Tuesday 5 March 2013

Span part 2 - this time the file is XML

Oh ho! It transpires that the Australian Stock Exchange (ASX) publishes their Span data in XML. I haven't found the schema description but, because XML is human-readable, I was able to build a parser. This time I did it using discriminated unions. Much better, although disappointingly more difficult to query after construction. That merits further investigation. (edit: URL at ASX which explains what Span is all about: ASX) and here is a link to the input files used by the parser: Risk parameter files Go and check out Span2 on Google Code Aha! I've found the schema definition. It's here

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