Technologies Used:  C#, C++, T-SQL

Design (%): NaN  Implementation (%): NaN

Description: 

Humans went all the way from T+17 to T+2. Progress is undeniebly unstoppable.
Not a lot of changes. lots and lots of testing.

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"The settlement period for in-scope securities traded on the secondary market in the United States (US) 
is currently trade date plus three business days, commonly referred to as T+3. The financial services industry, 
in coordination with regulators, is planning to shorten the settlement cycle to trade date plus two business days 
(T+2) on September 5, 2017. The products subject to the shortened settlement cycle include equities, 
corporate bonds, municipal bonds, unit investment trusts, and financial instruments comprised of these 
security types. Shortening the settlement cycle is expected to yield benefits for the industry and market 
participants including reduced credit and counterparty risk, operational process improvements, cash deployment   efficiencies, increased market liquidity, lower collateral requirements, and enhanced global settlement harmonization."  http://www.ust2.com/

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Binary: Windows Service

Technologies Used: C#, T-SQL, REST APIs, Sockets, XML, JSON, SeriLog, SQL Profiler, Postman . 

Design (%): 100  Implementation (%): 100

Description: 

    MSRB is killing their beatiful, stable and scalable IBM MQ based data redistribution systems and 
    replacing it with: 
        a.    REST APIs
        b.    Secure Sockets
    Pick your poison. 
    Will implement both because:
        a. I can
        b. Will provide redundancy.

Binary: Library.
Technologies Used: C#, 3rd parties SSH Libs, Bitvise SSH Server, Putty, Serilog.
Design (%): 100  Implementation (%): 100
Description: 
    My baby. Opens SSH tunnel(s) from client to Fabkom. 
    Client connects to local endpoint and through the SSH tunnel to the server 
    Uses Bitvise SSH Servers as proxies. Intelligently switches to next awailable one in case of failure.
    PK security and authorizations, self-encrypting configuration, fully configurable, firewall friendly. Yam.

Binary: Windows Service
Technologies Used: C#, EF6, T-SQL, QuickFIXn, MSMQ, Serilog, SQL Profiler, XML.
Design (%): 100 Implementation (%): 100
    
Real-time trades submission to Broadcort using FIX. 

Binary: Windows Services (Hub / Spokes pattern)
Technologies Used: C#, ADO.NET, T-SQL, QuickFIXn, MSMQ, Serilog, SQL Profiler, XML, JSON.
Design (%): 100 Implementation (%): 100

Real-time trades submission for clearing to Wedbush via Beta/Thomson. Single client per broker (Spokes) exchanging 
messages with Hub which communicates with clearing company using FIX. 
Itelligent retries and email notifications for all parties involved.
Detailed historical logs.
 

Binary: Windows Service

Technologies Used: C#, T-SQL, ADO.NET, QuickFIXn + TLS, Serilog, SQL Profiler, XML, Wireshark.

Design (%): 100 Implementation (%): 100

Receiving Drop Copy of trades Bloomberg VCON Service. 

Binary: Windows Service(s)
Technologies Used: C#, ADO.NET, T-SQL, RoR, QuickFIXn, MSMQ, Log4Net, SQL Profiler, XML, JSON.
Design (%): 100 Implementation (%): 100

Fully integrated trading/execution with Market Axess. 
Broker can 
    i. Publish Offerings/Bids Wanteds
    ii. Accept Bids
    iii. Bid on other participants items (Multiple brokers)
    iv. Process Execution Reports on bonds traded.

Binary: Windows Services
Technologies Used: C#
Design (80%): Implementation (100%):
Technologies: C#, C++, ADO.NET, T-SQL, QuickFixn, SQL Server, SSRS, SSIS, MSMQ, Log4J, SQLite, XML.

                         Heavily Multi-tasked.
What it did: Provides a conduit between Fabkoms WebMTS (trading platform for bond brokers) and BondDesks ATS. Full Order and Execution system. Executed Trades submission to a clearing company.

Binary: Library, Application (GUI)
Technologies Used: C#, WPF, QuickFIXn, XML, JSON.
Design (%): 100 Implementation (%): 100

Had to write it for Fabkom.FIX.MKTX to analyze FIX 5.0+ messages which can 
be pretty elaborate. None of the (free) open source FIX log viewers I could find reliably 
read those. In a case of record contains FIX custom repeated groups there would be no chance of quickly analyzing it case of emergency..
Allows an option of using your own dictionary. 
Verbose output in XML format, JSON conversion  with search options, etc, etc, etc.

Binary: Windows Service, Libraries, FICC.RTRS.Watcher - Windows Form GUI App. 
Technologies Used: C++, C#, SWYFT, MSMQ, IBM MQ, XML, ADO.NET, T-SQL, SQL Server, SQL Profiler, SSRS. 
Design (%): 100 Implementation (%): 100

MSRB 15 minutes trades reporting system for Self-Clearing Brokers. 
(C++ to C#, sockets, IBM MQ, SWYFT). 
Very very rigorous testing and acceptance process. 
 

Binary: Windows Service(s)
Technologies Used: C#, ADO.NET, T-SQL, QuickFIXn, MSMQ, Log4Net, SQL Profiler, XML.
Design (%): 100 Implementation (%): 100

What it does: Fully Automated Trading System (ATS). Distributes customers Bids Wanted (RFQs) to subscribers, 
accepts and processes subscribers Bids (Quotes), executes (Execution Report) on customers Trading System. 
Designed and implemented as a replacement for existing system which had limited functionality 
and used IBM WebSphere MQ or MSMQ as a delivery mechanism. Use of FIX protocol brought it to industry 
standards, allowed some additional flexibility and some serious $$ savings by not using IBM WebSphere MQ with 
their new per CPU licensing (have some mixed feelings about this one though).
Collaborated with subscribers, created docs, managed testing, UAT, QA, scheduled releases, etc. 
Subscribers include: Morgan Stanley, Wells Fargo, Royal Bank of Canada, etc.
 

Binary: Windows Application
Technologies: C#, C++, ADO.NET, T-SQL, MSMQ, IBM MQ, SQL Server, SQL Profiler. 
                         Heavily Multi-tasked.

Design (%): 100 Implementation (%): 100
What it does: Processes incoming/outgoing real time Data Feeds (100+ unique feeds, 3E5+ unique messages per day)  to/from Fabkom. Data records in nice hierarchical XML format (designed by YT). Very reliably with very low latency. Self-monitoring, email notifications, logging, nice GUI,  performance monitoring. Easily configurable and very scalable.  My only regret is not implementing it as a windows service from the beginning.
 

Binary: Library
Technologies Used: C, C++, ATL, C#
Design (%): 30  Implementation (%): 60

What it does: Implements SEA Standard Securities Calculation Methods Vols. I, II (not all of them)
Inherited this one as 16 bit C library. 
Converted to 32 bit C++ DLL with added functionality. 
Used DLL in ActiveX used in ASP server side code. 
Added more functionality and upgraded to C++ .Net CLI. Nobody liked it because of mix of managed and 
unmanaged code and horrible unreadable wrappers. Pulled the trigger and converted it to C#. 
Currently being used everywhere including SQL Server CLR assemblies. Very nice. 
Next conversion will be to F# :). 

Binary Helper: WebMTSBondCalcTester.exe MDI Windows Forms Application. 
Coded it for testing BondCalculator library. 
Allows creation of multiple persistant testing scenarious.
Testing part of it later became replaced by Test Project. 
Still using it as calculator interface for quick trouble-shooting. 
 

Binary: Windows Forms GUI Application
Technologies Used: C#, ADO.NET, T-SQL, SQL Server, SQL Profiler, Web Browser Control, 3rd Parties DOM libs.
Design (%): 100 Implementation (%): 100

HTML Page scraping for various Treasuries and financial indexes data from various free sources. 
(usually delayed data). Stored in DB for later consumption. Had to use WebBrowser i.o plain HTTP 
request processing due to js on pages. 
Blah.

Binary: Library. Web Service.
Technologies Used: C#, ADO.NET, T-SQL, SQL Server, SQL Profiler
Design (%): 100 Implementation (%): 100

Web Service. Returns current Treasuries data.
 

Project Name: TSY.SpreadCalculator ((In PROD))
Binary: Windows Service, Windows Forms GUI Application.
Technologies Used: C#, ADO.NET, T-SQL, SQL Server, SQL Profiler, Remoting, WebService(s). 
Design (%): 100 Implementation (%): 100
What it does: Updates inventory bonds positions with spread to treasury (points) when TSY yield changes. 
Pulls treasuries data from TSY.Web Service. Proxy - no problem.
Uses Remoting to output real time calculation data to a nice GUI for real time monitoring. 
Did not really like Remoting but am really interesting in working with its successor WCF.
 

Binary: Windows Service
Technologies Used: C++, C#, IBM MQ, ADO.NET, T-SQL, SQL Server, SQL Profiler . 
Design (%): 100, Implementation (%): 100
What it does: Processes MSRB intraday real-time trading data. Uses IBM MQ as a delivery middleware.
Calculates and aggregates (a lot). Initially written in C++, later converted to C# with significantly extended functionality.

Binary: Library (COM), Windows Service
Technologies Used: C++, ATL, C#, MSMQ, MSMQ Triggers, XML, ADO.NET, T-SQL, SQL Server, SQL Profiler. 
Design (%): 100 Implementation (%): 100
What it does: Order Processing System. Orders are being sent from website to Brokers MSMQ.  
Originally written as MSMQ Trigger (COM object C++, ATL).
Rewritten as a Windows Service C# with significantly expanded functionality.

Binary: Windows Library
Technologies Used: C++, C#, WinSock
Design (%): 100 Implementation (%): 100
Description: 
Pulls CUSIPs description from FTInteractiveData™ MuniView™ APIs. 
Originally wrote it in C++, later converted to C# with extended functionality.
Library used by multiple processes requiring CUSIP research data.
Had to give it away to another developer who had his ways with it. You know who you are.
Coded nice Fabkom.FTTester Win Forms GUI client for testing. IMHO so nice that I still use it instead of prod client.

Binary: Windows Application
Technologies Used: C++, HTML, DOM, SQL Server, ODBC
Design (%): 100 Implementation (%): 100 

CUSIP researching application using MuniView™ FTInteractiveData™ APIs. 
Very nice HTML based GUI client. Functionality was eventually merged into trading system.
 

Binary: Windows Forms GUI Appliation
Technologies Used: C++, ODBC, Pervasive/Btrieve DB, SQL Server. 
Design (%): 100 Implementation (%): 100
 
Created and submitted files with various trading information to various clearing companies for multiple Brokers. 
Worked amazingly fine. Completely overhauled and merged into other services as clearing companies 
started to use methods of delivery other than files. Deprecated.

Binary: vba scripts for Microsoft Office
Technologies Used: vba, Microsoft Office 2003 and up, 3rd party FTP library, SQL Server
Design (%): 100 Implementation (%): 100

Automated Outlook to process brokers portfolious and offering files. 
Would properly identify and save attachments.
Multiple Excel macros/forms for client side data entry.
Pretty non exciting.
 

Binary: Windows Application Win32 APIs GUI, multiple plug-in libraries
Technologies Used: C++, ODBC, SQL Server, various 3rd party libraries. 
Design (%): 40 Implementation (%): 40
Description: 
Inherited this one. Processes files in various formats (xls, doc, pdf, csv, proprietary, etc.) 
into a single set of standard formats for the consumption by another process (Fabkom.DBUtil32) 
Changed it to use plug-in architecture allowing simple addition/removal of new files to be processed.
 

Binary: ActiveX Clent (DLL), ActiveX Server (EXE)
Technologies Used: C++, ATL, DOM, IE 8-ish automation
Qview™ (Client-server ActiveX COM based system using Web Browser Model and used to research CUSIP descriptive information directly from Municipal Trading System™ or Municipal Manager™ from           
       KennyBase® Internet  Service. (www.kennyweb.com)
       Client Part - ATL based ActiveX DLL.
       Server Part - ATL Executable
       Database: Scalable SQL, accessed using ODBC. 
       Networking: Data Broadcasts over Novell networks. Semaphores to synchronize with legacy system. 
    Certificate signed CAB file.

Binary: Windows Application Win32 APIs GUI
Technologies Used:: C++, ODBC
Design (%): 30 Implementation (%): 30
Description: 
Inherited this one. Batch processes lots and lots of files into SQL Server database. Multithreaded. 
That’s pretty much the only exciting thing about this one. Almost gone. Yeay.

Binary: Windows Application, Libraries
Technologies Used: C++, SQL 
Was cherry-picking and researching CUSIPS based on unreasonably complicated set of rules. 
Eventually replaced by functionality in trading system and set of SQL Jobs, Triggers and extended SPs.

Binary: Windows Application Win32 APIs GUI
Technologies Used: C++, ODBC
Design (%): 20 Implementation (%): 20
Description: 
Inherited this one. Client-Server. Sends files back and forth between Fabkom and 
some stubborn unwilling to change customers. Abundant use of WinSock APIs. 
Two exciting things about this one - very nice GUI and FTP protocol implementation (based on some open source code).
Still in use by some muni bond dealers. Slowly (very) being phased out.

Binary: Windows Application 
Technologies Used:

  Original Borland C++ OWL, ODBC, Novell, BTrieve
  Converted to  Win32 APIs, SQL Server.
Design (%): 20 Implementation (%): 80

    Implemented Inventory and Account Management parts of Municipal Manager™
       The Portfolio and Account Manager for Municipal Bonds Brokers-Dealers.
    Converted Municipal Manager Administrator™ (MMA) from 16 to a 32 bit application, 
    added functionality for Broker Bids Wanted and Offerings processing
    So long ago......
 

Binary: Windows MDI Application
Technologies Used: Borland C++ OWL, ODBC, Novell, BTrieve
                   Wind32 APIs, SQL Server.
Design (%): 20 Implementation (%): 80

Converted Profit and Loss™ (PNL) application from 16 to a 32 bit. Added functionality and optimized to 
calculate average cost and PNL. Mark to market. 

Gave it away to another developers. I hope it is happy there.

Binary: NA
Technologies Used: NA
Design (%): NA Implementation (%): NA 

I absolutely had to keep this one :)
Year 2000 compliance code testing with Paine Webber and NSCC.

Supported and modified some legacy DOS applications :(