论文标题

海报:用于大规模处理财务数据的现实世界分布式基础架构

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

论文作者

Frischbier, Sebastian, Paic, Mario, Echler, Alexander, Roth, Christian

论文摘要

金融市场是事件和数据驱动的高度。为了做出决策和触发行动,利益相关者需要有关重大事件和可靠的背景信息的通知,这些信息就及时性,准确性和完整性而言满足其个人要求。作为欧洲领先的财务数据和监管解决方案的提供商之一,VWD流程平均每天有3000万个符号从500多个数据源进行180亿个事件通知。我们的大规模分布式事件的系统处理每秒1多个事件通知的每日峰值率,并由具有全球影响的奇异关键事件产生的额外负载和额外的负载。在这张海报中,我们对我们的IT系统提供了实用的见解。我们概述了我们操作的基础架构以及在VWD上使用的事件驱动的架构。特别是,我们展示了(GEO)分布式发布/订阅经纪网络,我们在各个位置和国家/地区运营,以不同的信息质量(QOI)属性为客户提供市场数据。

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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