Few people that work in the financial world actually live in the now.

Some live at the last month end; others at 't-1'.

Only silicon, mad men and chattering Tweeters live on the edge.

Following on from the Flow and Statelessness post, I used Lazy.js, a CORS proxy and the Markit On Demand API to build a quick and dirty way to process financial data in real time in your browser.


represents the current stream of prices for Tesla.


is the current stream of prices sampled at a second apart.


will return a minute's worth of prices sampled every second.

Perhaps you don't want to double count illiquid prices?


Or... 60 unique prices, however long it takes?


Filters, maps etc. you get the idea - dead simple.

At first I thought asynchronicity and laziness wouldn't mix.

Laziness would cause all the asynchronous calls to be executed last minute.

However I really enjoy throwing around asynchronous calls in a symbolical fashion; manipulate them and then as soon as available the data flows through.

I haven't quite straightened out the 'Lazy-Async nexus' just yet - but the end product has been satisfying so far.

Code is here.