Recent Tutorials

Installing and Working with MySQL 5 on Windows 7






Introduction The following tutorial covers how to install and get started working with the MySQL relational database management system on Microsoft Windows 7 operating system. These instructions should be very similar for other Windows operating systems such as Windows 8 or Windows Server. MySQL has grown from a very popular open source relational DBMS to […]

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Installing Pentaho Community Edition Business Analytics Tools on Windows






Introduction The following instructions cover the basics of installing and configuring the Pentaho Community Edition Business Analytics tools on a Windows 7 or Windows Server operating system. Pentaho is a market-leading vendor of business analytics tools which include: BA Server and User Console used to create analytics content such as dashboards and reports. These tools […]

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Baruch College Computer Information Systems Undergraduate Programs – Slideshow






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Programming Interactive Brokers TWS API – The TagValueList






Introduction Interactive Brokers provides a robust Application Programming Interface (API) that allows programmers to work with real-time and historical market data, and to send and manage orders to the IB brokerage. The API has wide programming language support including C++, C#, Java and an ActiveX COM control and associated libraries that can be used in […]

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Programming Interactive Brokers Socket Client API using C# / Console – Market Scanners






Goals of the Tutorial The purpose of this tutorial is to demonstrate the basic functionality of the Interactive Brokers (IB) C# Socket Client Application Programming Interface (API) used for running Market Scanners in the IB trading platform. A Market Scanner is a query against an active database of securities that can be used to identify subsets […]

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Introduction to Multithreading in C++






Introduction The purpose of this tutorial is to introduce the concept of multithreading from a software development perspective. The specific topics covered include: Modern processor design and Multiprocessing Multiprocessing vs. Multithreading Multithreading Programming APIs Multithreading Examples in C++ While there are a number of other excellent and more comprehensive tutorials on multithreading available elsewhere (see […]

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Market Mechanics Video Series






Folks I have been working on a series of videos that cover the mechanics of markets and trading. Below is a list so far. Enjoy! Limit Order Books This video introduces the concept of a limit order book such as those used in financial markets. The process of building the book through limit orders and […]

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Programming Interactive Brokers Java API in a Console Application – Real Time Bars

Goals of the Tutorial The purpose of this tutorial is to demonstrate the basic functionality of the Interactive Brokers (IB) Java Application Programming Interface (API) used for accessing Real Time Bars data in the IB trading platform. Concepts learned in this tutorial can be applied to larger projects such as building quote screens, capturing live […]

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Database System Architectures






What You’ll Learn in this set of notes Database System Architectures Mainframe Architecture Personal Computer – Stand-Alone Database File Sharing Architecture Two-Tier Client/Server Architecture Three-Tier Client/Server Architecture Distributed Database Architecture Open Database Connectivity (ODBC) Triggers and Stored Procedures Textbook Resources Connolly/Begg/Holowczak (BDS) Elmasri/Navathe (3rd ed.) Kroenke (7th ed.) McFadden (5th ed.) Chapter 1 and Chapter 15 […]

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Consistency, Availability and Partition Tolerance






Introduction In this set of notes we discuss the “CAP Theorem” of Consistency, Availability and Partition Tolerance as it applies to large-scale data stores. A brief review of ACID properties and traditional data replication architectures is provided as an introduction. Review of ACID Properties Consider a centralized (one copy of the data, one instance of […]

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