{"id":29165,"date":"2022-03-25T09:37:14","date_gmt":"2022-03-25T08:37:14","guid":{"rendered":"https:\/\/cesam.community\/?p=29165"},"modified":"2022-11-14T11:58:22","modified_gmt":"2022-11-14T10:58:22","slug":"managing-the-complexity-of-processing-financial-data-at-scale-an-experience-report","status":"publish","type":"post","link":"https:\/\/cesam.community\/fr\/2022\/03\/25\/managing-the-complexity-of-processing-financial-data-at-scale-an-experience-report\/","title":{"rendered":"Managing the Complexity of Processing Financial Data at Scale \u2013 an Experience Report"},"content":{"rendered":"<div class=\"wpb-content-wrapper\"><section class=\"vc_row wpb_row vc_row-fluid  vc_custom_1642590799252\"><div class=\"wpb_column vc_column_container vc_col-sm-10 vc_col-md-offset-1 col-xs-mobile-fullwidth\"><div class=\"vc_column-inner \"><div class=\"wpb_wrapper\"><div class=\"vc_row wpb_row vc_inner vc_row-fluid\"><div class=\"wpb_column vc_column_container vc_col-sm-9  col-xs-mobile-fullwidth\"><div class=\"vc_column-inner \"><div class=\"wpb_wrapper\"><div class=\"last-paragraph-no-margin\"><p style=\"text-align: justify;\"><strong>Abstract:<br \/>\n<\/strong>Financial markets are extremely data-driven and regulated. Participants rely on notifications about significant events and background information that meet their requirements regarding timeliness, accuracy, and completeness. As one of Europe\u2019s leading providers of financial 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 notifications\/sec.<\/p>\n<p style=\"text-align: justify;\">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.<\/p>\n<p style=\"text-align: justify;\"><strong>Speaker: <\/strong><strong>S\u00e9bastien Frischbier, <\/strong>VWD Group<\/p>\n<\/div><\/div><\/div><\/div><div class=\"wpb_column vc_column_container vc_col-has-fill vc_col-sm-3  col-xs-mobile-fullwidth sm-display-none xs-display-none\"><div class=\"vc_column-inner vc_custom_1643284930137\"><div class=\"wpb_wrapper\"><h2 class=\"text-medium-gray text-small margin-5px-bottom alt-font text-uppercase heading-style4  heading-1\"  style=\"font-size: 10px; font-weight: 600; color: #000000;\" data-fontsize=\"10px\">last article<\/h2><div class=\"pofo-blog-list\"><div class=\"post-29134 post type-post status-publish format-standard hentry category-csdm-2019 tag-presentation\"><div class=\"blog-post blog-post-content margin-60px-bottom padding-60px-bottom border-bottom sm-no-border-bottom border-color-extra-light-gray sm-margin-30px-bottom sm-padding-30px-bottom xs-text-center pull-left width-100 blog-style3-1\"><div class=\"blog-text col-md-12 display-table no-padding sm-width-100\"><div class=\"display-table-cell vertical-align-middle\"><div class=\"content sm-no-padding-left \"><a class=\"text-extra-dark-gray margin-5px-bottom alt-font text-extra-large font-weight-600 display-inline-block entry-title\" href=\"https:\/\/cesam.community\/fr\/2022\/03\/24\/an-excel-based-systems-engineering-tool-for-knowledge-sharing-and-collaboration-across-the-enterprise\/\" style=\"font-size: 16px;\" data-fontsize=\"16px\">An Excel-based Systems-Engineering Tool for Knowledge Sharing and Collaboration across the Enterprise<\/a><div class=\"no-margin entry-content\">This presentation include case studies from NASA JPL in the US and Nissan in Japan....<\/div><a href=\"https:\/\/cesam.community\/fr\/2022\/03\/24\/an-excel-based-systems-engineering-tool-for-knowledge-sharing-and-collaboration-across-the-enterprise\/\" class=\"btn btn-dark-gray margin-15px-top sm-margin-15px-top white-space-normal btn-very-small\">Continue reading<\/a><\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div><div class=\"vc_row wpb_row vc_inner vc_row-fluid\"><div class=\"wpb_column vc_column_container vc_col-sm-12  col-xs-mobile-fullwidth\"><div class=\"vc_column-inner \"><div class=\"wpb_wrapper\"><div class=\"margin last-paragraph-no-margin\"><p style=\"text-align: center;\"><span style=\"font-size: 10pt;\"><em>To scroll through the slides use the toolbar at the bottom of the presentation.<\/em><\/span><\/p>\n<\/div><div class=\"last-paragraph-no-margin\"><p style=\"text-align: center;\">[pdf-embedder url=\u00a0\u00bbhttps:\/\/cesam.community\/wp-content\/uploads\/2022\/03\/CSDM19Managing_the_Complexity_of_Processing_Financial_Data_at_Scale___an_Experience_Report.pdf\u00a0\u00bb]<\/p>\n<\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/section>\n<\/div>","protected":false},"excerpt":{"rendered":"<p>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.<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[225],"tags":[181],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v24.2 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Managing the Complexity of Processing Financial Data at Scale<\/title>\n<meta name=\"description\" content=\"In this paper we give practical insights about the different types of complexity we face regarding the data we process, the systems...\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" 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