• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Bond Trading Automation

bsteeves

Joined
8/25/08
Messages
4
Points
11
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.
 
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...
 
Yea I have tried Bloomberg and have talked to their helpdesk. Unfortunately it is extremely difficult to upload bids from excel into Bloomberg.
 
Back
Top