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.
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.