Selected work
001 · Anglo American

Live exposure reporting

2021Commodities tradingLondon

  • Intraday

    Real-time broadcast

  • Book to trade

    Drill-down

  • Synapse

    Working datasets

Stack

Angular · TypeScript · C# · ASP.NET Core · SignalR · Azure SQL Synapse

Context

Traders needed intraday visibility into exposure, with filtering, pivoting and drill-down from book and strategy to the individual trade. The working sets were large, multi-dimensional, and changing through the day.

Approach

We built an Angular front end on C# and ASP.NET Core. The day’s trades broadcast to the desk in real time with SignalR, including a pause-and-snapshot path so a position can be frozen and investigated. Azure SQL Synapse holds the multi-dimensional working sets behind that surface.

Outcome

The desk has a live exposure view that stays usable as the data moves, and can go from the book to the trade without leaving the tool.