A 2009 documentary which provides a glimpse into the working lives of the people who work the Chicago trading floors and the ups and downs that they experience, filmed at a time when software based trading was revolutionizing the game and these traditional traders have to make a tough decision, evolve or go extinct.
The film provides a fantastic insight into the world of traditional trading on the floors of exchanges for any aspiring day trader. The film was seen as particularly relevant upon release as the financial crisis had just hit, it provides a snapshot in time of the trading environment in the years leading up to the crisis. This documentary is pretty much assured of status as a cult classic in trading circles and is already featured on lists of the most important documentaries about trading.
A great documentary to watch which explains how trading has evolved into a game of complex algorithms and software programs is Quants: The Alchemists of Wall Street (2006).