We assisted the EccoWare division of eSpeed Inc., a subsidiary of Cantor Fitzgerald, in implementing a feeder layer to interface between the Market Data Server of eSpeed's Ecco Pro product and the Eurex Socket Datafeed provided by the Eurex exchange (the Eurex Socket Datafeed is a TCP/IP Socket-based Eurex interface using a proprietary protocol which broadcasts non-netted prices from the Eurex trading system to Eurex members).

Our expertise in Visual C++, the Standard Library, templates, multi-threaded application development and socket programming all proved useful to eSpeed and enabled us to make a major contribution to this sub-project.

As part of the implementation of the socket layer we made use of template meta-programming techniques as advocated in "Modern C++ Design: Applied Generic and Design Patterns" by Andrei Alexandrescu [ISBN: 978-0201704310] to write a flexible and generic socket class that could handle asymmetric message types and message protocols.

Whilst working with eSpeed we also gained some knowledge of Foreign Exchange (FX), Options and Futures, and automated spread trading since these are the areas that Ecco Pro is concerned with. We also gained experience working with ClearCase and Bugzilla.