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Category Archives: Trade Flow
Automated FpML Message Testing with JMeter
One of the ingredients of a successful messaging project is strong testing. However, the fluid nature of messaging projects means iteration after iteration of system releases. This presents a challenge for the testers and they need to run the tests … Continue reading
Posted in Automation, FpML, JMeter, Orchestration, Regression, Smoke Testing, STP, Test Automation, Testing, Trade Flow, Uncategorized
Tagged BeanShell, Black Box, fpml, HTTP Header Manager, JDBC, JMeter, Messaging Systems, Orchestration, Response Assertion
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Not modelling your workflow? Here there be monsters!
I wanted to share a recent project experience with you that further strengthened my belief that a picture paints a thousand words. It helped to identify the root cause of a show-stopping problem where other efforts to do so had … Continue reading
Posted in Business Rules, Data Flow, Domain Model, Messaging, Models, Replay, Risk Management, Routing Rules, Rule Engines, Smoke Testing, Trade Flow, Uncategorized
Tagged adapter, adapter framework, complex, conflict, deep dive, entry rule, exit rule, infrastructure, logging, Messaging Systems, refactor, regression test packs, root cause, Rules engine, test rig, testing rig, the code documents itself, trade capture system, upstream, walk through, walkthrough, workflow
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Don’t dis the “As Is”!
So, your project has kicked off. It’s big. It’s strategic. A career maker. Your task? To design and implement a new strategic messaging platform to replace the existing legacy system. This constitutes a myriad of SQL scripts, staging tables, tactical … Continue reading
Posted in Business Rules, Data Mapping, Domain Model, Trade Flow
Tagged agile, As Is, break, domain boundary, edge case, Messaging Systems, Post-Trade, sequencing, sql script, test driven, To Be, use case
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Increasing STP Rates – The Fantastic Four
No exciting trips out and about were to be had for this blog entry. Just me, a keyboard and several cups of terrible coffee. My topic this time is Straight Through Processing (STP) and I thought we’d have a very … Continue reading
Posted in STP, Trade Flow
Tagged break, CCP, golden source, static data, STEP, STP, straight through exception processing, straight through processing, workflow
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10 Things You Never Wanted To Know About The Eurex 13 Clearing Feed
Here’s a handy list of quirks and gotchas you won’t find in the documentation for the Eurex 13 trade confirmation stream (): (1) When a trade is posted on a G1/G2 account (automated give-up), the trade confirmation message (000) will … Continue reading
Posted in API, Derivatives Industry, Eurex 13, Trade Flow
Tagged clearing feed, eurex 13, trade confirmation, values api
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