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arXiv · 2011.01040

Poster: A Real-World Distributed Infrastructure for Processing Financial Data at Scale

Sebastian Frischbier·Mario Paic·Alexander Echler·Christian Roth
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Abstract

Financial markets are event- and data-driven to an extremely high degree. For making decisions and triggering actions stakeholders require notifications about significant events and reliable background information that meet their individual requirements in terms of timeliness, accuracy, and completeness. As one of Europe's leading providers of financial data and regulatory solutions vwd processes an average of 18 billion event notifications from 500+ data sources for 30 million symbols per day. Our large-scale distributed event-based systems handle daily peak rates of 1+ million event notifications per second and additional load generated by singular pivotal events with global impact. In this poster we give practical insights into our IT systems. We outline the infrastructure we operate and the event-driven architecture we apply at vwd. In particular we showcase the (geo)distributed publish/subscribe broker network we operate across locations and countries to provide market data to our customers with varying quality of information (QoI) properties.

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Sebastian Frischbier, Mario Paic, Alexander Echler, Christian Roth. 2020-10-29. Poster: A Real-World Distributed Infrastructure for Processing Financial Data at Scale. https://doi.org/10.1145/3328905.3332513

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