Hi,
I am a trading applications developer and have developed trading utilities for various clients including a major Investment Bank. I have designed and implemented softwares like Exchange Linehandlers, Order Management System, Trade reconciliation and reporting system.
We have used both in-house and third party apis for our projects.
Professional Experience:
MARKET DATA COLLECTION :
This application collected market data from all APAC exchanges and stored in HDF format which strategies use as historical data for backtesting.
EXCHANGE LINE HANDLERS :
It was a C++ application that provided interfaces to various exchanges for traders and was capable of maintaining multiple sessions with an exchange using FIX Protocol.
HIGH FREQUENCY TRADING :
The High Frequency Trading platform team was formed to understand various causes of high latency faced by traders. The work was primarily focussed on improving latency in the forward path (TradingApp->Exchange) .
FX SMART ORDER ROUTER :
This application consisted of Line Handlers to different FX markets which were connected to each other through a central “Smart Order Routing” system that routed a particular order to the exchange which provided best price at that moment
INTERACTIVE BROKERS :
Using the C++ apis provided by IB we built an interface to Interactive Brokers. Apart from trading and retrieving market data realtime it was also used to extract historical data.
Kindly provide more details about the project.
Thanking you.