Daniel

Sep 052016
 
market data

Today I crosslink to my article Simplifying Market Tick Data Management as originally published to Finextra on 12 August 2016.

“For my first post, I thought I’d look at some of the issues that exist around managing trading data. After all, market trading generates phenomenal amounts of data. The NYSE, for example, saw more than 3.17 billion trades on the 18th of December 2015, with a value of over $110 billion. The NASDAQ has more than 2,000 equities that are being actively traded. As each market trade takes place, banks and financial services institutions have to ingest and track these transactions over time. The volume of trades for each equity can reach up to a few million ticks per single day, and exponentially more for equity options; multiply this across multiple stocks and exchanges, and the volume of data created over time is vast.”

Aug 282016
 
JAX Magazine August 2016 cover

I am pleased to relay that JAX Magazine published my article Software development in banking: Where MiFID II can lead to better applications in the August 2016 issue.

“The Markets in Financial Instruments Directive, or MiFID, was originally developed to regulate financial markets across the European Union, creating a single market for investment services and other activities. Following the launch of MiFID in 2007, a new version has been discussed and is due to be brought into force in January 2018.”

Searchable XML Documents with DataStax Enterprise

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Feb 072016
 
XML icon

Recently a customer asked for advice on storing a large number of XML documents in DataStax Enterprise. Though each XML document will be just a few kilobytes in size, there will be many billions of them. Multiple fields inside each XML document must be indexed and searchable in real time.

I have come across this and similar use cases a few times as a Solutions Engineer for DataStax, and indeed we are an excellent database platform for building a large, distributed, searchable document store. So in turn I created the DataStax XML Demo to show one way to store, index, and search XML documents with DataStax Enterprise. Please check out the GitHub repository and write me with your thoughts and questions.

DataStax Summit Europe 2016
To strike a related but tangential note, please come heckle me and my colleagues at DataStax Summit Europe 2016 in April. Open to all, free to register. You have no excuse, and you just might learn something.

What Jew talkin’ ’bout, Willis?

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Nov 092011
 
Super Jew

The history of the Jews in England is mixed at best. Jewish settlements date at least to the Norman Conquest, but by 1218 papal England required Jews to wear a stupid hat. A deteriorating situation reached its nadir when King Edward I issued the Edict of Expulsion in 1290.

On the other hand, a beleaguered but tolerant England sheltered Jews fleeing the Nazi grip on the continent. Today with over 300,000 Jews, England hosts the second largest Jewish population in Europe. The roots run deep and love is a two-way street: Jewish immigrants gave the English their iconic fish and chips.

The artifacts of this complicated relationship spanning a thousand years are at times poignant or hilarious, and always interesting. Even the street names are shadows of a storied past: Old Jewry, Jerusalem Passage, Jews Row, and today’s special guests, Jewry Street and Jews Walk.

I plan to visit the remainder and photograph them as well. In the meantime, if you know of another Jewey street, do share.

Jewry Street, City of London

Jewry Street, City of London

Jews Walk, Lewisham

Jews Walk, Lewisham

Patently Absurd

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Aug 152011
 
Android

Google buys “Android Partner” Motorola for $12.5 billion.

Wild. What do you have to say for yourself, Google CEO Larry Page? “[The acquisition will] enable us to better protect Android from anti-competitive threats from Microsoft, Apple and other companies.”

To paraphrase: “Screw you, Steve Jobs.”

I hope this swings the pendulum away from corporate patent trolling and towards innovation and competition. Apple is expert at both; Jobs only knows why they have concentrated on the former.

El Che

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Jul 262011
 
Che Guevara in 1950, photo by Alberto Korda

NYU, my alma mater, had more than her fair share of sham-intellectual douchenozzles whose wildly naïve political views rivaled only their incredibly poor hygiene in offending common decency. These guys walked around with Che Guevara t-shirts — there is a special, sad irony in the pop culture commercialization of an anti-capitalist murderer — and spouted nonsense about anarchy and communism. My buddy Eric poked a bit of fun at the archetype in his 2008 film Lowenstein’s a Terrorist, in which the writer/director himself cameos wearing a Che shirt. (Side note: one scene was filmed in my old apartment on John Street.)

My point is that today’s Saturday Morning Breakfast Cereal fills me with the warm and fuzzy nectar of nostalgia.


Summers of No Love

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Jul 212011
 
Facebook logo

Without question, the Winklevoss twins, of The Social Network fame, are assholes: two silver spoons, two senses of entitlement, two grown men whingeing over a nine-figure settlement. So with that in mind, it is not surprising to read the Brainstorm Tech interview of Larry Summers, former Harvard president and renowned arrogant bastard. From Fortune, 20 July 2011:

One of the things you learn as a college president is that if an undergraduate is wearing a tie and jacket on Thursday afternoon at three o’clock, there are two possibilities. One is that they’re looking for a job and have an interview; the other is that they are an a**hole. This was the latter case.

Amazing.

By the way, am I alone in seeing Mark Zuckerberg as the Shia LaBeouf of tech CEOs? Incomprehensible success meets tremendous lack of likability.

[Update 22-July-2011] Gawker shares the interview video. Cameron and Tyler respond. #WhiteWhine

Baby Boomers Behaving Badly

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Jul 172011
 
American quarter

From The Clash of Generations by Thomas L. Friedman, New York Times, 16 July 2011:

Indeed, if there is one sentiment that unites the crises in Europe and America it is a powerful sense of “baby boomers behaving badly” — a powerful sense that the generation that came of age in the last 50 years, my generation, will be remembered most for the incredible bounty and freedom it received from its parents and the incredible debt burden and constraints it left on its kids.

Could hardly say it better myself, Mr Friedman.

Apple and Adobe: It’s the Censorship, Stupid

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May 172010
 
Apple logo

The hearts of trendy technology fanboys the world ’round have been aflutter over the Apple versus Adobe showdown. All this agitation on the intellectual sea has produced some foam, as agitation will, but I worry when emotions run high and hyperbole runs rampant. A private technology mailing list to which I am privy began dissecting Kevin Lynch’s interview with Brady Forrest at Web 2.0 Expo SF. One gentleman, targeting Mr Lynch’s dark depiction of “walled gardens” (read: the iPad), went so far as to call Mr Lynch an “evil, evil man” for his demands that Apple open its precious platform to Adobe’s products.

Kevin Lynch a twice-evil man, is that not a tick harsh? An unabashed puller of the corporate line, certainly…though as the CTO, he helps write the corporate line. A egotistical geek, sure…again, CTO. Evil? The legal-but-immoral thoughts Steve Jobs wakes up with on a given Tuesday would make Mr Lynch curl up in a ball and beg for his mother, yet still I would hesitate to call Mr Jobs evil. (What is Steve, then? It rhymes with brass soul.)

To consumers, Apple sells delicious little bundles of hardware and software: iPhones, iPods, iPads. Apple also sells, to developers, access to that army of captive consumers, taking its famous 30% cut on App Store purchases. Apple created a platform and is her gatekeeper, censoring content and now dictating development methods. Do we as a society want Apple, or any corporation, to be the lone censor for a widespread and important consumer platform? I submit that society does not. The printing press manufacturer may not censor the daily newspaper. The descendants of Johannes Gutenberg may not challenge J. K. Rowling, no matter how derivative her imagination or childish her writing.

Our entire body of work here at Lab49 depends on tools and platforms built by others, and specifically, much of my own craft involves running Adobe tools on Apple platforms (excepting when bank clients force me onto Secure Build Windows, itself an oxymoron if ever there were one). On one hand I want Apple and Adobe to kiss, make up, and get the band back together for an overpriced reunion tour. On the other hand I enjoy watching two promoters of closed systems accuse each other of promoting closed systems. Hypocrisy may be a scoundrel’s refuge, but it is my entertainment.

Apr 292010
 
Flash Builder icon

Flash Builder is, speaking the King’s for a tick, pure rubbish. Adobe took its sweet time releasing this purportedly major upgrade, and I held a fool’s hope that Flex developers the world over might no longer gaze longingly at the highly functional and pleasantly integrated Silverlight tools across the aisle. Indeed, Adobe incremented the version (to 4 from 3) and switched the label (to Flash Builder from Flex Builder), but still the product is rubbish. I know it was you, Adobe. You broke my heart.

I am not alone in my sentiments. My associate Scott Selikoff focuses on Flex 4’s code verbosity and duplicate component libraries, but his verdict is the same. Rubbish. Unfortunately, Flash Builder is my primary development environment.

My present Flex frustration (Flexstration!) is resource modules, by which a developer may externalize resources into SWFs that may be loaded at run time. It sounds wonderful, but sadly the process is quite manual, requiring a human to take a number of heavy steps:

  1. Determine the resource bundles required, by running the compiler with the -resource-bundle-list option
  2. Gather the contents of the output file generated in step 1
  3. Run mxmlc from the command line — Flash Builder offers zero support here — specifying no MXML file but supplying the -locale, -source-path and -include-resource-bundles options

The poor developer must repeat this process for each resource module in each locale. As an example, let us assume the application has four resource modules and must support merely four locales: American English (en_US), British English (en_GB), Mexican Spanish (es_MX), and Spanish Spanish (es_ES). Even for these decidedly unambitious numbers, the now-heartbroken developer — or his helper monkey — must repeat the manual operations listed above 4 x 4 = 16 times. Pray for Mojo.

Of course, a clever developer could easily write a build script, perhaps leveraging Ant and Adobe’s Ant tasks for Flex. Most Flex developers, myself included, have done just that. My point is that this sort of automation of common tasks is exactly what a £400 enterprise development tool should do. Epic fail, Adobe.

[Update 21-July-2011] Corrected a typo in the “heavy steps” list.