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Pretty much all custom. On the trading client side, a lot of firms used to tie into TT (Trading Technologies), etc. Then usually they rewrite with their own order gateways / price servers, and if they have enough resources, develop their own trading clients, etc. I've been at firms that are all Java and use command-line terminals for most of the trading feedback (while having other clients to view the market depth). I've been at firms that are all C++ and C, and have their own trading GUIs. Generally speaking though performance is key and at some point one ends up just rewriting things in-house (and tying into the exchanges or markets directly). But there are a lot of different types of trades, etc. A lot of different ways to go, some of which (as zedshaw was mentioning) might involve Visual Basic. But yeah, most of my experience was with C + a very limited subset of C++ on Linux. I still probably can't say too much more than that (though it's been two-three years, etc., since I was active with it). I can probably say though that the fun for me was rewriting the backend services and trying to make them as fast (and as stable and redundant) as possible. A lot of it is translation of different market sources, etc. I experimented with a lot of languages at the time (Haskell, OCAML, etc., a la Jane Street), but at the end of the day did most of our stuff in C on Linux (i.e., with vim and makefiles). If I'd make one bit more of advice (and I advised/mentored maybe two or three younger developers while in Chicago -- so I'm no expert) -- but it would be that if you have the interest, a lot of this stuff gets really easy with time. I suppose that's like most fields. But yeah, the productivity I had when I started, and when I left, was very, very different. And part of that had to do with writing everything 'bespoke' / custom, when there was time. Anyway, I go on... |