Bruce Gilham Jr.

All work · Finance & trading

Coast Asset Management

Forty hand-edited flat files replaced with direct Bloomberg BLPAPI calls, futures screens with automatic rollover, and a years-old 'mouse flicker' bug traced to unreleased pointers in the vendor's .NET wrapper.

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

What was wrong

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 executable. It also had a display fault, years old, that nobody had been able to diagnose.

What I built

Rewrote the main application to pull from the Bloomberg API directly, added futures screens with automatic contract rollover, and produced a full mapping of every Bloomberg field to the classes consuming it.

What happened

Diagnosed the notorious 'mouse flicker' as unmanaged memory leaks inside the market-data vendor's own .NET wrapper: pointer-holding string objects and clients that were never released. Fourteen years on the desk.

Stack

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

Inherited a system like this one?

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

Tell me what it runs on