Tuesday, August 03, 2010

Blog Moved

My blog has moved. Please follow me at http://blog.strobaek.org. Thank you.

Wednesday, August 19, 2009

Masterclass on TDD

UPDATE: Seems like the original text did not pass the unit test. Paragraph at the end added.

Roy Osherove is giving an hands-on TDD Masterclass in the UK, September 21-25. Roy is author of "The Art of Unit Testing" (http://www.artofunittesting.com/), a leading tdd & unit testing book; he maintains a blog at http://iserializable.com (which amoung other things has critiqued tests written by Microsoft for asp.net MVC - check out the testreviews category) and has recently been on the Scott Hanselman podcast (http://bit.ly/psgYO) where he educated Scott on best practices in Unit Testing techniques. For a further insight into Roy's style, be sure to also check out Roy's talk at the recent Norwegian Developer's Conference (http://bit.ly/NuJVa).

Full Details here: http://bbits.co.uk/tddmasterclass

bbits are holding a raffle for a free ticket for the event. To be eligible to win the ticket (worth £2395!) you MUST paste this text, including all links, into your blog and email Ian@bbits.co.uk with the url to the blog entry. The draw will be made on September 1st and the winner informed by email and on bbits.co.uk/blog

Saturday, January 24, 2009

Mac is Back

I may not be Mr. Newman, but I have just re-entered the financial sector and man have I missed it. As I said in my farewell post, then this has never been a very active blog, but I hope this will change.
As always I plan on writing about the wonderful world of high-frequency trading, multi-threaded programming and what ever other subject that springs to mind.
Happy New Year to all.

Sunday, September 07, 2008

Over and Out

Not that this blog has been very active for a very long time, but now that I've left the financial sector, it will most likely die altogether - or at least change the subject.

Thanks to my few readers.


Sunday, September 30, 2007

FPL Foreign Exchange Breakfast Briefing

Thursday October 18th, FPL is having a breakfast briefing on foreign exchange in London. I will be part of the panel. It is free, so show up if you have the time.

Program can be viewed here.

Thursday, August 09, 2007

Layout and Lables

I've changed the layout of the blog slightly, and added lables (or tags as they are know elsewhere) to most of the posts, a concept that Blogspot has finally adapted.

European Financial Information Summit 2007

I've been invited to speak on the European Financial Information Summit 2007 which will be held in London on the 16th October.

The conference will assess and evaluate the current developments of market and reference data management in the banking sector in Europe.

Subject for the speak will be: Is the Terminal dead? - Terminals vs. direct feeds.

Saturday, July 21, 2007

Inside Market Data

The interview/article below appeared in the last issue of Inside Market Data.


Saxo Bank Plans FAST Data for Q4

Danish investment bank Saxo Bank will develop a proprietary feed handler to capture data via the FAST (FIX Adapted for Streaming data) protocol before the end of this year, and will also decide whether to use FAST for outbound distribution of quote data from its trading platform to clients, officials say.
Saxo is developing the new FAST feed handler to support the upcoming launch of FAST-format feeds from Nordic exchange operator OMX and the Chicago Mercantile Exchange. "We have direct connections to both OMX and the CME, so ... it would be to consume data from these sources," says Karsten Strøbæk, lead developer with Saxo. With the CME set to roll out a FAST-enabled feed later this year, the bank is planning to deploy its handler in Q4, Strøbæk says.
By developing a FAST feed handler, Saxo will be able to draw in both exchanges' data via the same interface - though both exchanges will maintain other versions of their feeds. OMX will roll out its FAST feed later this year alongside a new consolidated feed being built by technology partner Cicada (IMD, April 30), and the CME will maintain its proprietary RLC feed until the end of 2008 (IMD, Feb. 19).
Saxo does not yet have any FAST software in production, but has begun an initial test to evaluate how the protocol would fit into its architecture. However, the bank plans to allocate more development resources to the project once CME and OMX are closer to launching their feeds, and expects to complete all development work on the handler in-house. "We built our own FIX library for the message parsing and handling messages," says Strøbæk, who also serves on the Market Data Optimization Group of the FIX protocol's governing body.
Saxo intends to redistribute the data from the exchanges' FAST feeds to internal applications using its own proprietary data distribution platform. "We've built our own push-based system. [The data] is pushed into a central publishing system, so [any] subsystem can then subscribe to it. Everything is [stored] in-memory," Strøbæk says.
Once the FAST feed handler goes live, Saxo will then examine the possibility of distributing its own market data from the bank's trading platforms for equities, foreign exchange, contracts for difference and futures, using the FAST protocol. "We've built our own B2B server that supports trading in several different asset classes ... [so] one possibility would be to use FAST to distribute quotes from the platform," says Strøbæk.

Jean-Paul Carbonnier