Built · NYSE/SIAC · 1997–2004

Front-end Technical Director — NYSE specialist systems & surveillance

Front-end Technical Director / Lead Developer

Front-end Technical Director and lead developer for NYSE/SIAC specialist systems in New York: a Python log-analyzer framework on the trading-floor logs, a Java log browser with embedded Python, a one-month Market Share XML-RPC service into Specialist Portfolio, a Tandem-backed stock-information pub/sub server, the first NYSE XML regulatory feed, and Swing/AWT Specialist Portfolio clients with trade-detail mining and manual trades.

Market Share turnaround

<1 month

• Market surveillance (Python, Java, WebSphere, J2EE, EncXML, SWIG): NYSE trading-floor logs are numerous, very large, and often binary. Built a Python log-analyzer framework for ad-hoc data mining, querying, and alarms, plus a Java log browser with built-in Python scripting.
• Market Share (XML-RPC, PSO, Python, SWIG, C++, Unix, Tandem): server collecting market-share data from Oracle and publishing it into the Specialist Portfolio service. High-profile demand from Mr. Grasso; turnaround less than one month.
• Stock Information Server (XML-RPC, PSO, Python, SWIG, C++, Unix, Tandem): pub/sub of stock information. Clients subscribe with XML-RPC and SQL; data is published over XML-RPC or HTTP. SWIG/C++ extended Python to subscribe to a bespoke Tandem protocol.
• Member Firm Regulatory Service (XML, PSO, Python, Java, Unix): near-real-time XML feed of specialist-firm positions to the NYSE member-firm regulatory body. First NYSE XML service.
• Specialist Portfolio, Swing (Java, PSO, Python, Swing, Unix): designed and developed the Python server feed, Java data model, parts of the new GUI, and major Swing optimizations and printing. Shipped as a plug-in; also designed for Java Web Start.
• Specialist Portfolio — trade details (Java, Python, AWT, C++, Unix): added trade details so specialists could mine principal trades on the floor and in the back office, plus editing of trade details and entry of manual trades.