NEXA TECHNOLOGIES, INC., Irvine, California
Software Engineer IV, 2006 – Present
Created software that received market data, bids, asks, quotes, trades, and index prices. Normalized different market data to common format provided to clients in near real time. Processed over 16,000,000,000 incoming messages per day on standard servers in trading day. Created software that provided market data based on full real-time streaming of entire exchange or symbol subscription that provided only information subscribed to. Wrote scripts that took in symbol changes, splits, and dividends and adjusted stock information accordingly. Wrote software in Java and C++ running on Linux servers and using Windows and Linux as development systems.
- Directed conversion from waterfall to Agile development practices, reducing cost of organization’s development cycle.
- Wrote software to receive and distribute market data as exchanges continually updated communications protocols. Met all required cutovers, once with only four hours of test time on the new protocol before the exchange made its hard cutover.
- Utilized statistical methods to improve data quality from financial exchanges by over four orders of magnitude.