Merging historical and live stock price data with Rx

Question

I\'m trying out Rx because it seems like a good fit for our domain but the learning curve has taken me by surprise.

I need to knit together historical price data wit

Answer 1

If your historical and live data are both time-or-scheduler-based, that is, the event stream looks like this over time:

|---------------------------------------------------->  time
    h   h   h   h  h  h                                 historical
                l  l  l  l  l  l                        live

You can use a simple TakeUntil construct:

var historicalStream = ;
var liveStream = ;

var mergedWithoutOverlap = 
     // pull from historical
     historicalStream
       // until we start overlapping with live
       .TakeUntil(liveStream)
       // then continue with live data
       .Concat(liveStream);

If you get all your historical data all at once, like a IEnumerable, you can use a combination of StartWith and your other logic:

var historicalData = ;
var liveData = ;

var mergedWithOverlap = 
    // the observable is the "long running" feed
    liveData
    // But we'll inject the historical data in front of it
    .StartWith(historicalData)
    // Perform filtering based on your needs
    .Where( .... );