How many new Fixed Income trading venues are there?  A simple question came up recently in a conversation – how many new Fixed Inco...
Friday, 20 November 2015
A valid tag=value FIX message has a checksum computed. So it's possible to detect if a message was corrupted over the wire. So FIX is used to calculating a value based upon the payload of a message.
In this MSDN post https://msdn.microsoft.com/en-us/magazine/mt238409.aspx is an interesting line "I suspect support for R will be added to Visual Studio at some point."
Thursday, 19 November 2015
Had an interesting conversation with a fintech recently. They commented that they received a lot of enquiries from potential clients in the form of emails, phone calls, RFIs, RFPs, ITTs and so on.
Wednesday, 18 November 2015
Sunday, 15 November 2015
As keen readers will know, I have been a big fan of the idea of transitioning FIX from a message based protocol to a state+message based protocol. This is all quite geeky but it can potentially revolutionise Electronic Trading globally for all asset classes, for buy-side, sell-side, exchanges, regulators and any other market participant.
Sunday, 8 November 2015
During an interesting conversation with a senior buy-side participant a few interesting points were made which merit repeating here...