Eurex Exchange Programming

Eurex® Exchange Programming Summary

Legacy and COM-based code for trading tools and utilities

Development of an Audio Squawk

A Workstation-based squawker - for following a lead index or similar. Different accents used for different products.

MS Excel integration (COM RTD components)

The Excel "RealTimeData" function tarnsfers real-time data into a speadsheet from a COM component which supports a Microsoft-define interface. Such a component was developed to support a simple trading spreadsheet and deliver data from the Eurex API.

Development of Market Open (Rollover) order placing system

Workstation and Server and Exchange throughput and response analysis and order placement to maximise position in both order queues.

Eurex - Buyer's Member ID tabulation for trades

As a side-effect of API programming of the Eurex Exchange it was discovered that, for virtually every trade, the buyer's MemberID and TraderID could be discovered. Thus, for say a day's trading, an indication of the volume of every members business was available. Quite an oversight. Especially interesting at rollover time.

This was a joint venture with Nick Harrison, Martin Edwards, Ahmed Hamdi, Ralph Hazel (Gibraltar / Spain based traders).

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Eurex is a registered trademerk of Deutsche Börse AG.