The Reality of Connectivity I don’t just "plug in" APIs; I build resilient execution gateways. In institutional trading, a "working" connection isn't enough—you need a system that handles sequence number desyncs, unexpected session drops, and complex tag-mapping without missing a fill. I specialize in bridging the gap between your strategy and Tier-1 vendors.
What I Solve:
The "Certification" Hurdle: I lead the technical conformance process with brokers like UBS, TT, and Iress. I manage the UAT cycles, message validation, and scenario testing required to get your production keys.
Session Persistence & Recovery: Implementation of robust state management. Whether it’s a standard 24-hour reset or an intraday disconnect, my engines handle gap fills and sequence synchronization automatically.
Low-Latency QuickFIX Tuning: Moving beyond default settings. I tune QuickFIX (C++, C#, Python) for high-throughput environments by optimizing message stores, thread affinity, and zero-copy parsing where performance is critical.
Vendor-Specific Experience:
Trading Technologies (TT): Native integration for Order Routing and Drop Copy (FIX 4.4).
UBS & REDI: Custom tag mapping for specialized algorithmic order types and multi-leg equity/options execution.
FX Liquidity (PrimeXM/Finalto): Handling ESP (Streaming) and RFS (Request for Stream) workflows where sub-millisecond response time is the standard.
Market Data Bridges: Building normalized adapters for Iress or Quantitative Brokers to feed your internal strategy engines.
Implementation Philosophy:I build for the "Slow Path" and the "Error Path." While most developers focus on the happy path where orders just fill, I ensure your engine has the logging and fail-safes to handle the 1% of cases—like a Logout message with an ambiguous text tag or a partial fill on a cancelled leg—that cause the most financial risk.