I would like to start to learn "Options/Exchange Trading technologies" as a software engineer point of view. Can someone give me suggestions on books or resources.
Thank you
You may want to also post this question on http://quant.stackexchange.com which is devoted to quantitative finance.
Here is a good post that covers the basics with links to books and other resources: http://www.selectorweb.com/algorithmic_trading.html
I can tell you that the hot technology for this sort of thing at the highest levels is massively parallel computing as time is of the essence. F# is a language in high demand and London, England would seem to be leading the world right now. Another popular language is Haskell.
The mathematics get extremely intense with many of the firms employing multiple phds. As you can imagine with millions of dollars at stake firms do everything they can to get an edge.
This blog post http://blogs.msdn.com/b/dsyme/archive/2011/04/15/some-f-jobs-in-london.aspx has a recent list of some of the job openings in this area along with salaries.
I will attempt to get you some specific links to learning resources, but as you can well imagine firms tend to keep the best algorithms to themselves. In the interium here are two links you may find useful: