How many new Fixed Income trading venues are there?  A simple question came up recently in a conversation – how many new Fixed Inco...
Wednesday, 29 April 2015
Within Microsoft SQL Server database diagrams provide a GUI oriented way to create relationships between tables - primary key/foreign key and so on.
Saturday, 25 April 2015
Microsoft JDBC driver 4.0 and 4.1 as shipped does not contain the help files :-(
Thursday, 23 April 2015
After the Bloomberg outage a huge amount of sound and fury has been directed at the firm, indicating that Bloomberg has failed and that everyone needs to look at other products.
Wednesday, 22 April 2015
Anyone used to VB6 will remember that it can be configured to automatically increment the build number each time the code is built. It was a simple way to track versions.
Tuesday, 21 April 2015
The proposed method to interface Excel and Solace Systems is an Excel RTD Server. There are a number of reasons for this, worthwhile to set out the thinking behind this decision.
Monday, 20 April 2015
At this point I'd like to recap this series and describe what remains to be told of Excel Industrialisation.
Sunday, 19 April 2015
Note: This is not for illegal copies, this is for legitimate use, so if you are looking for something along the lines of Hackintosh please walk along, nothing to see here....
This post brings together a few long term topics of interest: Excel, FIX, Market Data, Excel RTD, C#, Solace Systems and Middleware. We are going to take a real-time data feed from a Solace Systems appliance to populate Excel with:
Saturday, 18 April 2015
Excel 2013 included a number of changes - one of the big changes is the addition of Excel.Model. In essence, this allows the user to treat data within the Excel spreadsheets as though it is contained within database tables.
Friday, 17 April 2015
A topic we have covered before is the evolution of the market place for Corporate Bond trading - "Matching engine for corporate bonds?". Since the demise of Lehman Brothers we have seen the banks pull back capital from the corporate bond flow trading business and a subsequent drastic reduction in liquidity. This post is a modest proposal for the structure of how a new Fixed Income market could work.
Saturday, 11 April 2015
Developing COM Addins for Excel is a case of creating a new class library, implementing the IDTExtensibility interface, writing the code and then deploying and debugging.
Friday, 10 April 2015
Further to the earlier posts on Execution venue analysis, TCA for Fixed Income and Beyond TCA I want to set out some of the requirements for a platform to perform these four functions...
If you place a .chm (compiled html help file) into a directory with a # in the path then the contents of the .chm file will not be displayed.
Tuesday, 7 April 2015
This post will cover a reference implementation of a FIX ecosystem for a reasonable size sell-side organisation. The target here is not a low latency environment. The trading ecosystem that is suited to this reference implementation is a hub and spoke model, where a sell-side in a region runs connectivity out from a central hub to the regional exchanges (or SEFs, ECNs, FX Hubs etc.).
This is a nice and simple technical tip rather than one of my War and Peace tendency blog posts. The Microsoft Excel RTD function is one we have covered here before many times.
Monday, 6 April 2015
Another way to interact with Excel is through WorkbookConnections from external data sources to an Excel Workbook. If this data is needed for a spreadsheet then clearly these connections must be enumerated for the Excel Industrialisation process.
Sunday, 5 April 2015
We are now reaching the end of the "Enumerating.." part of this series. I am aware that these could have all been merged into one longer post but I think it's good to show the sheer variety of methods for code to interact with the Excel application.
If you have been following this series of posts you will have seen a lot of posts about enumerations:
Saturday, 4 April 2015
This post is concerned with looking at COM Addins. The COM Addin is part of the Office Object Model rather than Excel and was part of a Microsoft process to try and unify the different implementations of VBA.
Friday, 3 April 2015
An Excel RTD Server is a hybrid push/pull mechanism that can send data into Excel in something approaching real-time. If you are not familiar with this technology, you can find instructions on how to build one on this blog at:
A DDE Server is an old technology that is still used by a number of vendors to push real time data into Excel. It has mainly been replaced by RTD but is still in use by many firms for internal applications and for some legacy applications. In some quite particular use cases DDE outperforms RTD and so it will remain in use for some time yet.