FX & Money Markets Real-Time Pricing

As part of a long ongoing relationship with a major broker, BJSS has designed, developed, delivered an FX and money/capital markets trading system. The system provides Straight Through Processing (STP) from trade capture, brokerage calculation through to trade reporting. The system is live globally and is available across 10,000 screens globally.

 

The system captures and enriches (applies brokerage, payment instructions etc) for FX instruments (i.e. spot, forward) and money/capital market (i.e. FRA, Swaps, Swaptions) trades from front office systems.

 

The system is highly DCOM based with re-usable components for Trader Reporting, Brokerage Calculation and Trade Capture. Main display components were developed in Visual Basic. The server and DCOM components were developed in Visual C++.

 

The trades are stored in a SQL Server 7 database on a dual processor Microsoft Cluster System. The system is written in Visual C++/MFC and makes extensive use of multi-threading techniques to achieve scaleable performance.

 

The system is supported by BJSS and integrates smoothly into existing AS/400 legacy systems and existing TOF and DDN trade notification systems (some of which were also developed by BJSS).

 

Technology: Clustered NT, DCOM, SQLServer, C++, MFC