On this blog we've discussed the intersection of market data and FIX more than a few times (a list of links follows at the end).
Technology strategy for the front-office. Software development, Cryptocurrency, data-analytics, OMS, EMS, FIX and global electronic trading. Fixed income, equities, FX, ETD and OTC. Buy-side, sell-side, hedge funds, exchanges and execution venues...
Featured post
Fixed Income Trading: New venues ( How many Fixed Income trading venues are there? )
How many Fixed Income trading venues are there? [155] A simple question came up recently in a conversation – how many new Fixed Income t...

Subjects covered...
Tuesday, 25 August 2015
Monday, 24 August 2015
VirtualBox, Solace Systems Virtual Message Router and SolCache
"Solcache is a scalable, in-memory message cache for Direct messaging that allows clients using Solace messaging APIs to request the most current messages for a topic of interest when they come online, or when they start subscribing to topics that they were not originally subscribed to." -- Solace_SolCache_Guide_R71_Iss01.pdf page 15.
Security, the right way
Working with clients in financial services has meant that at all times I have had to fit into the corporate security model employed by the firm. With a diverse range of firms I have seen different levels of security. At one extreme has been a number of Swiss firms.
Monday, 17 August 2015
DevOps
The below picture ("Worked fine in Dev, Ops problem now) is one that I am sure many readers will have seen.
Monday, 3 August 2015
Sunday, 2 August 2015
Middleware: RESTful interfaces ActiveMQ vs RabbitMQ vs Solace Systems
One use-case for Message Oriented Middleware is to provide a RESTful endpoint. This post looks at some options for how to do this for a specific use case:
Saturday, 1 August 2015
Microsoft Excel Wishlist: Please integrate with R
Further to previous post "Excel VBA – does it have a future?", a recent discussion about the future of Excel brought the participants to an interesting conclusion...
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