Bruce Gilham Jr.

All work · Finance & trading

Coast Asset Management

A fixed-income desk's daily trading tools rebuilt off forty hand-maintained files onto the Bloomberg feed, and a years-old display fault nobody could solve traced to the vendor's own software. Fourteen years on the desk.

Years
2007–2021
Sector
Fixed-income asset management
Role
Lead developer and rescuer
Outcome
Still running

The problem the business had

The desk priced US and European treasuries, bills, futures, deposits, swaps and OIS live off a Bloomberg terminal, using a desktop application fed by around forty flat files maintained by hand next to the program. It also had a display fault, years old, that nobody had been able to diagnose.

What was done

Rewrote the main application to pull from the Bloomberg API directly instead of the hand-maintained files, added futures screens with automatic contract rollover, and produced a full map of every Bloomberg field to the code that uses it, so the desk's tools were documented for the first time.

What it returned

Found the notorious 'mouse flicker' fault inside the market-data vendor's own .NET wrapper, which was leaking memory, and not in the desk's application at all. Fourteen years on the desk.

Stack

WinForms C# .NET WPF SQL Server Bloomberg BLPAPI Bloomberg DDE Thomson Reuters RFA
Does your business run on something like this? What I do about VB6 & WinForms

Does your business depend on a system like this?

Tell me what it does for the business, what it is written in, and what stops when it goes down. I will say plainly whether I can help.

Tell me what it runs on