AbaSec User group meeting - Tieto
AbaSec User group meeting - Tieto
AbaSec User group meeting - Tieto
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© 2011 <strong>Tieto</strong> Corporation<br />
<strong>AbaSec</strong> <strong>User</strong><br />
<strong>group</strong> <strong>meeting</strong><br />
2011-10-20
Agenda<br />
Welcome<br />
Product Information<br />
OMS<br />
Kaffe<br />
Demo New <strong>AbaSec</strong><br />
Seminarium - Algo trading / high frequency handel - Fredrik<br />
Hjort<br />
© 2011 <strong>Tieto</strong> Corporation
© 2011 <strong>Tieto</strong> Corporation<br />
CM&L Sweden<br />
Marianne Nilsson
Organisation CM&L Sweden<br />
4<br />
Securities<br />
Marianne Nilsson<br />
Securities Finland<br />
Arto Hallinen<br />
© 2011 <strong>Tieto</strong> Corporation<br />
Fund<br />
Claes Byström<br />
CM&L Sweden<br />
Johan Berglund<br />
Collection<br />
Johan Frenning<br />
Business<br />
Services<br />
Thomas<br />
Bergström
Organisation CM&L Sweden<br />
Sverige 80 personer<br />
Finland 20 personer<br />
Pune 30 personer<br />
5<br />
Securities<br />
Finland<br />
Arto<br />
Hallinen<br />
© 2011 <strong>Tieto</strong> Corporation<br />
Support<br />
Sweden<br />
Petra<br />
Finnström<br />
Product<br />
Operations<br />
Henrik<br />
Lindkvist<br />
Consulting<br />
Stockholm 1<br />
Nina Morell<br />
Securities<br />
Sweden<br />
Marianne<br />
Nilsson<br />
Consulting<br />
Stockholm<br />
2<br />
Claus<br />
Meyer<br />
Project<br />
Office<br />
Jan Afrell<br />
Totalt 130 personer<br />
Consulting<br />
Gävle<br />
Henrik<br />
Lindkvist<br />
Securities<br />
Pune<br />
Sanjeev<br />
Chaudhari
© 2011 <strong>Tieto</strong> Corporation<br />
<strong>AbaSec</strong><br />
Product Information<br />
Henrik Lindkvist<br />
Ola Kellander<br />
<strong>Tieto</strong>,<br />
henrik.lindkvist@tieto.com<br />
ola.kellander@tieto.com
Agenda<br />
Functional View<br />
<strong>AbaSec</strong> – Near future<br />
<strong>AbaSec</strong> Future<br />
Technical view<br />
System Overview<br />
Technical Roadmap<br />
Job Engine 2.0<br />
Team Foundation Server – New Opportunities<br />
<strong>AbaSec</strong> - Conclusion<br />
7 © 2011 <strong>Tieto</strong> Corporation<br />
2011-10-19
© 2011 <strong>Tieto</strong> Corporation<br />
Functional<br />
Roadmap
Functional Roadmap - 2010<br />
15.10 2011-04<br />
Harmonized clearing/settlement, New AbaAuto,<br />
Ongoing maintenance<br />
15.20 2011-10<br />
Migrated, Ongoing maintenance, Oasys<br />
16.10 2012-04<br />
New order module, Ongoing maintenance<br />
16.20 2012-10<br />
Ongoing maintenance<br />
16.20 2012-10<br />
Ongoing maintenance<br />
9 © 2011 <strong>Tieto</strong> Corporation<br />
2011-10-19
<strong>AbaSec</strong> – Near Future<br />
15.10/15 Release doc. available<br />
15.20 Continue migrating. Delivery to<br />
customer<br />
16.10 Continue migrating. Delivery to<br />
customers<br />
Development in 16.10<br />
Improved documentation<br />
2011-10-19
<strong>AbaSec</strong> – Future<br />
SaaS<br />
Specialized offerings, Private banking<br />
Multi legal<br />
Customer unique development<br />
2011-10-19
12<br />
Regulatory Changes<br />
Dodd-Frank<br />
Basel III<br />
Fatca<br />
Mifid<br />
POL<br />
…<br />
2011-10-19
© 2011 <strong>Tieto</strong> Corporation<br />
Technical View
<strong>AbaSec</strong> - Today<br />
Key<br />
Software Req.<br />
Architect/Interface<br />
Protocol/Format<br />
Interaction<br />
Application Servers<br />
Windows Server 2008<br />
.NET Remoting<br />
.NET Data Objects<br />
© 2011 <strong>Tieto</strong> Corporation<br />
DataSets<br />
ADO.NET<br />
.NET 2.0<br />
WinForms UI<br />
.NET B.O.<br />
TCP/HTTP/<br />
HTTPS<br />
<strong>AbaSec</strong>urities Clients<br />
DAO / ADO<br />
/ ODBC<br />
AMC (.NET)<br />
VB3<br />
VB3 UI<br />
TCP / NP<br />
<strong>AbaSec</strong> Database<br />
Microsoft SQL Server<br />
2005/2008<br />
VB6<br />
VB6 UI<br />
VB6 B.O.<br />
Recordsets<br />
DCOM /<br />
RPC<br />
ADO<br />
COM+ Servers<br />
Windows Server 2003<br />
COM+<br />
VB6 Data Objects
<strong>AbaSec</strong> - Migrated<br />
15<br />
Key<br />
Software Req.<br />
Architect/Interface<br />
Protocol/Format<br />
Interaction<br />
© 2011 <strong>Tieto</strong> Corporation<br />
Application Servers<br />
Windows Server 2008<br />
.NET Remoting<br />
<strong>AbaSec</strong> Data Objects<br />
ADO.NET<br />
DataSets<br />
<strong>AbaSec</strong> Database<br />
Microsoft SQL Server<br />
2005/2008<br />
Stored Procedures<br />
TCP/HTTP/<br />
HTTPS<br />
<strong>AbaSec</strong>urities Clients<br />
Windows XP/Vista/7<br />
.NET Framework 4.0<br />
<strong>AbaSec</strong> WPF Client<br />
Data Binding<br />
<strong>AbaSec</strong> Business Objects
System Overview<br />
16<br />
<strong>AbaSec</strong>urities<br />
Clients<br />
AppServers<br />
1..n<br />
© 2011 <strong>Tieto</strong> Corporation<br />
JobEngine<br />
Master<br />
Database<br />
WCF Services<br />
1..n<br />
Web Servers<br />
Failover<br />
Databases<br />
Intranet<br />
Internet<br />
Gateways<br />
1..n
Technical roadmap – 15.15<br />
Fall 2011<br />
Last version to support SQL Server<br />
2005<br />
AIS services functionality available as<br />
WCF<br />
Last version with VB6 runtime<br />
Last version with Crystal Reports<br />
Last version to support FTP based<br />
VPC communication, VPC FTP<br />
2011-10-19
Technical roadmap – 15.20<br />
Fall 2011<br />
First version of new <strong>AbaSec</strong>urities<br />
Client<br />
Requires .NET 4.0<br />
Requires SQL Server 2008<br />
Requires SQL Reporting Services<br />
2008 R2<br />
JobEngine 2.0<br />
SecNotification<br />
<strong>AbaSec</strong>urities Services 2.0, based on<br />
new architecture<br />
2011-10-19
Technical roadmap – 16.10<br />
Spring 2012<br />
No technical upgrade<br />
2011-10-19
Technical roadmap – 16.20, 17.10<br />
16.20<br />
Fall 2012<br />
Last version to support Windows XP<br />
Last version AIS, ADD, AbaAccess<br />
17.10<br />
Sql Server Denali (maybe 16.10)<br />
2011-10-19
Job Engine 2.0 - Prerequisites<br />
Scalable.<br />
Minimal configuration.<br />
Flexible to deploy new tasks.<br />
Easy to monitor and administer.<br />
2011-10-19
Job Engine 2.0 Job engine 2.0.<br />
<strong>AbaSec</strong> Job<br />
Engine GUI<br />
WCF<br />
<strong>AbaSec</strong> Web<br />
Service API<br />
Basic Configuration<br />
WCF<br />
Extended Configuration<br />
<strong>AbaSec</strong><br />
Job Server<br />
<strong>AbaSec</strong> Web<br />
Service API<br />
T-SQL<br />
T-SQL<br />
TCP<br />
TCP<br />
<strong>AbaSec</strong><br />
Job DB<br />
<strong>AbaSec</strong><br />
Job Agent<br />
T-SQL<br />
Job Server<br />
Agent<br />
WCF interface<br />
Database<br />
<strong>User</strong> interface<br />
Parallel job execution<br />
Batch handling<br />
Work flows<br />
AbaAuto jobs fully implemented<br />
Today 100 day jobs and 140 night jobs<br />
implemented<br />
Not only AbaAuto jobs<br />
2011-10-19
© 2011 <strong>Tieto</strong> Corporation<br />
Team Foundation<br />
Server<br />
Opportunities
24<br />
Team Foundation Server –<br />
Opportunities<br />
New Ways Of Working for <strong>AbaSec</strong><br />
organization<br />
Fully integrated work flow<br />
Traceability – we know what to test<br />
Agile delivery model<br />
Automatic unit testing<br />
Automatic work flow tests (proof of<br />
concept)<br />
2011-10-19
© 2011 <strong>Tieto</strong> Corporation<br />
Conclusion
<strong>AbaSec</strong> - Conclusion<br />
Modern technology<br />
3 tier client server implementation<br />
Standardized WCF interface<br />
JobEngine<br />
Modularized system<br />
Coherent user interface<br />
Documentation improvements (English)<br />
Customer unique development<br />
Upgrade dialogues with customers<br />
On site personnel?!<br />
New offerings, SaaS, Private Banking…<br />
Documentation<br />
2011-10-19
© 2011 <strong>Tieto</strong> Corporation<br />
Henrik Lindkvist<br />
Ola Kellander<br />
<strong>Tieto</strong>,<br />
henrik.lindkvist@tieto.com<br />
ola.kellander@tieto.com
© 2011 <strong>Tieto</strong> Corporation<br />
<strong>Tieto</strong> OMS<br />
Nicklas Torlegård<br />
Lead Software Architect<br />
<strong>Tieto</strong>, Capital Market & Life<br />
nicklas.torlegard@tieto.com
T-OMS Project Organization<br />
Project Manager Börge Haga<br />
T-OMS Product Manager, Mathias Lundberg<br />
T-OMS Architect, Patrik Olausson<br />
<strong>AbaSec</strong> OMS<br />
Orderer, Product Department<br />
Reference Group<br />
Project Manager, Christina Roittu<br />
Lead Software Architect, Nicklas Torlegård<br />
Architects, Pär Wallmark, Ludvig Sandström<br />
29 © 2011 <strong>Tieto</strong> Corporation<br />
2011-06-21
© 2011 <strong>Tieto</strong> Corporation<br />
<strong>Tieto</strong> OMS<br />
Order Management System
How it is connected<br />
31<br />
© 2011 <strong>Tieto</strong> Corporation<br />
Portal /<br />
Web<br />
trader<br />
Validation Engine<br />
Coverage control control<br />
Information, reservation<br />
Core bank system<br />
<strong>Tieto</strong> OMS<br />
Order manager<br />
GUI, FIX, Native, Excel<br />
Order routing<br />
Rules engine<br />
Market access<br />
Exchanges, MTF’s, FIX, TNP<br />
etc<br />
<strong>Tieto</strong> / Other BO<br />
Account<br />
Depot<br />
Clearing<br />
Settlement<br />
EMS<br />
Fund<br />
management
Order types<br />
Market orders<br />
Limit orders<br />
Stop loss<br />
Sell all<br />
Amount only<br />
Market order types like<br />
FoK<br />
FaK<br />
Pegged<br />
MES<br />
A select set of SOR/ALGO parameters<br />
32 © 2011 <strong>Tieto</strong> Corporation<br />
2010-07-01
Order<br />
33 © 2011 <strong>Tieto</strong> Corporation<br />
2010-07-01
Technical highlights<br />
Modular design<br />
Deployed as Windows services<br />
Mostly stateless<br />
Distributable<br />
System monitoring (probes)<br />
Extensive logging<br />
34 © 2011 <strong>Tieto</strong> Corporation<br />
2010-07-01
Interfaces<br />
Client/Account data<br />
Instrument data<br />
Standardized XML interfaces<br />
XSLT transformation<br />
File drop / Websphere MQ<br />
Abstra, prop interface<br />
TCP<br />
Covers everything<br />
Market Access<br />
FIX<br />
Front Arena TNP<br />
INET, CHI-X, Burgundy, Tradelect<br />
35 © 2011 <strong>Tieto</strong> Corporation<br />
2010-07-01
Interfaces II<br />
Abstra<br />
Synchronous request / response<br />
All system functionality accessible<br />
Native format<br />
TCP<br />
MQXML<br />
Asyncronous request / response<br />
XML<br />
Websphere MQ / File<br />
Feed<br />
Order state / trades etc<br />
TCP publish/subscribe<br />
36 © 2011 <strong>Tieto</strong> Corporation<br />
2010-07-01
Technical<br />
Efficient native database interface<br />
SQL Server and Oracle currently supported<br />
Database only for storage<br />
64-bit portable native code, C++<br />
High performance / low latency<br />
Muiltithreaded<br />
n number of pipelines for asyncronous data<br />
TCP / Shared RAM<br />
37 © 2011 <strong>Tieto</strong> Corporation<br />
2010-07-01
© 2011 <strong>Tieto</strong> Corporation<br />
<strong>Tieto</strong> OMS<br />
Changes in <strong>AbaSec</strong>
Deliverable OMS 1.0, <strong>AbaSec</strong><br />
Retail order functionality<br />
Stocks<br />
Bonds<br />
Derativies and rights for above mentioned asset classes<br />
Stop-loss, need of real-time market data<br />
Good-til-date<br />
Exception monitor<br />
Overview of status<br />
<strong>User</strong> Interfaces<br />
Orders, Deals<br />
39 © 2011 <strong>Tieto</strong> Corporation<br />
2011-06-21
<strong>AbaSec</strong> Validation Engine<br />
Separate ”database” for off-loading <strong>AbaSec</strong> including:<br />
Positions<br />
Cash<br />
Reservations<br />
Trading power<br />
Margin requirements<br />
Instrument prices<br />
Currency prices<br />
Accounts<br />
Instruments<br />
Will be developed using same technology as ”inkapsling”<br />
Will have information for order validation!<br />
40 © 2011 <strong>Tieto</strong> Corporation<br />
2011-06-21
<strong>AbaSec</strong><br />
Current market place deals functionality will be used for<br />
processing deals in <strong>AbaSec</strong>. No planned changes!<br />
Added functionality for trigger changes in positions, deals<br />
and more to support Validation Engine<br />
OMS UI as SnapIn in <strong>AbaSec</strong> application<br />
41 © 2011 <strong>Tieto</strong> Corporation<br />
2011-06-21
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