Hi,
I am interested in extending gnumeric such that it can fetch prices for
equities from a site like yahoo finance. I can envision two modes, one
that provides periodic snapshots and another that handles a conflated
stream of incoming ticks. Given the three methods you've provided for
extending gnumeric so far, which of them would you recommend for this
case? While I think the CORBA option would support the snapshot
scenario, I'm not sure it would fly for the streaming scenario.
Before I start investigating, I was wondering if any of you have
considered/built a similar event-driven datasource and point me at any
code and/or resources that are available.
Thanks in advance,
Scott
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