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Fixed Income Trading: New venues

A simple question came up recently in a conversation – how many new Fixed Income trading venues are there?  I could not think of anywhere th...

Wednesday, 29 April 2015

SQL Server 2014 - Exporting/restoring database diagrams

Within Microsoft SQL Server database diagrams provide a GUI oriented way to create relationships between tables - primary key/foreign key and so on.

Thursday, 23 April 2015

Bloomberg outage: an alternative view

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

C# and Auto-Incrementing Build Numbers in VS 2013

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

Saturday, 18 April 2015

Excel VBA - industrialisation...Part Fourteen "Enumerating Excel.Model"

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. 

Solace Systems & Node.js Market Data Terminal

We have looked at market data terminals and middleware.  One of the challenges of building a modern web browser based application is that there is a requirement to push JavaScript to the client to provide an interactive user experience and almost always a requirement to serve up real-time streaming data.

Friday, 17 April 2015

Fixed Income: New market for Corporate Bonds

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

Excel COMAddin in C# - debugging...

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.

Tuesday, 7 April 2015

Sell-side FIX reference implementation (not low latency)

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.).  

Excel RTD Server VBA code wrapper: gotcha!

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

Excel VBA - industrialisation...Part Thirteen "Enumerating Connections"

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.

Saturday, 4 April 2015

Excel VBA - industrialisation...Part Ten "Enumerating COMAddins"

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

Excel VBA - industrialisation...Part Eight "Enumerating RTD Servers"

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:

Excel VBA - industrialisation...Part Nine "Enumerating DDE Servers"

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.