2006/05/02

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Market Data Distribution System (MDDS)
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The Market Data Distribution System (MDDS) is a server database solutions to collect, manage and distribute market data.

Time:2002-03 - 2003-12
Customer:Commerzbank AG Frankfurt
Position:Software development
Technologies: C++, Solaris E10000, NT 4, SQL, Sybase, Asset Control, Perl, PHP, TCP/IP, XML, Apache, COM, VisualBasic, Access, Excel, Rational Rose, ClearCase, Purify, GenWeb, Client-Server Architecture


Description The Commerzbank AG developed a new collection and distribution system for financial instruments. The market data provided by several distributors (Reuters, Bloomberg) are collected, normalized, prioritizied and snapshoted into a database system. The quality assured data will provided for internal used of the Commerzbank AG.
The market data contains static properties of financial instruments (Trading place, currency, time duration, underlying instruments, etc) and dynamic data, mainly prices (tick by tick prices, high/low prices, etc) The static data is held by a Sybase SQL database. The dynamic data is managed by a system called "Asset Control".

Common Tasks
  • C++ development under Solaris (Sun Workshop, Emacs, Sniff+) and NT (Visual Studio 6) with all aspects using STL and boost.
  • Coaching of developer team members.
  • Guidance of a software developer team (2-5 developer).
  • Consulting and support of external users and developer.
  • Perl development.
  • COM development.
  • Writing system and user documentation.
  • Basic/Excel development.
  • Consulting the project management.

Technical tasks
  • Design and development of a C++ interface for a DBMS ("Asset Control").
    Implementation of queries of dynamic market data.
  • Design and development of basic framework classes: threading, logging, job scheduling, generic types, AnyVal types, property sets, exceptions, socket streams, etc. for Solaris and Windows NT.
  • Design and development of an application server using sockets and file transfer with XML and binary data: Market Data Customer Interface (MDIF).
    • Specification of the public request interface of the MDIF.
    • Design and development of an alternative C++ interface for usage with Java.
    • Design and development of a COM interface.
    • Design and development of Excel sheet using the COM interface to query market data.
    • Design and development of a distributed communication server to query market data.
  • Development of a documentation system on base of von HTML, PDF und HTMLHelp using  GenWeb.
  • Design and development of a web based application for monitoring and controlling of the MDDS using Apache 2, Perl, C++, PHP, GenWeb
    • Log file analysis
    • Query of the financial instruments
    • Statistics of the workload of the E1000 server system.
    • Statistics for MDDS customer accounting
    • Error terminal
    • Scheduling control of the batch jobs and server processes.
    • Plug-in interface for customer specific reports
    • Graphical display of the statistics
    • Integrated help system.

Developer Tools
  • Solaris (E4500 & E10000)
  • NT 4.0
  • Sun Workshop 4.x - 5.2
  • Sniff+
  • Visual Studio 6
  • Sybase
  • Asset Control
  • Rational Rose, ClearCase, Purify, ClearQuest
  • GenWeb

More information is available on German version of this page:
 Projekt MDDS.