Writing
Notes from the compiler.
How exchange protocols get normalized, compiled, and generated — the decisions behind the model, and why they hold across every venue we support.
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20 August 2026 — AI
Deterministic or probabilistic
A language model will write you a protocol parser in seconds, and you will not be able to prove it correct. A compiler will take longer and you will. The interesting question is which job each one should have.
Read the post10 July 2026 — Architecture
One model, every venue
Every exchange publishes its own dialect of the same handful of ideas. Normalizing them into a single binary model is what makes a dissector, a C struct, and a C# parser fall out of one specification.
Read the post31 May 2026 — Compiler
Traits, not types
A field is not an int. It is a width, an endianness, a signedness, and sometimes an implied decimal place. Modeling those independently is why the compiler can target five languages without special cases.
Read the post21 April 2026 — Philosophy
The record should survive
Feeds get retired and their specifications quietly disappear with them. Public documentation of public markets should outlive the systems it describes.
Read the post12 March 2026 — Origins
Origins of the Open Markets Initiative
Financial markets are the most sophisticated real-world distributed systems we have, and their rules of operation are unevenly documented. OMI exists to make those rules explicit, machine-readable, and equally available to everyone.
Read the postOMI is open source,
built with the community.
Everything OMI produces is free, openly licensed, and community-driven. Browse the full catalog, contribute a protocol, or just start building.