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Linq to Financial Markets : New Optimizing/Parsing Provider

We just finished the final iteration for this and went gold. Although this post has more marketing then I would normally post here, I at least wanted to let fellow Linq fanatics that our 'semi-secret' project with a few companies you might know has at least for now reached a milestone. And who could announce a new product without Silverlight (grin).. No seriously we love it. WPF was not all that compelling and XAML didn't look like much fun until we got our killer app in Silverlight. We even wrote a Linq version of the 'scribbler' code the deep zoom team posted if anyone would like it. Anyway, lots of good technical material will follow. We learned a lot and continue to learn a lot from dissecting the Linq to NHibernate project. What makes this work so fun is it demands optimization across different vendor web services. We do a kind of 'query optimizer' to decide how to fan out requests where we know the general characteristics of say 'asset classes' as data series vs. say a large list of equities.


Feel free to contact us if your doing custom Linq providers and run into snags. We sure did!

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