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financial-data-terminal

market data, news, analytics and chat terminal: reference and pricing data, analytics functions, news wire, IB chat with compliance archive

Bloomberg Terminal, LSEG Workspace, FactSet

SystemTechniques · 28Primitives · 88 financial-data-terminal Deterministic simulation testingdistributed · medium: Run the whole system in one thread under a seeded scheduler with simulated network, disk and clock, so every failure replays from its seed.›Primary-backup replicationdistributed · medium: One node orders all writes and ships them to standbys; the acknowledgement rule (none, one, all) sets what a crash loses, and an external arbiter decides who takes over.›Windowed stream aggregationdistributed · medium: Group events by event-time window per key, keep one partial aggregate per slice, and emit a window when the watermark passes its end.›Value at Risk and Expected Shortfallfinance · medium: A loss threshold exceeded with probability 1−α over h days, plus the mean loss beyond it; three estimators trade speed for realism.›Yield curve bootstrappingfinance · medium: Turn quoted deposits, futures and swaps into a discount curve by solving one new maturity per instrument so that every quote reprices exactly.›Entity linkingmachine-learning · medium: Map each mention to a knowledge-base id, or to NIL, by generating candidates from an alias table, scoring them on prior and context, and thresholding.›Named entity recognitionmachine-learning · medium: Find the character spans of entities in text and give each a type, by labelling every token and decoding a valid label sequence.›Day count conventionsfinance · low: ACT/360, ACT/365, 30/360, ACT/ACT accrual fractions for interest and couponsBusiness day calendarssystems · low: Holiday calendars, business-day adjustment rules (following, modified following) and settlement cyclesWebSocketsnetworking · low: Full-duplex message framing over one upgraded HTTP connection; the standard way to push real-time data to browsers.›Hdr histogramdata-structures · low: Log-linear bucketed histograms with bounded relative error for latency percentilesSecurity master symbologydata-structures · low: Cross-reference instrument identifiers (ISIN, CUSIP, SEDOL, FIGI, tickers) with effective-dated mappings and listing-level resolutionPerformance attribution brinsoneconomics · low: Split portfolio excess return against a benchmark into allocation, selection and interaction effects per sector (Brinson-Fachler)Corporate-action adjustmentfinance · low: Keep raw bars plus a tiny table of cumulative backward factors, built by one reverse scan over events and applied at read time, versioned by as-of date.›Currency cross rate triangulationfinance · low: Deriving cross rates through a base currency with correct precision, inversion and spreadsFIX protocol (session layer)finance · low: Tag=value order-entry protocol over TCP with per-direction sequence numbers, heartbeats and resend so sessions survive disconnects without losing or duplicating orders.›Process supervisionhardware-os · low: A parent process starts services, reaps their exits and restarts them under a delay and burst-limit policy, then stops them with SIGTERM before SIGKILL.›Sequenced multicast feednetworking · low: Exchange order-by-order data as fixed binary messages in sequenced UDP multicast packetsHybrid search and rank fusionsearch-sort · low: Merge a keyword (BM25) result list and a vector (ANN) list into one ranking, by ranks (RRF) or by normalized scores (convex combination).›Mutual TLSsecurity · low: TLS where the client also proves a certificate key, so every connection carries a verified, rotatable machine identity.›Row-level security (multi-tenant is…security · low: Append a policy predicate to every query inside the database, so a forgotten WHERE tenant_id = ? in application code cannot leak another tenant's rows.›Backpressuresystems · low: Bound every queue and make a full queue push back on the producer by blocking, dropping, rejecting or withholding credit.›Graceful drainingsystems · low: On a termination signal, stop taking new work, finish in-flight work until a deadline, tell clients to reconnect elsewhere, then exit; clients resume from a token.›+ 21 more techniques+ 72 more primitives

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