How many Fixed Income trading venues are there?  A simple question came up recently in a conversation – how many new Fixed Income t...
Tuesday, 25 August 2015
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).
Monday, 24 August 2015
"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.
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
Monday, 3 August 2015
Sunday, 2 August 2015
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
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...