I did this when I worked at JPM Chase in 2008; not as developer but as an analyst on treasury side. I executed $B daily of margin trades through an Excel macro.
Not very sophisticated. Each row in the spreadsheet was a trade. The loop would just send commands to a 1970s-era mainframe terminal application. Everything had to be executed in order, just like a human using the keyboard to enter the trades manually. The trades required several calculations, and you'd have to enter the results in terminal screen to execute the trade. Other analysts had been doing those calculations one by one on a calculator next to their mouse. The efficiency being, they didn't need to switch between apps on their PC.
This macro only existed because I built it. They didn't like it much, they wanted me to do it manually. I said OK and kept using the macro anyway. I quit after ~6 months out of boredom.
Not very sophisticated. Each row in the spreadsheet was a trade. The loop would just send commands to a 1970s-era mainframe terminal application. Everything had to be executed in order, just like a human using the keyboard to enter the trades manually. The trades required several calculations, and you'd have to enter the results in terminal screen to execute the trade. Other analysts had been doing those calculations one by one on a calculator next to their mouse. The efficiency being, they didn't need to switch between apps on their PC.
This macro only existed because I built it. They didn't like it much, they wanted me to do it manually. I said OK and kept using the macro anyway. I quit after ~6 months out of boredom.