What the TDOE interns have wrought, 2026 edition
Sep 30, 2026

Summary
This post details three intern projects: 1. A system to compare internal voice trade records with public reports and flag discrepancies, handling issues like split prints. 2. Analysis of exchange specifications for 'Primary Peg' order types on MEMX and IEX, implementing the attribute in OCaml and FIX. 3. A tool to consolidate ETF closure calculations by considering market holidays across global constituents, with a UI to display fund placement, trading, and settlement availability.