What is FIX The Financial Information Exchange Protocol is defined on the homepage of the protocol standards web site as “The Financial Information eXchange (FIX) Protocol is a messaging standard developed specifically for the real-time electronic exchange of securities transactions.” However, I think this definition is very limited. The protocol does not just define a messaging standard [...]
Archive for the ‘Problems and Solutions’ Category
Building a FIX engine in .NET
Posted in 1. Financial, FIX Engine, Problems and Solutions, Traders Tools, tagged .NET, Automated trading, Broker, c#, FIX on January 15, 2012 | 1 Comment »
Unit testing for managed memory leakage
Posted in Design Patterns, Memory Management, Problems and Solutions, TDD, Threading, tagged c#, garbage collection, GC - Memory Management, jet brains, performance, unit testing, weak references on December 31, 2011 | Leave a Comment »
It might seem a strange thing to do. Firstly can there be managed memory leakage? And secondly how can you unit test for this? I’ll put this into context and then all will become clear. I came across this interesting problem recently when playing around with a set of streaming real time data and attaching [...]
Building a news aggregator module for a trading platform –The architecture
Posted in 1. Financial, 2. Application Development, Agile, Architecture, Design Patterns, Problems and Solutions, Threading, Traders Tools, World View, WPF, tagged agile, architecture, c#, news aggregator, producer consumer, software design, WPF on December 16, 2011 | Leave a Comment »
In my recent post introducing the news aggregator I detailed what we are currently building. In this post, I will discuss some very high level architecture and some considerations around how to build the application. My first draft at architecture is to just get the different functional parts of the program identified. Then later we [...]
Building a news aggregator module for a trading platform -Introduction
Posted in 2. Application Development, Agile, Architecture, Cool Tools, Problems and Solutions, TDD, Traders Tools, tagged agile, communication, development team, iterations, lifecycle, news aggregator, TDD, trading, uat on December 12, 2011 | 1 Comment »
I am working on a project where I going to build a news aggregator which takes certain keywords and searches a predefined set of websites, company statements etc for stories or blog posts that have that keyword in it. The keywords are mostly a combination of company names or stock ticker codes and mood indicators, [...]
Making WPF Converters easier to use
Posted in Design Patterns, Problems and Solutions, WPF, tagged Adapter, IMultivalueConverter, IValueConverter, WPF on December 5, 2011 | Leave a Comment »
When binding data to WPF controls it is good practice to use a IValueConverter or IMultiValueConverter or use the adaptor pattern which is what I do for the equivalent when using MVC for the web, to change the values from your domain objects to something you can bind to which makes sense for the Gui [...]
HTML5 with JS include where all the content disappears
Posted in HTML5, Problems and Solutions, tagged browsers, html5, javascript, mime types, xhtml on October 6, 2011 | Leave a Comment »
I little gotcha which kept me entertained for hours was a difference in the way browsers handle close tags in HTML5. If, like me, you like to close all your tags and you add a JavaScript include into the head of the document, you may well close the tag like this: <script src=”/Scripts/modernizrOverrides.js” type=”text/javascript”/> When [...]
The importance of a good interview
Posted in Interviews, Problems and Solutions, tagged interviews on July 6, 2011 | Leave a Comment »
Interviewing for resource for a project is the single most important step in a project’s success. People make the project a success and getting the right person gives you a fighting chance of achieving it, getting the wrong person and you are doomed. I thought I would write this post to offer a few tips [...]
The trouble with Agile
Posted in Agile, Problems and Solutions, tagged agile, code quality, management, waterfall on June 5, 2011 | Leave a Comment »
Starting anything with an apology is never a good way to start; however, I must do this in advance. This post is not wholly about the problem with Agile, but a problem with people. Since people are unlikely to change in the short term and Agile is supposed to a flexible system which bends around [...]
Phil Haack’s Route Debugger
Posted in Cool Tools, MVC, Problems and Solutions, tagged mvc route debugger, mvc routing on April 1, 2011 | 1 Comment »
Another great tool in the Microsoft space. This tool is absolutely essential when developing MVC sites using .NET. It is extremely simple to use and can be downloaded from the NuGet package handler. (See previous blog post on NuGet). It can of course be downloaded and configured manually (all that seems so 2010 now ) [...]
Installing SQL Server 2008 – Sql2005SsmsExpressFacet
Posted in Problems and Solutions, SQL Server, tagged installation, sql server on November 26, 2010 | 2 Comments »
I thought I’d make a note of this one. If you have red gate or atleast an older copy like I have installed on your machine you might get a conflict when installing SQL Server 2008. This is quite baffling as the error tells you that you have SQL Server 2005 Express Tools installed and [...]