scenario.
-Guy Continue reading
Realtime Aggregations
Quartet Financial provide a very appealing product called ActivePivot.
ActivePivot offloads pivot calculations and aggregations from the client process to a backend server. It exposes XMLA interface (among others), which means that if you are an Excel user, you simply define a pivot table and point the data source to the ActivePivot server. From that point onwards, Excel interacts with ActivePivot natively.
The result is a very thin Excel spreadsheet which only displays the aggregated result, and all the number crunching and aggregations take place at the server side. When the user interacts with the pivot table, Excel queries ActivePivot and display the next level. Very nice!
ActivePivot provides hooks for the correlation and aggregation execution, so custom logic can easily be applied.
ActivePivot stores the aggregated cube in memory, which allows it to update the cube and respond to market events, and by that provide intra-day aggregations.
The real time bit is where GigaSpaces fits in
Market data feeds are written into a space using one of GigaSpaces’ APIs (JMS, Remoting, JavaSpaces, etc’), and ActivePivot connect to the space and register for space events. When a tick is updated in the space, the space sends a notification to ActivePivot which in turn re-aggregates the relevant cube branch. This means that the aggregated cube is always updated and reflects the latest market state. In addition ActivePivot queries the space for the raw data when Excel sends a drill-down request, which allows ActivePivot a very quick response time.
ActivePivot can be applied at different areas and provide real time P&L, real time Risk, etc’
-Guy
VB Space API Alfa Release
An Alfa release of the Space VB API is now available at OpenSpaces.org.
There are a number of changes in this build. Main ones are a new installer, a fix for default value in read and take APIs, and a more comprehensive example and documentation pages.
You can read more about it in the project pages, but one thing I want to specifically mention in my experience with the installer program.
It has been very long since the last time I had to compile an installer program. Actually, it was around 1998, where I created a setup for a university project. It was based on InstallShield, which made the entire process long and painful! This time it was very different. I used a utility called Inno Setup, a very lightweight and simple installer. It took me no more than 10 minutes to create the first run of the setup, and another half an hour or so to customise it with my own specific stuff (making sure GigaSpaces is installed, invoking the example at the end of the setup, etc’), which was also straight forward to do thanks to the detailed help files provided.
Now, surely InstallShield could do everything I needed and much more, but it would have been much harder and a longer process… Kudos to Jordan Russell for the well designed and implemented installer utility!
Enjoy!
-Guy
