Abstract: Financial markets are extremely data-driven and regulated. Participants rely on notications about signicant events and background information that meet their requirements regarding timeliness, accuracy, and completeness. As one of Europe’s leading providers of nancial data and regulatory solutions vwd processes a daily average of 18 billion notications from 500+ data sources for 30 million symbols. Our large-scale geo-distributed systems handle daily peak rates of 1+ million notications/sec. In this paper we give practical insights about the different types of complexity we face regarding the data we process, the systems we operate, and the regulatory constraints we must comply with. We describe the volume, variety, velocity, and veracity of the data we process, the infrastructure we operate, and the architecture we apply. We illustrate the load patterns created by trading and how the markets`attention to the Brexit vote and similar events stressed our systems.
Full paper available here: https://link.springer.com/chapter/10.1007/978-3-030-34843-4_2
Presentation available HERE