- Pink - (http://www.pinksheets.com) I wrote the Pink trading interface for our organization. It is a FIX protocol. Pink is unique in that there is no matching engine. [C++, STL, Tcl on Solaris]
- Liffe - (http://www.liffe.com) I updated our price feed to the new version of their protocol. New feature was batching orders. Also replaced the order canceling sub-system. [C++, STL, Tcl on Solaris]
- Quantam - (http://www.quantam.net/pages/Presentation%20English.pdf) I wrote a price feed using our company as the source so that Quantam could run their trading models. [C++, STL, Tcl on Solaris]
- Wombat - (http://www.wombatfs.com) It was decided to replace our price feeds and instrument servers with third party components, over time. I wrote a gateway that was an application from Wombat's point of view, and a price feed from the instrument servers' point of view, so applications that we had not yet converted could run without changes. [C++, STL, Boost, Tcl, SQL on Solaris]
People seem particularly interested in my use of STL. I used mostly the generic containers. I used lists, vectors, maps, bitsets. I made very little use of the generic algorithms.
I also used some features of Boost. I used the Posix date and time manipulations, and boost::optional.