LSE SETS Order Entry, Order Book and Real Time Prices

 

For a major information provider, BJSS developed a SETS front office equity trading system. This includes many view types, all with own order marking, such as: bests, indices, full depth and aggregated order books, quote views, "what if" calculators, graphing capabilities and an event notification view.

 

Trading includes order quote entry/modifications, trade reporting and back office integration.

 

Market information is provided by an interface to the LSE LMIL feed, allowing the download of stock information and latest prices. Order management and routing occurs to the LSE and numerous Retail Service Providers.

 

The software is currently in use at over 130 installations and BJSS provide full 3rd line technical support for both the trading and market display components.

 

The system uses both UNIX and NT, both developed in C++, with use of X.25 communications for SETS trading communication and TCP/IP communication for information dissemination to market displays. Visual C++/MFC and COM is used extensively on NT. The system is fully transactional across the message and database boundaries.

 

Technology: NT, COM, SQL Server, C++, MFC, RPC