Bond Trading Automation

[bsteeves]

I was curious if anyone here had any experiece with bond trading automation. I have created a spreadsheet that will calculate bids for municipals. My end goal would be to expediate these bids into the various ECN sites, i.e. Muni Center, BondDesk, etc. I have created some excel VBA code to navigate the web and fill the web forms based on my bids in my excel sheet, however, it is not as precise as I would like it to be.

 

[charlesdwright]

Haven't done this for bonds, but for other vanilla instruments, it's possible to find a single gateway to the exchanges and use their API (for example, Globex).

For bonds the first place I'd look would be the Bloomberg terminal.

I think hear people queueing up to suggest IB...

 

[bsteeves]

Yea I have tried Bloomberg and have talked to their helpdesk. Unfortunately it is extremely difficult to upload bids from excel into Bloomberg.