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Press Contact Information

We welcome press inquiry, and will strive to provide an informative response. That said, please don't call us at deadline needing a major quote without a prior 'heads-up'. Also, if an email has not received an acknowledgment without 16 business hours, it may have been mis-triaged by us. Please call and follow up

Email or calls may be directed to: press at trading-shim.com

Please direct correspondence to us at:

trading-shim.com, LLC
Post Office Box 12069
Columbus  OH  43212
tel 614 488 6954


Overview

The trading shim (the 'shim') represents a new and original work, more fully described in concise form at its homepage. We think that the Open Source work represented is a substantially more approachable base upon which to build, than its upstream markets connector, Interactive Broker's ('IB's') Trader Work Station ('TWS')

The TWS is necessarily more complex and more full featured, as IB seeks to support a wider gamut of trader and investment adviser needs, all in one GUI tool model which also network socket connections for commands . With the shim we have trimmed away the display aspects and all the load which that carries, and reshaped IB's TWS into a more specifically purposed tool for mere mortals.

The goal and purposes of doing so was to provide a sound and fast foundation upon which to base arbitrarily complex 'downstream' front ends at the substantive strategy or tactical trade setup and management levels. It is possible to replicate most of the graphical functions of the monolithic TWS in more Unix® like small, fast, competent and lightweight tools; it is interesting to be able to combine such in new ways, beyond those possible in the confines of the TWS' approach. This is similar to the well-understood monolithic, shrink-wrapped Windows vs. the 'just what is needed' building blocks Unix divergence, all over again

The 'shim' is designed to be readily usable by both academics for data collection activities, and by smaller traders needing the speed and flexibility of electronic trade management. The 'shim' provides the needed tool set to avoid facing the expense and technical burdens of solving the operational complexities of a direct exchange presence, or a FIX connection to upstream counter-parties. The shim is designed to serve the needs of sophisticated individual retail, smaller hedge fund, high frequency statistical arbitrage traders, and like 'prop shops' (proprietary trading groups). Existing users and clients include advanced finance graduate students, academics, individual researchers, and such smaller trading entities

The shim's market niche is to extend the reach of possible programmatic uses of the TWS socket API; it differs from related projects, FOSS and otherwise, which simply 'parrot' or extend with new methods the readily-available IB reference code

We sell both deterministic and SLA backed support for the base FOSS product, for as its creators and maintainers, we know it best. We also sell private consulting services in the development of 'downstream of the shim' tools to extend the product with local in-house (and sometimes proprietary or confidential) methods or techniques. Again, we know what intimately the use cases it was designed to satisfy, and if we are convinced that the shim needs to support a new one, can address the matter in support of such case most easily. We do some of this development publicly, based on the mailing list support issues seen and addressed. Other times, new features appear, seemingly 'out of the blue' and ex machina as to that mailing list from working on private support or consulting needs we encounter

We note that the code in the shim itself represents very high end, and high performance C++ through its application space code, and the more general m3 ('m^3' or 'm-cubed') library. The code development methods, and the library are each an interesting story in their own right


Copyright matters

The content within this site is Copyright (c) 2006, 2007, 2008, 2009 trading-shim.com, LLC, Columbus, OH.

Any inquires received, are received as voluntary contributions and accretions under that Copyright; are assigned on a non-exclusive basis to trading-shim.com, LLC; and are warranted by their submitter to be original, non-infringing, and free of claim for any residual restriction on use, re-use, or further reproduction; becomes the property of, and by its submission you grant such rights; and may be published and re-published from time to time, and in any media or venue, by trading-shim.com, LLC, at its sole discretion, and as in such form, excerpt, or other fashion as it alone shall deem proper.


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