Streaming Market Data with Flink SQL Part I: Streaming VWAP
Cloudera
MAY 4, 2021
This article is the first of a multipart series to showcase the power and expressibility of FlinkSQL applied to market data. Code and data for this series are available on github. Speed matters in financial markets. Streaming VWAP. sym,prc,vol,bid_id,ask_id,buyer_id,seller_id,step,time.
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