c# API - Is it possible to build (dynamically) and run aggregate queries to receive real time streaming results using the c# API

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1

I’m dynamically building and executing aggregate queries vs kdb using the c# API. However I have to periodically poll/re execute the query for updates.

I would like to build and  run aggregate queries from c# so that I receive real time aggregated results. Is this possible? If so please provide a brief explanation and references to particular docs. 

Thanks
DG

2

Hi DG,

Here are a few solutions depending on requirements/specifics:

  1. Depending on how dynamic the queries are, i.e. if it’s a mostly fixed list of aggregations, I would suggest using a Real Time Subscriber (RTS) and creating tables for the different aggregations, then subscribing to those aggregate tables from C# using  .u.sub  

- Q Real Time Subscriber

- C# KDB Q Subscriber Example

  1. If the aggregations are very dynamic, create on the C# side a polling query to Q. This would be similar to static queries (examples below) but wrapped in a looping statement within C#. 

Note this second solution wouldn’t be truly Real-Time, but you could reduce the polling time to an extent where it’s close enough to real-time for your purposes. 

  1. If you’re truly looking for Real-Time responses you could subscribe via a Gateway Process and treat it as an aggregator, then define the aggregation that’s run on-update via remote queries from C#. Something along the lines of:

connection.ks(“.my.agg:{select avg price from x}”)

Where the string would be defined by C# dynamically and run on-change. 

The 3rd method is quite a bit more complicated than the other two and will have a few issues that need to be overcome. I have noted it to answer this question in it’s completion but would advise either approach 1 or 2. If a non-polling approach is definitely required I’ll be happy to go into more detail on the third solution and the gotchas.

Regards,

Sam B