Khader's Blog

Bloomberg Open Symbology - BSYM (Bloomberg open sources its Security Identifier Universe)

khader — Fri, 26 Feb 2010 02:35:18 +0000

A while ago, Bloomberg announced that it is making its proprietary security codes public (http://bsym.bloomberg.com/sym/). I received couple of emails asking what that means. Many news items used the term ‘Open Source’, which was confusing to some. First, let me explain what they are making it open source.

As some of my articles on this blog explain different types of security identifiers used in the market, Bloomberg security identifier is another category. But they have been proprietary. What that means is you can’t use them unless you have purchased Bloomberg Professional or other Bloomberg services. If you are a market data vendor you can’t use them with your data.

Now, Bloomberg created website for public and it is free. Also allows you to use their codes as you need without any licensing. Let me clear it a bit more. They are not giving you any product or software. It is merely a license to use the Ids freely, that’s it!
Does it really matter to a technology professional working for a typical Wall Street firm?

It may not. In fact, now you may have to add this column to your Security Master database if you are already not doing so.

If you are a market data provider, it will be additional selling point for you to add Bloomberg ID to your data.

So, don’t be excited that Bloomberg is giving away something big!

Resources:

BSYM Website - http://bsym.bloomberg.com/sym/ You can search codes by market, security type and also download them in Excel.

Fixed Income Trading System Architecture Workshop on Sep 26

khader — Thu, 13 Aug 2009 19:05:00 +0000

I am planning to start another series of sessions on Trading Platform Architecture. I will start the first session on Sep 26th covering the basics of FI products, players, needs of Broker/dealer and System requirements. For more details and presentation downloads visit Fixed Income Trading System Architecture

I will also be postin some articles on desing challenges, technology choices etc. very soon.

-Khader Vali

FIX Protocol FAQs are posted

khader — Mon, 18 May 2009 18:28:58 +0000

As requested, I have compiled good number of frequently asked questions on FIX protocol. I tried my best to answer them precisely. I have added them under Sections tab on right menu or can click here.

Feel free to write to me if you have any specific questions on this topic.

Cheers!

HtmlGenericControl ID Property is not specified - ASP.Net (Visual Studio)

khader — Mon, 18 May 2009 18:14:45 +0000

You would see this quite often in Visual Studio (mainly 2008) while working with ASP.Net and User Controls. This is been very tricky. It is not actually a problem, but Visiual Studio could not render this control inside another page. It was kind of a pain not being able to see User control inside main pages. It took a while to figure it out.

If you are using HtmlGeneric controls (such as ,

, ,

, etc) in your User Control they must have ‘ID’ attribute defined though you are not using it.

For example we had

All I need to do was add ‘id’ attribute to this tag as

Cheers!

HttpException (0×80004005): The IListSource does not contain any data sources - Anatomy

khader — Tue, 05 May 2009 15:52:53 +0000

This is one of the common errors I saw when I was testing our new asp.net application recently. I asked my team, the answer was simple patch. But I wasn’t happy. I didn’t find any good explanation from anybody on internet either. I did little research. Here’s my explanation.

First, couple of points to note:

This occurs when you are binding a NULL dataset to Data control such a GridView, FormView etc. We could avoid this by simple checking whether dataset is null. I don’t think it is a robust solution.
NULL datasource is returned mostly when some thing is WRONG/ERROR with your query or stored procedure.

Then, what happened to the SQLException handling code? I had the same question. But look at the following piece of code.


//....
DataSet dsDataSet = null;
dbConn = new SqlConnection(_connStr);
try
{
      dbAdapter = new SqlDataAdapter(SqlString, dbConn);
      dsDataSet = new DataSet();
      dbAdapter.Fill(dsDataSet);
}
catch (SqlException sqlException)
{
      System.Diagnostics.Trace.WriteLine(sqlException.ToString());
}
catch (Exception genException)
{
      System.Diagnostics.Trace.WriteLine(genException.ToString());
}
return dsDataSet;
//....

It looks great. It has all that you usually think of. But this is the same code which was bugging me. It simply returns NULL dataset even when I am missing my Stored Procedure in Database. What happened SQLException?

Here the culprit is the function “dbAdapter.Fill(dsDataSet);”. If you look at the FILL function documentation you will see few other signatures. The default signature simply tries to add or refresh the rows in dataset. If you look at the details carefully it says, it doesn’t fill the Dataset if there are any erros from the SELECT/SQL. Same thing happened in my case. I was missing stored procedures in my new database. It kept simply throwing the IListSource exception instead of SQLException.

You can carefully use this function with some extra checks to avoid this error. It is very important to handle this otherwise you may end up spending lot of time to find out that you are missing some database object.

-Khader Vali

HttpException (0×80004005): Maximum request length exceeded.

khader — Fri, 01 May 2009 19:22:33 +0000

These days I have been developing couple of prototypes using ASP.Net. I love to use ASP.Net for quick prototypes. I am throwing some of the key issues I am facing. We connected our app to real database that has millions of rows. First thing we came across was request length exception.

HttpException (0×80004005): Maximum request length exceeded.

You may have this error in case of
- large data downloads through grids etc
- large file uploads, attachments etc

It is mostly to do with buffer used by IIS server to process request. The size can be increased by one of the parameter in web.config. as follows:

Remember the max allowed is 4GB, Which lot more than required. If that is not sufficient you may have to look into your application design.

…
maxRequestLength=”102400″ />
…

Bytecode Instrumentation

khader — Mon, 27 Apr 2009 20:57:27 +0000

It sounds pretty technical word. How can you observe the perforamnce or the behavior of your class files (byte code)? Are there any hooks that JVM gives us to do this? The answer is ‘Bytecode instrmentation’ (BCI). Using BCI you can examine and modify the bytecode objects before they are executed. This is a very usefull facility used in profiling Java applications.

Java Virtual Machine Tool Interface (JVMTI) is native programming interface that can be used to inspect and control the JVM. Generally profiling, debugging and analysis tools use BCI.

Securities Trade Life Cycle

khader — Sat, 11 Apr 2009 18:54:49 +0000

It is important to know the big picture of securities trade life cycle. I have been conducting this little workshop on this topic. This workshop covers the following topics. You can also download the presentation Securities Trade Processing(PPT/PDF).

CONTENTS:

Introduction
Brokerage Firm/Securities Trading Organization
Trade Life Cycle
Order Origination / Front Office
Order Validation / Middle Office
Settlement / Back Office
Custodians, Commercial Banks
References

-Khader

Tooltip for GridView Column Headers (ASP.Net)

khader — Mon, 30 Mar 2009 16:03:38 +0000

I just wanted to add auto tooltips for my GridView headers. There are couple of ways but I don’t want to use javascript and wanted to use simple ‘title’ attribute. It took couple of hours to get the working code supporting sortable columns. I thought it will be very useful for others. Here’s the code and logic behind it.

I am using RowDataBound event of the GridView to add tooltip manually. So I created a event handler. In the handler I checking the type of column header whether it is simple Text or a Link to sort the data. The reason is I cannot retrieve the name of the Column if is clickable header. Here is the code (VBScript):


'Assume your grid control name - GVDashBoard
Protected Sub GVDashBoard_RowDataBound(ByVal sender As Object,
        ByVal e As  System.Web.UI.WebControls.GridViewRowEventArgs)
           Handles GVDashBoard.RowDataBound
Dim titleSet As Boolean = False

If e.Row.RowType = DataControlRowType.Header Then
     For Each cell As TableCell In e.Row.Cells
          For Each ctl As Control In cell.Controls
              If ctl.GetType().ToString().Contains("DataControlLinkButton") Then
                   cell.Attributes.Add("title", "Sort by - " + CType(ctl,LinkButton).Text)
                   titleSet = True
              End If
          Next
          If Not titleSet Then
              cell.Attributes.Add("title", "Tooltip for Column - " + cell.Text)
          End If
          titleSet = False
    Next
End If

End Sub

If you are looking to add a tooltip manually you can do shown below:

Grid Computing Vs Cloud Computing

khader — Thu, 19 Mar 2009 23:06:33 +0000

Recently we started hearing a lot about these terms. They are bit confusing and not many are clear about the distinction. I tried to google it to see if there is any simple and clear explanation somewhere. But I wasn’t that lucky. So let me explain this in a simplest possible way.

Grid Computing term is in use from quite some time and has clear meaning and context where as Cloud computing is relatively new and has a broad meaning to it.

Grid refers to the set of independent computers that are used in parallel to run a very lengthy process like research etc. All these computers do their job independently and the results are added up. This whole coordination is handled by special software. (I will keep specifics away for the sake simplicity). This whole computing process is known as Grid Computing.

Coming to Cloud computing, it refers to the set of services that run independently (may be on one processor, multiple processors, or in totally different environment) and brought together to serve a specific purpose. Here service could be of any size and nature. For example, a storefront might be using Credit card processing service hosted on different machine from different company, and paypal services by Paypal etc. All these services are generally accessed over internet hence the name Cloud.

I think it was simple to start with. To understand more, bringing multiple services together is always a challenge and there are many methodologies and commercial and non-commercial softwares. Different terms are used in different context. There are lots of resources available to learn more. I have listed some of the very useful links below.
Happy learning!

Related Terms:

Enterprise Bus
Middleware
Utility Computing
Virtual Servers
Super Computer
SaaS (Software as a Service)
CPU Scavenging
Shared Computing
Distributed Computing

References:

Grid Computing on Wikipedia
Cloud Computing on Wikipedia
Cloud Computing Article on InfoWorld
Cloud Computing from Sun
Grid Computing from IBM
Xgrid from Apple
Appistry a Cloud Computing software
Cloud Computing Services by Amazon
Google Apps