Gather requirements
Determine required figures and information gaps together with traders
Bond-Desk Live Analytics
The system processes Bloomberg market data with core calculations optimised to run in under one millisecond, maintaining a gap-free, low-latency flow of current figures to traders' screens even under heavy load.
The project began with figures that were too slow, stale or unavailable on the bond desk's screens. For each requirement, the team worked with the traders to determine what information was needed during live trading and how it should fit into the existing workflow.
For each figure, the required Bloomberg data was connected to the streaming platform and processed in the live stream. Calculation optimisation was a particular focus: existing time-consuming calculations were analysed, restructured and implemented as efficient live-stream transformations. Core calculation times were reduced to under one millisecond, supporting a gap-free, low-latency flow of current figures to the traders' systems even under heavy load. The results were visualised there for direct use in the workflow.
This led incrementally to a real-time analytics system covering the complete path from Bloomberg market data to the traders' screens.
From an information need to a live figure
The visualisation shows a typical agile delivery process. Requirements are gathered together with the traders, implemented and refined over several iterations. The result is an operational solution for live trading.
Project profile
Before NuitioBloombergFront ArenaMarket dataData streamingELTLow-latency computing
Your point of contact
Talk to Tobias about your real-time analytics
Send Tobias a short note about what you have in mind. In an initial conversation, we discuss the project and possible next steps.
PhD, ETH Zürich · Financial Risk Manager · IMD Future Leaders