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Poster: A Real-World Distributed Infrastructure for Processing Financial Data at Scale
arXiv - CS - General Literature Pub Date : 2020-10-29 , DOI: arxiv-2011.01040
Sebastian Frischbier, Mario Paic, Alexander Echler, Christian Roth

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.

中文翻译:

海报:用于大规模处理金融数据的真实分布式基础设施

金融市场在很大程度上是由事件和数据驱动的。为了做出决策和触发行动,利益相关者需要关于重要事件的通知和可靠的背景信息,以满足他们在及时性、准确性和完整性方面的个人要求。作为欧洲领先的金融数据和监管解决方案提供商之一,vwd 每天平均处理来自 500 多个数据源的 180 亿个事件通知,涉及 3000 万个符号。我们的大规模分布式基于事件的系统可处理每秒 1+ 百万个事件通知的每日峰值速率以及由具有全球影响的单一关键事件产生的额外负载。在这张海报中,我们提供了对 IT 系统的实用见解。我们概述了我们运营的基础设施以及我们在 vwd 中应用的事件驱动架构。
更新日期:2020-11-03
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