Working within the key Matcher Performance team on design, analysis, coding and testing on enhancements
for Futures and Options to Eurex 10, the main German Stock Exchange system.
The systems was based on detached processes running on an Alpha and Itanium cluster in an OpenVMS
environment communicating with interfaces to stock exchange members all over Europe.
Substantial performance improvements, identified using PCA ( Performance and Coverage Analyzer ) including accessing data via global sections
in memory instead of files, resolving data alignment issues,
use of asyncronous transactions in detached processes, mailboxes to trigger transactions, handing transactions in bulk instead of individually
and tuning any remaining RMS file access.
The OpenVMS code enhancements were mostly in C with some Cobol, Fortran and DCL software.
TAFT shell scripts were written to simulate test external transactions and enquires.
Unit, performance and regression testing was performed and documented.
