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In this chapter, we covered the following key points: Data is the lifeblood of an organization, and the success of an organization depends on the quality of the data it possesses. Data related to securities, prices, market conditions, clients, and trades is used by various trading applications for the fulfillment of trades. Data comes from a variety of sources, and this leads to a data conversion problem where data taken from one system needs to be migrated to another. We illustrated the power of XML and how it can act as the glue in enabling data integration among heterogeneous systems. We covered the XML classes in the .NET Framework that allow the parsing, reading, and writing of XML documents. We explained the benefit of XSD and how it can be used to define and validate the structure of an XML document. We provided a basic overview of the declarative style of programming and how it is being leveraged by the XML serializer to convert in-memory objects to XML representation formats. We designed a data conversion framework that is built upon XML and supports the conversion of an unstructured text file format to XML format.

In this chapter, we explain what market data is and its importance in the trading world. Market data reflects information about the performance of an organization as a whole; several actors in the trading world depend upon this information. The important fact about this information is that it is time critical. Furthermore, market data information requires no further intelligence or any kind of sophisticated processing; it just needs to be forwarded from one end to another. Such data forwarding demands a good amount of groundwork from systems that utilize a network communication library, which forms the basis of this chapter s technical sections; we will discuss various aspects of the network programming model in detail.

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@In(value="user", required=false) @Out(value="user", required=false) private User mUser; @In(create=true) private EntityManager gadgetDatabase; public boolean login() { boolean result = false; if (getUser() == null) { try { Identity identity = Identity.instance(); Query q = gadgetDatabase.createQuery("from User " + "where login = :userName " + "and password = :password") .setParameter("userName", identity.getUsername()) .setParameter("password", identity.getPassword()); setUser((User) q.getSingleResult()); } catch (NoResultException nre) { FacesMessages.instance().add("Username/password do not match"); } } result = (getUser() == null false : true); return result; } @Destroy @Remove public void destroy() {} public User getUser() { return mUser; } public void setUser(User user) { mUser = user; } }

Figure 6-2. Database contents after running the script from Listing 6-8 Notice how we never had to specify table names or write a single chunk of SQL Instead, we were able to write naturally readable code that concentrated on the data and structure rather than the DBMS bookkeeping. This is just the beginning, of course. The data isn t of much use to us if we can t get at it. Let s assume that we want to generate a list of disks for each host. Nothing could be simpler, as demonstrated in Listing 6-9.

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