Monday, 20 February 2017
Wednesday, 4 January 2017
As published recently here the release candidate 1 for FIX Orchestra has been released. A lot of work from a number of good people has gone into this (I take credit for the name, as a play on my original implementation of FIIDL - pronounced "fiddle").
Tuesday, 3 January 2017
FIX testing is very much regarded as an unglamorous part of the financial technology landscape. But it's essential for most electronic trading relationships to work (yes, other protocols are available such as ITCH/OUCH, but I would suggest that in value terms traded per day FIX is king of the hill).
Saturday, 24 December 2016
Looking forward to this in 2017...
Thursday, 24 November 2016
Tuesday, 22 November 2016
Sunday, 20 November 2016
Tuesday, 15 November 2016
Tuesday, 18 October 2016
At a recent conference the subject of FIX Orchestra was front and centre. I described FIX Orchestra as "the full-stop at the end of FIX" .
What does that mean? Orchestra will remove on-boarding testing. It will empower firms to change their internal systems and then automatically allow Counterparties to trade using new features. Sell-side changes the parameters on an Algo or adds a new Algo. No problem, publish the new configuration via Orchestra and you're good to start trading as soon as your counterparty has loaded the Orchestra file.
Monday, 22 August 2016
Tuesday, 16 August 2016
Prior to Microservices "being a thing" that spawned countless articles (ok, 1.87m for https://www.google.co.uk/#q=microservices) it was a pretty well understood design pattern.
Harking back to the late 90s a well known sell-side system (hint, think of where the McLaren cars are based) used to be (still is, but cloud deployed) based upon a microservice orientated model where each application module consisted of a number of services based upon a number of patterns: